From 34a1e91541563d64be474dcacad2c7e2d85f25dd Mon Sep 17 00:00:00 2001 From: Han Lap Date: Fri, 3 Jul 2026 13:08:09 +0000 Subject: [PATCH] Initial commit: Trading Portal - FastAPI + React + PostgreSQL --- .env.example | 21 + .gitignore | 40 + ARCHITECTURE.docx | Bin 0 -> 41836 bytes ARCHITECTURE.md | 315 + DEPLOYMENT.docx | Bin 0 -> 41909 bytes DEPLOYMENT.md | 368 + backend/.dockerignore | 10 + backend/.env.example | 24 + backend/Dockerfile | 45 + backend/_check_syntax.py | 2 + backend/ai_plan.md | 140 + backend/alembic.ini | 117 + backend/alembic/README | 1 + backend/alembic/env.py | 79 + backend/alembic/script.py.mako | 26 + ...b3f1630986f_add_signal_and_trade_tables.py | 76 + .../versions/1ea86e9d802a_initial_schema.py | 129 + .../alembic/versions/4_add_sl_tp_columns.py | 28 + .../alembic/versions/add_candle_partitions.py | 48 + backend/app/__init__.py | 0 backend/app/api/__init__.py | 0 backend/app/api/v1/__init__.py | 21 + backend/app/api/v1/admin.py | 360 + backend/app/api/v1/alerts.py | 216 + backend/app/api/v1/analytics.py | 410 ++ backend/app/api/v1/audit.py | 116 + backend/app/api/v1/auth.py | 150 + backend/app/api/v1/backtest.py | 416 ++ backend/app/api/v1/backtest_history.py | 228 + backend/app/api/v1/credentials.py | 476 ++ backend/app/api/v1/exchanges.py | 114 + backend/app/api/v1/orders.py | 155 + backend/app/api/v1/real_trades.py | 134 + backend/app/api/v1/router.py | 56 + backend/app/api/v1/signals.py | 71 + backend/app/api/v1/strategies.py | 127 + backend/app/api/v1/symbols.py | 181 + backend/app/api/v1/watchlist.py | 196 + backend/app/api/ws/__init__.py | 0 backend/app/api/ws/candle_handler.py | 188 + backend/app/config.py | 43 + backend/app/core/__init__.py | 0 backend/app/core/deps.py | 104 + backend/app/core/exceptions.py | 74 + backend/app/core/middleware.py | 73 + backend/app/core/security.py | 351 + backend/app/database.py | 64 + backend/app/exchange/__init__.py | 0 backend/app/exchange/base.py | 344 + backend/app/exchange/binance.py | 37 + backend/app/exchange/bingx.py | 26 + backend/app/exchange/bybit.py | 33 + backend/app/exchange/factory.py | 87 + backend/app/exchange/gate.py | 26 + backend/app/exchange/mexc.py | 33 + backend/app/exchange/rate_limiter.py | 72 + backend/app/exchange/types.py | 146 + backend/app/force_sync.py | 100 + backend/app/main.py | 308 + backend/app/main_api.py | 165 + backend/app/main_scheduler.py | 183 + backend/app/models/__init__.py | 24 + backend/app/models/alert.py | 71 + backend/app/models/audit_log.py | 48 + backend/app/models/candle.py | 71 + backend/app/models/credential.py | 73 + backend/app/models/exchange.py | 52 + backend/app/models/real_trade.py | 95 + backend/app/models/refresh_token.py | 56 + backend/app/models/signal.py | 98 + backend/app/models/symbol.py | 46 + backend/app/models/user.py | 72 + backend/app/models/watchlist.py | 61 + backend/app/schemas/__init__.py | 106 + backend/app/schemas/auth.py | 69 + backend/app/schemas/candle.py | 29 + backend/app/schemas/credential.py | 34 + backend/app/schemas/exchange.py | 24 + backend/app/schemas/health.py | 31 + backend/app/schemas/real_trade.py | 78 + backend/app/schemas/signal.py | 89 + backend/app/schemas/strategy.py | 66 + backend/app/schemas/symbol.py | 37 + backend/app/schemas/user.py | 63 + backend/app/schemas/ws_message.py | 31 + backend/app/services/__init__.py | 0 backend/app/services/alert_service.py | 367 + backend/app/services/audit_service.py | 82 + backend/app/services/auth_service.py | 332 + backend/app/services/candle_service.py | 544 ++ backend/app/services/indicator_service.py | 1479 ++++ backend/app/services/notification_service.py | 304 + backend/app/services/risk_manager.py | 203 + backend/app/services/signal_booster.py | 300 + backend/app/services/signal_service.py | 2328 ++++++ backend/app/services/trade_executor.py | 368 + backend/app/services/ws_push_service.py | 76 + backend/app/tasks/__init__.py | 0 backend/app/tasks/candle_fetcher.py | 398 + backend/app/tasks/exchange_sync.py | 126 + backend/app/tasks/stale_data_monitor.py | 163 + backend/app/ws_manager.py | 216 + backend/check_ccxt.py | 8 + backend/check_ccxt.sh | 1 + backend/check_models.py | 30 + backend/check_syntax.py | 0 backend/cleanup.py | 7 + backend/cleanup_temp.py | 6 + backend/debug_sessions.py | 24 + backend/final_verify.py | 93 + backend/install_deps.sh | 1 + backend/patches/apply_patches.sh | 7 + backend/perf_optimization_report.md | 49 + backend/prepare_and_test.py | 51 + backend/requirements.txt | 18 + backend/run_check.py | 30 + backend/run_check.sh | 1 + backend/run_verify.py | 10 + backend/run_verify.sh | 1 + backend/scripts/apply_top100.py | 71 + backend/scripts/backtest.py | 458 ++ backend/scripts/backup_strategies.py | 115 + backend/scripts/export_symbols.py | 60 + backend/scripts/fetch_candles_cron.py | 112 + backend/scripts/select_top100_symbols.py | 232 + backend/scripts/sync_candles.py | 102 + backend/scripts/train_xgboost_model.py | 205 + backend/scripts/weekly_report.py | 251 + backend/seed_db.py | 44 + backend/test_auth.py | 88 + backend/test_full_api.py | 255 + backend/verify_exchange.py | 105 + backend/verify_schema.py | 71 + convert_to_docx.py | 281 + docker-compose.yml | 131 + docs/improvement_plan.md | 186 + frontend/.dockerignore | 6 + frontend/.gitignore | 24 + frontend/.oxlintrc.json | 8 + frontend/Dockerfile | 36 + frontend/README.md | 32 + frontend/index.html | 26 + frontend/nginx.conf | 90 + frontend/package-lock.json | 6480 +++++++++++++++++ frontend/package.json | 31 + frontend/public/favicon.svg | 1 + frontend/public/icons.svg | 24 + frontend/public/manifest.json | 17 + frontend/public/sw.js | 61 + frontend/src/App.css | 184 + frontend/src/App.tsx | 49 + frontend/src/app/hooks.ts | 5 + frontend/src/app/store.ts | 11 + frontend/src/assets/hero.png | Bin 0 -> 13057 bytes frontend/src/assets/react.svg | 1 + frontend/src/assets/vite.svg | 1 + frontend/src/components/ErrorBoundary.tsx | 55 + frontend/src/components/Skeleton.tsx | 62 + frontend/src/features/admin/AdminPage.tsx | 822 +++ frontend/src/features/alerts/AlertsPage.tsx | 507 ++ .../src/features/analytics/AnalyticsPage.tsx | 461 ++ frontend/src/features/api/alertApi.ts | 89 + frontend/src/features/api/apiService.ts | 266 + frontend/src/features/api/realTradeApi.ts | 71 + frontend/src/features/api/signalApi.ts | 107 + frontend/src/features/api/watchlistApi.ts | 62 + frontend/src/features/api/websocketService.ts | 172 + frontend/src/features/auth/LoginPage.tsx | 70 + frontend/src/features/auth/RegisterPage.tsx | 93 + frontend/src/features/auth/authSlice.ts | 160 + .../src/features/backtest/BacktestPage.tsx | 323 + .../src/features/dashboard/ChartContainer.tsx | 588 ++ .../src/features/dashboard/ChartToolbar.tsx | 227 + .../src/features/dashboard/DashboardPage.tsx | 390 + .../src/features/dashboard/OrderPanel.tsx | 467 ++ .../src/features/dashboard/SignalPanel.tsx | 322 + .../src/features/dashboard/WatchlistPanel.tsx | 363 + frontend/src/features/profile/ProfilePage.tsx | 716 ++ frontend/src/index.css | 935 +++ frontend/src/main.tsx | 13 + frontend/src/pages/AuditLogPage.tsx | 313 + frontend/src/translations/en.ts | 170 + frontend/src/translations/index.tsx | 36 + frontend/src/translations/vi.ts | 170 + frontend/src/types/trading.ts | 51 + frontend/src/vite-env.d.ts | 1 + frontend/tsconfig.app.json | 25 + frontend/tsconfig.json | 7 + frontend/tsconfig.node.json | 23 + frontend/vite.config.ts | 57 + models/xgb_model.json | 1 + scripts/deploy-backend.sh | 47 + scripts/deploy-frontend.sh | 25 + scripts/fetch_historical_3y.py | 176 + scripts/fetch_historical_v4.py | 193 + scripts/fetch_minimal.py | 77 + scripts/health_check.py | 106 + trading-portal.nginx.conf | 37 + 198 files changed, 35110 insertions(+) create mode 100755 .env.example create mode 100755 .gitignore create mode 100755 ARCHITECTURE.docx create mode 100755 ARCHITECTURE.md create mode 100755 DEPLOYMENT.docx create mode 100755 DEPLOYMENT.md create mode 100755 backend/.dockerignore create mode 100755 backend/.env.example create mode 100755 backend/Dockerfile create mode 100755 backend/_check_syntax.py create mode 100755 backend/ai_plan.md create mode 100755 backend/alembic.ini create mode 100755 backend/alembic/README create mode 100755 backend/alembic/env.py create mode 100755 backend/alembic/script.py.mako create mode 100755 backend/alembic/versions/1b3f1630986f_add_signal_and_trade_tables.py create mode 100755 backend/alembic/versions/1ea86e9d802a_initial_schema.py create mode 100644 backend/alembic/versions/4_add_sl_tp_columns.py create mode 100755 backend/alembic/versions/add_candle_partitions.py create mode 100755 backend/app/__init__.py create mode 100755 backend/app/api/__init__.py create mode 100755 backend/app/api/v1/__init__.py create mode 100755 backend/app/api/v1/admin.py create mode 100755 backend/app/api/v1/alerts.py create mode 100755 backend/app/api/v1/analytics.py create mode 100755 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backend/app/core/security.py create mode 100755 backend/app/database.py create mode 100755 backend/app/exchange/__init__.py create mode 100755 backend/app/exchange/base.py create mode 100755 backend/app/exchange/binance.py create mode 100644 backend/app/exchange/bingx.py create mode 100755 backend/app/exchange/bybit.py create mode 100755 backend/app/exchange/factory.py create mode 100644 backend/app/exchange/gate.py create mode 100755 backend/app/exchange/mexc.py create mode 100755 backend/app/exchange/rate_limiter.py create mode 100755 backend/app/exchange/types.py create mode 100755 backend/app/force_sync.py create mode 100755 backend/app/main.py create mode 100644 backend/app/main_api.py create mode 100644 backend/app/main_scheduler.py create mode 100755 backend/app/models/__init__.py create mode 100755 backend/app/models/alert.py create mode 100755 backend/app/models/audit_log.py create mode 100755 backend/app/models/candle.py create mode 100755 backend/app/models/credential.py create mode 100755 backend/app/models/exchange.py create mode 100755 backend/app/models/real_trade.py create mode 100755 backend/app/models/refresh_token.py create mode 100755 backend/app/models/signal.py create mode 100755 backend/app/models/symbol.py create mode 100755 backend/app/models/user.py create mode 100755 backend/app/models/watchlist.py create mode 100755 backend/app/schemas/__init__.py create mode 100755 backend/app/schemas/auth.py create mode 100755 backend/app/schemas/candle.py create mode 100755 backend/app/schemas/credential.py create mode 100755 backend/app/schemas/exchange.py create mode 100755 backend/app/schemas/health.py create mode 100755 backend/app/schemas/real_trade.py create mode 100755 backend/app/schemas/signal.py create mode 100755 backend/app/schemas/strategy.py create mode 100755 backend/app/schemas/symbol.py create mode 100755 backend/app/schemas/user.py create mode 100755 backend/app/schemas/ws_message.py create mode 100755 backend/app/services/__init__.py create mode 100755 backend/app/services/alert_service.py create mode 100755 backend/app/services/audit_service.py create mode 100755 backend/app/services/auth_service.py create mode 100755 backend/app/services/candle_service.py create mode 100755 backend/app/services/indicator_service.py create mode 100755 backend/app/services/notification_service.py create mode 100644 backend/app/services/risk_manager.py create mode 100755 backend/app/services/signal_booster.py create mode 100755 backend/app/services/signal_service.py create mode 100644 backend/app/services/trade_executor.py create mode 100755 backend/app/services/ws_push_service.py create mode 100755 backend/app/tasks/__init__.py create mode 100755 backend/app/tasks/candle_fetcher.py create mode 100755 backend/app/tasks/exchange_sync.py create mode 100755 backend/app/tasks/stale_data_monitor.py create mode 100755 backend/app/ws_manager.py create mode 100755 backend/check_ccxt.py create mode 100755 backend/check_ccxt.sh create mode 100755 backend/check_models.py create mode 100755 backend/check_syntax.py create mode 100755 backend/cleanup.py create mode 100755 backend/cleanup_temp.py create mode 100755 backend/debug_sessions.py create mode 100755 backend/final_verify.py create mode 100755 backend/install_deps.sh create mode 100755 backend/patches/apply_patches.sh create mode 100755 backend/perf_optimization_report.md create mode 100755 backend/prepare_and_test.py create mode 100755 backend/requirements.txt create mode 100755 backend/run_check.py create mode 100755 backend/run_check.sh create mode 100755 backend/run_verify.py create mode 100755 backend/run_verify.sh create mode 100644 backend/scripts/apply_top100.py create mode 100755 backend/scripts/backtest.py create mode 100644 backend/scripts/backup_strategies.py create mode 100644 backend/scripts/export_symbols.py create mode 100755 backend/scripts/fetch_candles_cron.py create mode 100644 backend/scripts/select_top100_symbols.py create mode 100755 backend/scripts/sync_candles.py create mode 100644 backend/scripts/train_xgboost_model.py create mode 100755 backend/scripts/weekly_report.py create mode 100755 backend/seed_db.py create mode 100755 backend/test_auth.py create mode 100755 backend/test_full_api.py create mode 100755 backend/verify_exchange.py create mode 100755 backend/verify_schema.py create mode 100755 convert_to_docx.py create mode 100755 docker-compose.yml create mode 100644 docs/improvement_plan.md create mode 100755 frontend/.dockerignore create mode 100755 frontend/.gitignore create mode 100755 frontend/.oxlintrc.json create mode 100755 frontend/Dockerfile create mode 100755 frontend/README.md create mode 100755 frontend/index.html create mode 100755 frontend/nginx.conf create mode 100755 frontend/package-lock.json create mode 100755 frontend/package.json create mode 100755 frontend/public/favicon.svg create mode 100755 frontend/public/icons.svg create 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frontend/src/features/api/watchlistApi.ts create mode 100755 frontend/src/features/api/websocketService.ts create mode 100755 frontend/src/features/auth/LoginPage.tsx create mode 100755 frontend/src/features/auth/RegisterPage.tsx create mode 100755 frontend/src/features/auth/authSlice.ts create mode 100755 frontend/src/features/backtest/BacktestPage.tsx create mode 100755 frontend/src/features/dashboard/ChartContainer.tsx create mode 100755 frontend/src/features/dashboard/ChartToolbar.tsx create mode 100755 frontend/src/features/dashboard/DashboardPage.tsx create mode 100755 frontend/src/features/dashboard/OrderPanel.tsx create mode 100755 frontend/src/features/dashboard/SignalPanel.tsx create mode 100755 frontend/src/features/dashboard/WatchlistPanel.tsx create mode 100755 frontend/src/features/profile/ProfilePage.tsx create mode 100755 frontend/src/index.css create mode 100755 frontend/src/main.tsx create mode 100755 frontend/src/pages/AuditLogPage.tsx create mode 100755 frontend/src/translations/en.ts create mode 100755 frontend/src/translations/index.tsx create mode 100755 frontend/src/translations/vi.ts create mode 100755 frontend/src/types/trading.ts create mode 100755 frontend/src/vite-env.d.ts create mode 100755 frontend/tsconfig.app.json create mode 100755 frontend/tsconfig.json create mode 100755 frontend/tsconfig.node.json create mode 100755 frontend/vite.config.ts create mode 100644 models/xgb_model.json create mode 100755 scripts/deploy-backend.sh create mode 100755 scripts/deploy-frontend.sh create mode 100644 scripts/fetch_historical_3y.py create mode 100644 scripts/fetch_historical_v4.py create mode 100644 scripts/fetch_minimal.py create mode 100755 scripts/health_check.py create mode 100755 trading-portal.nginx.conf diff --git a/.env.example b/.env.example new file mode 100755 index 0000000..ff67e75 --- /dev/null +++ b/.env.example @@ -0,0 +1,21 @@ +# --- Database --- +DATABASE_URL=postgresql+asyncpg://trading:trading_secret@db:5432/trading_portal + +# --- JWT (RS256) --- +JWT_PRIVATE_KEY_PATH=/run/secrets/jwt_private_key.pem +JWT_PUBLIC_KEY_PATH=/run/secrets/jwt_public_key.pem +JWT_ACCESS_TOKEN_EXPIRE_MINUTES=15 +JWT_REFRESH_TOKEN_EXPIRE_DAYS=7 + +# --- Encryption (AES-256-CBC for API keys) --- +ENCRYPTION_KEY= # 32-byte hex, generate with: openssl rand -hex 32 + +# --- Server --- +HOST=0.0.0.0 +PORT=8000 +LOG_LEVEL=INFO +CORS_ORIGINS=http://localhost:5173,http://localhost:3000 + +# --- Default Exchange (optional) --- +MEXC_API_KEY= +MEXC_API_SECRET= diff --git a/.gitignore b/.gitignore new file mode 100755 index 0000000..da320e7 --- /dev/null +++ b/.gitignore @@ -0,0 +1,40 @@ +# Python +__pycache__/ +*.py[cod] +*.egg-info/ +.venv/ +venv/ +*.egg + +# Environment +.env +secrets/*.pem +secrets/*.key + +# Database +*.db +*.sqlite3 + +# IDE +.vscode/ +.idea/ +*.swp + +# OS +.DS_Store +Thumbs.db + +# Docker +docker-data/ +pgdata/ + +# Logs +*.log + +# 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— cập nhật mỗi khi có thay đổi kiến trúc hoặc thuật toán. +> Xem change log ở cuối file để theo dõi lịch sử. + +--- + +## 1. Tổng quan kiến trúc + +``` +┌─────────────────────────────────────────────────────────┐ +│ TRADING PORTAL │ +├─────────────────┬─────────────────┬─────────────────────┤ +│ Frontend │ Backend API │ Backend Scheduler │ +│ (React/TS) │ (FastAPI) │ (Python async) │ +│ Port 3000 │ Port 8001 │ No HTTP port │ +├─────────────────┴─────────────────┴─────────────────────┤ +│ PostgreSQL 16 │ +└─────────────────────────────────────────────────────────┘ +``` + +### Services + +| Service | Container | CPU/Mem Limit | Vai trò | +|---------|-----------|:---:|---------| +| `frontend` | React + Nginx | — | Giao diện người dùng | +| `backend-api` | FastAPI | 1G / 2 CPU | REST API, WebSocket, auth | +| `backend-scheduler` | Python async | 2G / 3 CPU | Fetch candle, phân tích tín hiệu, quản lý trade | +| `db` | PostgreSQL 16 | 2G | Lưu trữ toàn bộ dữ liệu | + +### Nguyên tắc thiết kế + +1. **API và Scheduler tách biệt** — API không bao giờ bị block bởi việc fetch candle +2. **Signal và Trade tách biệt** — Tín hiệu để theo dõi, chỉ STRONG mới vào lệnh +3. **Script-only cho tác vụ định kỳ** — Health check 0 token, cron job dùng script +4. **Stateless where possible** — Cache in-memory cho win rate, PnL stats + +--- + +## 2. Signal Pipeline (Phát hiện tín hiệu) + +### Flow + +``` +candle_fetcher (mỗi 5 phút) + └── fetch 25 symbols × 5 exchanges × 4 timeframes + └── lưu candles vào DB (partitioned by month) + └── phân tích từng candle mới + ├── 13-algorithm voting + ├── win-rate boosting + ├── dynamic threshold normalization + └── save signal → monitoring ✅ + │ + └── nếu STRONG → trigger trade_executor +``` + +### 13 thuật toán voting + +| # | Thuật toán | Vote range | Nhóm | Mô tả | +|---|-----------|:---:|------|-------| +| 1 | Double BB + RSI | ±2.0 | Oscillator | Giá vượt Bollinger Bands ± RSI | +| 2 | MACD Crossover | ±1.0 | Trend | MACD cắt signal line | +| 3 | SuperTrend | ±1.0 | Trend | SuperTrend indicator flip | +| 4 | Volume Breakout | ±1.5 | Volume | Volume đột biến + giá breakout | +| 5 | Ichimoku Cloud | ±2.5 | Trend | Giá vs cloud, Tenkan/Kijun cross | +| 6 | Divergence (RSI+MACD) | ±4.0 | Pattern | Phân kỳ giá vs indicator | +| 7 | SMC (Market Structure) | ±5.0 | Pattern | BOS, CHoCH, Order Blocks | +| 8 | Multi-Timeframe | ±2.0 | Context | Vote từ 15m, 1h, 4h | +| 9 | OBV Crossover | ±1.0 | Volume | On-Balance Volume vs MA | +| 10 | Stochastic RSI | ±1.0 | Oscillator | StochRSI crossover | +| 11 | MFI (Money Flow) | ±0.5 | Oscillator | Money Flow Index | +| 12 | FVG (Fair Value Gap) | ±2.0 | Pattern | Giá gần gap → vote (chỉ khi <2%) | +| 13 | Candlestick Patterns | ±2.0 | Pattern | 30+ mẫu nến | + +### Signal classification + +``` +Tổng điểm boosted → normalize / √active_strategies → adjusted_score + + adjusted_score >= 4.0 → STRONG_BUY + adjusted_score >= 1.0 → BUY + adjusted_score <= -4.0 → STRONG_SELL + adjusted_score <= -1.0 → SELL + +Ngoài ra: + - CAUTION_LONG: giá > upper_2 + RSI > 75 + - CAUTION_SHORT: giá < lower_2 + RSI < 25 + - SQUEEZE_ALERT: BB band width co hẹp +``` + +### Win-rate boosting + +- Mỗi strategy có historical win rate tính từ `hypothetical_trades` đã đóng +- Vote được boost: `boosted = raw_score × win_rate × 2.0` +- **Decay**: exponential λ = 0.05/ngày, half-life 14 ngày → ưu tiên performance gần đây +- **MIN_TRADES**: 15 (tăng từ 3 → đủ statistical significance) +- **Cache**: 6 giờ, tự động refresh + +### Correlation dampening + +Các strategy trong cùng nhóm bị giảm trọng số khi đồng thuận: + +| Nhóm | Strategies | Cơ chế | +|------|-----------|--------| +| Oscillator | BB, StochRSI, MFI | ÷ √count | +| Trend | MACD, SuperTrend, Ichimoku | ÷ √count | +| Volume | Volume Breakout, OBV | ÷ √count | +| Pattern | Divergence, SMC, FVG, Candlestick | ÷ √count | + +### Dynamic threshold + +Điểm tổng được normalize theo `√active_strategies`: +- 3 strategies voting STRONG (score ~6) → adjusted = 6/√3 = 3.46 → BUY +- 10 strategies voting weak (score ~6) → adjusted = 6/√10 = 1.90 → BUY + +→ Ngăn score inflation khi nhiều strategy cùng active. + +--- + +## 3. Trade Pipeline (Thực thi lệnh) + +### Kiến trúc + +``` +Signal Pipeline Trade Pipeline +────────────── ────────────── +detect → save DB (monitoring) execute_signal_trade() + ├── Chỉ STRONG_BUY / STRONG_SELL + ├── Đóng opposing trades (REVERSAL) + ├── Hybrid eviction (MAX_OPEN_TRADES=10) + ├── Kelly position sizing + ├── Volatility filter (ATR 0.5%-8%) + ├── Mở trade mới + └── Setup trailing stop +``` + +### File structure + +| File | Vai trò | +|------|---------| +| `services/signal_service.py` | Detect + save signals (monitoring only) | +| `services/trade_executor.py` | Execute trades from STRONG signals | +| `services/risk_manager.py` | Kelly sizing, AdaptiveSLTPOptimizer | +| `services/signal_booster.py` | Win-rate decay, PnL stats cache | +| `tasks/candle_fetcher.py` | Fetch candles, trigger analysis | + +### Trade execution rules + +1. **STRONG-only**: Chỉ `STRONG_BUY` / `STRONG_SELL` mở lệnh mới +2. **Reversal**: STRONG signal đóng opposing trades hiện có +3. **Dedup**: Không mở trade nếu đã có OPEN cùng symbol+exchange +4. **Hybrid eviction**: Khi đạt MAX_OPEN_TRADES=10: + - Có trade lỗ → evict trade lỗ nhiều nhất + - Tất cả lãi → FIFO (cũ nhất trước) +5. **Volatility filter**: Bỏ qua nếu ATR > 8% hoặc < 0.5% +6. **Kelly sizing**: Position size = base × kelly_fraction × confidence +7. **Trailing stop**: 5% từ entry, kích hoạt khi lãi > 3% + +### Position sizing (Kelly Criterion) + +``` +kelly_f = (p × b - q) / b + + p = direction-specific win rate (LONG/SHORT riêng) + b = avg_win / avg_loss (từ DB thực tế, 30 ngày gần nhất) + q = 1 - p + +fractional_kelly = kelly_f × 0.25 × confidence + +Min trade: 5 USDT +Max trade: 500 USDT +``` + +### Exit rules (close_stale_trades) + +Chạy mỗi 5 phút, kiểm tra tất cả OPEN trades: + +| Rule | Điều kiện | Action | +|------|-----------|--------| +| Stop Loss | Giá vượt SL (ATR-adaptive) | Đóng toàn bộ | +| Take Profit | Giá chạm TP | Partial: đóng 30%, 70% trailing | +| Trailing Stop | Đã kích hoạt + giá đảo chiều | Đóng toàn bộ | +| Time Limit | Hold > 8 giờ | Đóng toàn bộ | +| Reversal | STRONG signal ngược hướng | Đóng toàn bộ | + +### Regime-adaptive SL/TP + +| Regime | SL (ATR×) | TP (ATR×) | Min R:R | Khi nào | +|--------|:---:|:---:|:---:|---------| +| trending | 1.5 | 4.0 | 2.0 | ATR 5-8% | +| volatile | 2.0 | 3.0 | 1.0 | ATR > 8% | +| sideways | 1.0 | 2.0 | 1.2 | ATR < 1.5% | +| breakout | 1.2 | 5.0 | 2.5 | — | +| choppy | 0.8 | 0.0 | 99.0 | ATR < 0.8% (không trade) | +| neutral | 1.2 | 3.0 | 1.5 | ATR 1.5-5% | + +--- + +## 4. Data Pipeline + +### Candles + +- **476 symbols** được sync từ exchange config +- **4 timeframes**: 15m, 1h, 4h, 1d +- **5 exchanges**: Binance, Bybit, Gate, MEXC, BingX +- **Batch**: 25 symbols/batch, interval 5 phút → chu kỳ đầy đủ ~95 phút +- **Semaphore**: 3 concurrent analyses (giảm từ 8 → tránh tranh chấp DB) +- **Partitioned**: Bảng `candles` partition theo tháng (`candles_2026_07`, ...) +- **Dedup**: Chỉ 1h timeframe phân tích tín hiệu (trước: 4 TF cùng lúc → thrashing) + +### Database + +- **max_connections**: 150 +- **Scheduler pool**: 20 + overflow 5, statement_timeout=30s +- **API pool**: default, statement_timeout=10s +- **Trade eviction**: `SELECT ... FOR UPDATE` → serialize concurrent access + +--- + +## 5. Monitoring & Alerts + +### Health Check (30 phút) + +Script `/opt/data/scripts/health_check.py`: +- Docker services (db, api, scheduler, frontend) +- API health endpoint (uptime, DB latency) +- Frontend HTTP reachable +- Scheduler errors (5 phút gần nhất) +- Disk usage +- Real trades (open/closed count, PnL) +- Signal trades (open by exchange, recent closed, clean PnL) + +**Filter**: `ABS(pnl_percent) < 100` → loại bỏ trades corrupt từ thrashing bug cũ. + +### Cron jobs + +| Job | Schedule | Mode | +|-----|----------|------| +| System Health Check | 0,30 * * * * | Agent (code block delivery) | +| DeepSeek Balance | Daily 13:00 | Script-only | +| Hermes Backup | Daily 13:00 | Agent | +| Trading Report | Every 2 days | Agent | +| JWT Key Rotation | Every 30 days | Script-only | + +--- + +## 6. Configuration + +### Key constants + +| Constant | Value | File | +|----------|-------|------| +| `MAX_OPEN_TRADES` | 10 | trade_executor.py | +| `MIN_TRADE_SIZE_USDT` | 5 | trade_executor.py | +| `MAX_TRADE_SIZE_USDT` | 500 | trade_executor.py | +| `BATCH_SIZE` | 25 | main_scheduler.py | +| `SEMAPHORE` | 3 | candle_fetcher.py | +| `MIN_TRADES` (booster) | 15 | signal_booster.py | +| `DECAY_LAMBDA` | 0.05/ngày | signal_booster.py | +| `CACHE_TTL` | 6 giờ | signal_booster.py | +| `PNL_CACHE_TTL` | 1 giờ | signal_booster.py | +| `MAX_ATR_PCT` | 8% | trade_executor.py | +| `MIN_ATR_PCT` | 0.5% | trade_executor.py | +| `MAX_HOLD_HOURS` | 8 | signal_service.py | +| `TRAILING_PCT` | 5% | user prefs | + +### Environment + +| Variable | Value | +|----------|-------| +| `PROJECT_DIR` | `/opt/data/trading-portal` | +| `DATABASE_URL` | postgresql+asyncpg://trading:***@db:5432/trading_portal | +| `LOG_LEVEL` | INFO | +| Timezone display | UTC+7 (ICT) | + +--- + +## 7. Known Issues + +### Data corruption (historical) + +- **13,023 trades** có `ABS(pnl_percent) >= 100%` → corrupt từ thrashing bug cũ +- Nguyên nhân: exit_price bị set thành 0.07314 cho tokens giá trị cao +- **Đã filter** trong tất cả queries: `ABS(COALESCE(pnl_percent, 0)) < 100` +- Clean trades: 18,640 trades, PnL ≈ +19,000 USDT + +### Cache race condition + +- `compute_strategy_win_rates` có thể chạy 3 lần đồng thời khi cache hết hạn +- Không nghiêm trọng — chỉ xảy ra 1 lần mỗi 6 giờ +- Impact: redundant computation, không sai data + +--- + +## 8. Change Log + +| Date | Change | Author | +|------|--------|--------| +| 2026-07-02 | **Audit toàn hệ thống**: fix 2 critical (real_trades PnL NULL + stale close) + 6 medium (API 404/405, Health tab, sessions, mobile nav, DB vacuum) | Hermes | +| 2026-07-02 | **Tách Signal ↔ Trade**: tạo `trade_executor.py`, signal chỉ để monitoring | Hermes | +| 2026-07-02 | **PnL filter**: `ABS(pnl_percent) < 100` trong tất cả queries | Hermes | +| 2026-07-02 | **Win-rate decay**: exponential λ=0.05, MIN_TRADES=15 | Hermes | +| 2026-07-02 | **FVG filter**: chỉ vote khi giá cách gap < 2% | Hermes | +| 2026-07-02 | **Hybrid eviction**: worst PnL first, else FIFO | Hermes | +| 2026-07-02 | **Trailing stop paper trades**: tạo trailing stop khi mở trade | Hermes | +| 2026-07-02 | **Kelly fix**: dùng PnL stats thực từ DB, direction-specific | Hermes | +| 2026-07-02 | **Trailing stop key fix**: sửa `_partial` → dùng key chung | Hermes | +| 2026-07-02 | **Regime dynamic**: detect từ ATR% thay vì hardcode "neutral" | Hermes | +| 2026-07-02 | **Dynamic threshold**: normalize score / √active_strategies | Hermes | +| 2026-07-02 | **Volatility entry filter**: skip ATR > 8% hoặc < 0.5% | Hermes | +| 2026-07-02 | **Health check redesign**: bỏ box-drawing, layout đơn giản | Hermes | +| 2026-07-01 | Tách backend: `main_api.py` + `main_scheduler.py` | Hermes | +| 2026-07-01 | Semaphore 8→3, batch 15→25, dedup symbol | Hermes | +| 2026-07-01 | MAX_OPEN_TRADES 50→20→10 | Hermes | +| 2026-07-01 | STRONG-only policy cho mở trade | Hermes | diff --git a/DEPLOYMENT.docx b/DEPLOYMENT.docx new file mode 100755 index 0000000000000000000000000000000000000000..b6371042baaff7326b37250bb978e8d2d3e6e1ba GIT binary patch literal 41909 zcmagFbDZQmn+MvqJ#8D)wx(@++O}=mwr$(CZQIuL?Q_n)yZi3mz4xC~Rg&lVBKcMF zNvdQefI(0I001BWplMfrSIQU0CISKgjDZ0FAb;0t2v}P=7+N`KE4tbk+H2CfSXwkD zO3AGAAp~82q9)Pt;JXXJqn7R2klRqlVhUELKeDN<&|OLby*^KHgeuL-27}SYW~4rQ z;;z?mcX>3CY6u8kYHDVvOC!-7it~6(EYNGFll4ZzvE#o_h>5q&k0=HMfJvMp6E3glwP62t!{ 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zAaoi8qxSRvQd*W5xV`)}?@gh{*h0E-pcSO5uIq9E@_5as#o=phyu{kc$XdX)w1i?ZsH~HioAGxAErpy8Z9A(GltUp>XQrz zX}wK6{NnC45JkLeR23dSX^@;`wp{PycbK{G63ffrfayh^y@}EJbfIkeuXRV zkHP(flKxNm>|rWi^3Piy=>!F@ybH$h?YzX|@!?7h!* z-*)`Xm6h^uu0Jiw`z-fOt=}vSseg~kABNX`{C$1!H(n+4UsLQ)?NCD*89sylnpJoJ NGx+q7$p7o#{{bp2lqLWG literal 0 HcmV?d00001 diff --git a/DEPLOYMENT.md b/DEPLOYMENT.md new file mode 100755 index 0000000..3f6ac7f --- /dev/null +++ b/DEPLOYMENT.md @@ -0,0 +1,368 @@ +# Trading Portal — Hướng Dẫn Triển Khai & Sử Dụng + +> Phiên bản: 1.0.0 | Cập nhật: 2026-06-24 + +--- + +## 1. Yêu Cầu Hệ Thống + +| Thành phần | Yêu cầu | +|:-----------|:---------| +| **Python** | >= 3.11 | +| **Node.js** | >= 18 | +| **PostgreSQL** | >= 14 (có hỗ trợ partitioning) | +| **Docker** | (tùy chọn) cho PostgreSQL container | +| **OS** | Linux (đã test trên Ubuntu 24.04) | + +--- + +## 2. Cài Đặt + +### 2.1 Clone & Cấu Trúc Thư Mục + +``` +trading-portal/ +├── backend/ +│ ├── app/ — Mã nguồn FastAPI +│ ├── alembic/ — Migrations +│ ├── .venv/ — Virtual environment +│ └── .env — Biến môi trường +├── frontend/ +│ ├── src/ — Mã nguồn React +│ └── dist/ — Build production +├── ARCHITECTURE.md — Tài liệu kiến trúc +└── DEPLOYMENT.md — Tài liệu này +``` + +### 2.2 Backend Setup + +```bash +# 1. Tạo virtual environment +cd trading-portal/backend +python3 -m venv .venv +source .venv/bin/activate + +# 2. Cài dependencies +pip install -r requirements.txt + +# 3. Tạo file .env +cat > .env << 'EOF' +DATABASE_URL=postgresql+asyncpg://trading:trading@localhost:5432/trading +SECRET_KEY=your-secret-key-here +CORS_ORIGINS=http://localhost:5173 +EXCHANGE_MEXC_API_KEY= +EXCHANGE_MEXC_SECRET= +EXCHANGE_BYBIT_API_KEY= +EXCHANGE_BYBIT_SECRET= +EXCHANGE_BINANCE_API_KEY= +EXCHANGE_BINANCE_SECRET= +HOST=0.0.0.0 +PORT=8001 +LOG_LEVEL=INFO +EOF + +# 4. Chạy migrations +.venv/bin/alembic upgrade head + +# 5. Khởi động backend +.venv/bin/uvicorn app.main:app --host 0.0.0.0 --port 8001 +``` + +### 2.3 Frontend Setup + +```bash +# 1. Cài dependencies +cd trading-portal/frontend +npm install + +# 2. Build production +npx vite build + +# 3. Dev server (có proxy đến backend) +npx vite --host 0.0.0.0 --port 5173 +``` + +### 2.4 Docker PostgreSQL + +```bash +# Tạo container PostgreSQL +docker run -d \ + --name trading-db \ + -e POSTGRES_USER=trading \ + -e POSTGRES_PASSWORD=trading \ + -e POSTGRES_DB=trading \ + -p 5432:5432 \ + postgres:16 +``` + +--- + +## 3. Triển Khai + +### 3.1 Production Deployment + +```bash +# 1. Build frontend +cd frontend && npx vite build + +# 2. Frontend có thể serve bằng Nginx: +# nginx.conf mẫu: +: ' +server { + listen 443 ssl; + server_name trading.example.com; + + root /opt/data/trading-portal/frontend/dist; + index index.html; + + # SPA fallback + location / { + try_files $uri $uri/ /index.html; + } + + # API proxy + location /api/ { + proxy_pass http://localhost:8001; + proxy_set_header Host $host; + proxy_set_header X-Real-IP $remote_addr; + } + + # WebSocket proxy + location /ws/ { + proxy_pass http://localhost:8001; + proxy_http_version 1.1; + proxy_set_header Upgrade $http_upgrade; + proxy_set_header Connection "upgrade"; + } +} +' + +# 3. Backend dùng systemd hoặc supervisor +# systemd unit mẫu: +: ' +[Unit] +Description=Trading Portal API +After=network.target + +[Service] +Type=simple +User=hermes +WorkingDirectory=/opt/data/trading-portal/backend +ExecStart=/opt/data/trading-portal/backend/.venv/bin/uvicorn app.main:app --host 0.0.0.0 --port 8001 +Restart=always + +[Install] +WantedBy=multi-user.target +' +``` + +--- + +## 4. API Endpoints + +### 4.1 Public + +| Method | Endpoint | Mô tả | +|:-------|:---------|:------| +| GET | `/health` | Health check (không cần auth) | + +### 4.2 Auth (không cần token) + +| Method | Endpoint | Body | Mô tả | +|:-------|:---------|:-----|:------| +| POST | `/api/v1/auth/register` | `{username, email, password}` | Đăng ký | +| POST | `/api/v1/auth/login` | `{username, password}` | Đăng nhập → token | +| POST | `/api/v1/auth/refresh` | `{refresh_token}` | Refresh token | + +### 4.3 Cần Auth (Bearer Token) + +| Method | Endpoint | Mô tả | +|:-------|:---------|:------| +| GET | `/api/v1/auth/me` | Profile | +| GET | `/api/v1/exchanges` | Danh sách sàn | +| GET | `/api/v1/symbols?exchange=mexc` | Symbols | +| GET | `/api/v1/symbols/search?q=BTC` | Tìm kiếm symbol | +| GET | `/api/v1/symbols/candles?symbol=BTC/USDT&exchange=mexc&timeframe=1h` | Nến | +| GET | `/api/v1/symbols/indicators?symbol=BTC/USDT&exchange=mexc&timeframe=1h` | Chỉ báo | +| GET | `/api/v1/signals?limit=20` | Tín hiệu | +| GET | `/api/v1/signals/trades` | Lệnh giả định | +| GET | `/api/v1/signals/review?period=weekly` | Review tuần | +| GET | `/api/v1/watchlist` | Watchlist | +| POST | `/api/v1/watchlist` | `{symbol_id, label?}` | Thêm vào watchlist | +| DELETE | `/api/v1/watchlist/{id}` | Xoá khỏi watchlist | +| WS | `/ws/v1/candles?token={token}` | WebSocket real-time | + +--- + +## 5. Hướng Dẫn Sử Dụng + +### 5.1 Đăng Nhập + +``` +URL: http://localhost:5173 +Tài khoản mặc định: + Username: demo + Password: demo1234 +``` + +### 5.2 Dashboard + +| Khu vực | Mô tả | +|:--------|:------| +| **Chart** | Nến Nhật + Volume + SMA 20 + EMA 12 + BB 2σ (đỏ) + BB 1σ (vàng) + RSI 14 | +| **Toolbar** | Chọn Exchange (mexc/bybit/binance), Symbol, Timeframe (1m→1d) | +| **Watchlist** | 👁️ Danh sách theo dõi, click để chuyển chart, + để thêm symbol | +| **Order Panel** | 📋 Giá hiện tại, đồng hồ, balance, buy/sell (Phase 3) | +| **Signal Panel** | 📊 Tín hiệu Double BB + lệnh giả định kèm P&L | + +### 5.3 Sử Dụng Watchlist + +``` +Bước 1: Click nút "+" ở góc Watchlist +Bước 2: Gõ tên symbol (VD: "SQBTC" → "ETH/USDT") — tìm kiếm tự động +Bước 3: Click vào symbol → thêm vào watchlist +Bước 4: Click symbol trong watchlist → chart chuyển ngay +``` + +### 5.4 Đọc Tín Hiệu + +``` +🟢 STRONG_BUY — Giá breakout khỏi BB 1σ Upper kèm volume, RSI > 50 +✅ BUY — Giá trên BB 1σ Upper, xu hướng tăng +🔴 STRONG_SELL — Giá breakout khỏi BB 1σ Lower kèm volume, RSI < 50 +❌ SELL — Giá dưới BB 1σ Lower, xu hướng giảm +⚠️ CAUTION — Giá chạm BB 2σ, RSI quá mua/quá bán +🔥 SQUEEZE_ALERT — BB thu hẹp, sắp breakout mạnh +``` + +### 5.5 Telegram Alerts + +Hệ thống tự động gửi tin nhắn đến Telegram: + +- **📡 Signal Alert**: Mỗi 30 phút — tín hiệu mới cho BTC/ETH/SQD +- **📊 Weekly Review**: Chủ Nhật 22h UTC — tổng kết tuần +- **📈 Monthly Review**: Mùng 1 22h UTC — tổng kết tháng + +--- + +## 6. Troubleshooting + +### 6.1 Backend không khởi động + +```bash +# Kiểm tra port +fuser -k 8001/tcp +systemctl restart trading-portal + +# Kiểm tra logs +journalctl -u trading-portal -n 50 + +# Kiểm tra DB +psql -U trading -d trading -c "SELECT 1" +``` + +### 6.2 Exchange bị chặn + +| Sàn | Lỗi | Giải pháp | +|:----|:-----|:----------| +| Bybit | 403 Forbidden | Server bị chặn → cần VPN/proxy | +| Binance | 451 Unavailable | Server bị chặn → cần VPN/proxy | +| MEXC | OK | ✅ Hoạt động bình thường | + +### 6.3 Dữ liệu nến trống + +```bash +# Kiểm tra cron job fetch-candles +hermes cron list + +# Chạy thủ công +cd /opt/data/trading-portal/backend +.venv/bin/python ~/.hermes/scripts/sync-candles.py +``` + +### 6.4 Frontend không kết nối backend + +```bash +# Kiểm tra backend +curl http://localhost:8001/health + +# Kiểm tra Vite proxy +curl http://localhost:5173/api/v1/exchanges +``` + +--- + +## 7. Bảo Trì + +### 7.1 Backup + +```bash +# Backup DB +pg_dump -U trading -d trading > trading_backup_$(date +%Y%m%d).sql + +# Backup config +cp /opt/data/.env /opt/data/.env.backup +``` + +### 7.2 Cập nhật Data Nến + +Cron job `fetch-trading-candles` tự động chạy mỗi 30 phút. Nếu cần force sync: + +```bash +curl -X POST http://localhost:8001/api/v1/exchanges/1/sync \ + -H "Authorization: Bearer *** -H "Content-Type: application/json" +``` + +### 7.3 Xem Trạng Thái + +```bash +# Health +curl http://localhost:8001/health | python3 -m json.tool + +# DB connection count +psql -U trading -d trading -c "SELECT count(*) FROM pg_stat_activity;" + +# Candle count +psql -U trading -d trading -c " + SELECT timeframe, count(*) FROM candles GROUP BY timeframe ORDER BY timeframe; +" +``` + +--- + +## 8. Thông Số Kỹ Thuật + +### 8.1 Timeframe & Retention + +| Timeframe | Lưu trữ | Số nến tối đa | +|:----------|:--------|:--------------| +| 1M (Month) | Vô thời hạn | ~300 (từ 09/2017) | +| 1W (Week) | Vô thời hạn | ~1,200 | +| 1D (Day) | Vô thời hạn | ~1,500 | +| 4H | Vô thời hạn | ~1,500 | +| 1H | Vô thời hạn | ~1,500 | +| 30m | Vô thời hạn | ~1,500 | +| 1m (minute) | 7 ngày | ~10,000 | + +### 8.2 Cấu Hình Signal Detection + +| Tham số | Giá trị | Mô tả | +|:--------|:--------|:------| +| BB Period | 20 | Số nến tính SMA và độ lệch | +| BB Std Dev | 2.0 | Khoảng 95% dữ liệu | +| BB 1σ | 1.0 | Khoảng 68% dữ liệu (inner band) | +| RSI Period | 14 | Wilder's smoothing | +| Stop Loss | 15% | Tự động đóng lệnh lỗ | +| Take Profit | 30% | Tự động chốt lời | +| Max Hold | 72h | Tự động đóng lệnh quá hạn | +| Squeeze Ratio | <30% | BB 1σ width / BB 2σ width | + +### 8.3 Kết Nối + +| Dịch vụ | Port | Giao thức | +|:--------|:-----|:----------| +| Backend API | 8001 | HTTP | +| Frontend Dev | 5173 | HTTP | +| PostgreSQL | 5432 | TCP | +| Hermes Dashboard | 9119 | HTTP | +| Hermes Gateway | — | HTTP/WS | diff --git a/backend/.dockerignore b/backend/.dockerignore new file mode 100755 index 0000000..4fc850d --- /dev/null +++ b/backend/.dockerignore @@ -0,0 +1,10 @@ +.venv +__pycache__ +*.pyc +# .env # no longer excluded — need ENCRYPTION_KEY at runtime +.git +.gitignore +*.egg-info/ +.DS_Store +dist/ +node_modules/ diff --git a/backend/.env.example b/backend/.env.example new file mode 100755 index 0000000..70f01dd --- /dev/null +++ b/backend/.env.example @@ -0,0 +1,24 @@ +# Trading Portal — Backend Environment Variables +# Copy to .env and adjust values + +# Database (Docker: postgres container name = "db") +DATABASE_URL=postgresql+asyncpg://trading:trading_secret@db:5432/trading_portal + +# JWT Secret Key (change this in production!) +SECRET_KEY=change-this-to-a-random-secret-key + +# CORS — allow frontend origin(s) +CORS_ORIGINS=http://localhost:5173,http://localhost + +# Exchange API Keys (optional for public data) +EXCHANGE_MEXC_API_KEY= +EXCHANGE_MEXC_SECRET= +EXCHANGE_BYBIT_API_KEY= +EXCHANGE_BYBIT_SECRET= +EXCHANGE_BINANCE_API_KEY= +EXCHANGE_BINANCE_SECRET= + +# Server +HOST=0.0.0.0 +PORT=8001 +LOG_LEVEL=INFO diff --git a/backend/Dockerfile b/backend/Dockerfile new file mode 100755 index 0000000..539e6cf --- /dev/null +++ b/backend/Dockerfile @@ -0,0 +1,45 @@ +# Trading Portal — Optimized Backend Dockerfile +# python:3.13-alpine base + single RUN layer for build deps → runtime + +FROM python:3.13-alpine + +WORKDIR /app + +# ── Single RUN: install build deps → pip install → purge build deps ── +# This keeps ONLY the final state in ONE layer (~saves 250MB vs separate layers) +RUN apk add --no-cache --virtual .build-deps \ + gcc g++ musl-dev python3-dev libffi-dev openssl-dev cargo \ + && pip install --no-cache-dir \ + fastapi==0.115.0 \ + "uvicorn[standard]==0.30.0" \ + "sqlalchemy[asyncio]==2.0.35" \ + asyncpg==0.30.0 \ + alembic==1.13.0 \ + pydantic==2.9.0 \ + pydantic-settings==2.5.0 \ + "python-jose[cryptography]==3.3.0" \ + "passlib[bcrypt]==1.7.4" \ + bcrypt==4.0.1 \ + "ccxt>=4.3" \ + apscheduler==3.10.4 \ + cachetools==5.5.0 \ + structlog==24.4.0 \ + httpx==0.27.0 \ + websockets==13.0 \ + python-multipart==0.0.12 \ + cryptography==43.0.0 \ + && apk del .build-deps \ + && rm -rf /root/.cache /tmp/* /var/cache/apk/* + +# ── Copy app code ── +COPY app/ ./app/ +COPY scripts/ ./scripts/ + +# ── Clean pycache ── +RUN find /app -type d -name __pycache__ -exec rm -rf {} + 2>/dev/null; \ + find /app -type f -name "*.pyc" -delete 2>/dev/null; \ + exit 0 + +# Healthcheck defined per-service in docker-compose.yml + +CMD ["uvicorn", "app.main:app", "--host", "0.0.0.0", "--port", "8001", "--proxy-headers", "--forwarded-allow-ips", "*"] diff --git a/backend/_check_syntax.py b/backend/_check_syntax.py new file mode 100755 index 0000000..a061858 --- /dev/null +++ b/backend/_check_syntax.py @@ -0,0 +1,2 @@ +#!/usr/bin/env python3 +"""Temporary syntax check — safe to delete.""" diff --git a/backend/ai_plan.md b/backend/ai_plan.md new file mode 100755 index 0000000..de31c74 --- /dev/null +++ b/backend/ai_plan.md @@ -0,0 +1,140 @@ +# AI Signal Booster — Feasibility & Implementation Plan + +## Signal Data Overview + +| Metric | Value | +|--------|-------| +| Total signals in DB | **2,035** | +| Distinct symbols | **44** | +| Data span | 4 days (Jun 24–27, 2026) | +| Signals per day | 25–1,142 | + +## Architecture Context + +- **8-algorithm voting system** already exists: BB/RSI, MACD, SuperTrend, Volume Breakout, Ichimoku, Divergence, SMC, MTF +- Each candle produces: signal_type (BUY/SELL/STRONG_BUY/etc.), strength (WEAK/MODERATE/STRONG), indicators_snapshot (JSON) +- Signals persisted in `signals` table with `symbol`, `exchange`, `timeframe`, `signal_type`, `price`, `created_at` +- Hypothetical trades track P&L per signal with `entry_reason` (maps to strategy name) +- Current system: pure rule-based scoring (score ≥ 4 → STRONG_BUY, etc.) + +## Option Analysis + +### Option A: Simple Scoring (No ML) — ✅ RECOMMENDED + +**Approach:** Weighted voting based on historical win rate per strategy. + +``` +win_rate[strategy] = wins / total_closed_trades_for_strategy +score = Σ weight[strategy] * vote[strategy] +``` + +- **Pros:** Zero training cost, no dependencies, interpretable, can be implemented in a day +- **Cons:** Doesn't learn non-linear patterns, static weights +- **Data needed:** Just the `hypothetical_trades` table grouped by `entry_reason` + +### Option B: Logistic Regression (Light ML) + +**Approach:** Train a binary classifier (win/loss) using indicator values as features. + +``` +features = [rsi_value, bb_width, volume_ratio, macd_histogram, atr_pct, ...] +label = 1 if trade closed with PnL > 0 else 0 +``` + +- **Pros:** Actually learns from data, lightweight (scikit-learn) +- **Cons:** Only 2,035 signals → too few for reliable training; 4 days of data is nowhere near enough market regimes; feature engineering burden; need to retrain periodically +- **Data needed:** Minimum ~10K signals across diverse market conditions +- **Verdict:** ❌ **Premature** — revisit when signal count exceeds 10K + +### Option C: Heuristic Boost (No ML) — ✅ RECOMMENDED + +**Approach:** Apply rule-based modifiers to the existing voting system. + +``` +- Strategy X win rate > 60% → double its vote weight +- Strategy Y win rate < 40% → halve its vote weight +- Recent 24h accuracy bonus/penalty +- Signal confidence = score × (1 + recent_win_rate_bias) +``` + +- **Pros:** Zero training, no dependencies, very fast to implement, fully transparent +- **Cons:** Still heuristic, doesn't adapt to market regime shifts beyond win-rate tracking + +## Recommendation: **Option A + Option C (together)** + +Start with Option C (heuristic boost — zero dependencies, 1–2 days of work), then layer Option A (weighted voting) on top. + +This gives immediate value without ML complexity. Revisit Option B only when signal count exceeds 10K. + +## Implementation Steps (if selected) + +### Step 1: Add win-rate stats to User preferences (for persistence) +```python +# Add to User preferences JSON: +{ + "strategy_win_rates": { + "double_bb_rsi": {"wins": 12, "total": 20, "rate": 0.6}, + "macd_crossover": {"wins": 8, "total": 15, "rate": 0.53}, + ... + } +} +``` + +### Step 2: Create `signal_booster.py` +```python +# /opt/data/trading-portal/backend/app/services/signal_booster.py + +class SignalBooster: + """Applies historical win-rate weighting to signal scores.""" + + def __init__(self, db: AsyncSession): + self.db = db + + async def get_strategy_win_rates(self) -> dict[str, float]: + """Query hypothetical_trades to compute per-strategy win rates.""" + ... + + async def boost_score(self, base_score: int, strategy: str) -> int: + """Apply win-rate multiplier to score contribution.""" + rates = await self.get_strategy_win_rates() + rate = rates.get(strategy, 0.5) + # Scale: win rate 0.5 → multiplier 1.0, 0.8 → 1.6, 0.3 → 0.6 + multiplier = rate * 2 + return int(base_score * multiplier) +``` + +### Step 3: Integrate into `_classify_signal_combined` +- After computing each algorithm's vote, apply `boost_score()` based on that algorithm's historical win rate +- Use the boosted score for final classification thresholds (≥4 → STRONG_BUY, etc.) + +### Step 4: Add cron job to recalculate win rates +- Every 6 hours: recompute win rates from `hypothetical_trades` +- Cache in memory (dict) — no DB query needed per signal + +### Step 5: (Optional) Add signal confidence display +- Show `boosted_confidence` alongside signal in API response +- Helps users understand which signals are more reliable + +## Files to modify + +| File | Change | +|------|--------| +| `app/services/signal_booster.py` | **NEW** — Win rate computation + score boosting | +| `app/services/signal_service.py` | Call `boost_score()` in `_classify_signal_combined` | +| `app/schemas/signal.py` | Add optional `confidence` field to `SignalResponse` | +| `app/api/v1/signals.py` | Include confidence in response | + +## Performance Impact + +- **Negligible.** Win rates are computed once every 6 hours via a single SQL query (`SELECT entry_reason, count(*), sum(...) FROM hypothetical_trades GROUP BY entry_reason`) +- Score boosting is O(1) per signal — just multiplies the existing vote + +## Files already optimized (Part 1 & 2) + +See `perf_optimization_report.md` for full details, but key changes made: +- Dropped invalid `idx_signals_symbol` index +- Added `idx_signals_symbol_created` (symbol, created_at DESC) +- Added `idx_trades_user_status` (user_id, status) +- Added `idx_trades_symbol_created` (symbol, created_at DESC) +- Ran VACUUM ANALYZE on 3 tables +- No `asyncio.sleep(0)` needed — I/O-bound naturally yields to event loop diff --git a/backend/alembic.ini b/backend/alembic.ini new file mode 100755 index 0000000..2e3f062 --- /dev/null +++ b/backend/alembic.ini @@ -0,0 +1,117 @@ +# A generic, single database configuration. + +[alembic] +# path to migration scripts +script_location = alembic + +# template used to generate migration file names; The default value is %%(rev)s_%%(slug)s +# Uncomment the line below if you want the files to be prepended with date and time +# see https://alembic.sqlalchemy.org/en/latest/tutorial.html#editing-the-ini-file +# for all available tokens +# file_template = %%(year)d_%%(month).2d_%%(day).2d_%%(hour).2d%%(minute).2d-%%(rev)s_%%(slug)s + +# sys.path path, will be prepended to sys.path if present. +# defaults to the current working directory. +prepend_sys_path = . + +# timezone to use when rendering the date within the migration file +# as well as the filename. +# If specified, requires the python>=3.9 or backports.zoneinfo library. +# Any required deps can installed by adding `alembic[tz]` to the pip requirements +# string value is passed to ZoneInfo() +# leave blank for localtime +# timezone = + +# max length of characters to apply to the +# "slug" field +# truncate_slug_length = 40 + +# set to 'true' to run the environment during +# the 'revision' command, regardless of autogenerate +# revision_environment = false + +# set to 'true' to allow .pyc and .pyo files without +# a source .py file to be detected as revisions in the +# versions/ directory +# sourceless = false + +# version location specification; This defaults +# to alembic/versions. When using multiple version +# directories, initial revisions must be specified with --version-path. +# The path separator used here should be the separator specified by "version_path_separator" below. +# version_locations = %(here)s/bar:%(here)s/bat:alembic/versions + +# version path separator; As mentioned above, this is the character used to split +# version_locations. The default within new alembic.ini files is "os", which uses os.pathsep. +# If this key is omitted entirely, it falls back to the legacy behavior of splitting on spaces and/or commas. +# Valid values for version_path_separator are: +# +# version_path_separator = : +# version_path_separator = ; +# version_path_separator = space +version_path_separator = os # Use os.pathsep. Default configuration used for new projects. + +# set to 'true' to search source files recursively +# in each "version_locations" directory +# new in Alembic version 1.10 +# recursive_version_locations = false + +# the output encoding used when revision files +# are written from script.py.mako +# output_encoding = utf-8 + +# sqlalchemy.url is set dynamically from app.config — see env.py +# sqlalchemy.url = driver://user:pass@localhost/dbname + + +[post_write_hooks] +# post_write_hooks defines scripts or Python functions that are run +# on newly generated revision scripts. See the documentation for further +# detail and examples + +# format using "black" - use the console_scripts runner, against the "black" entrypoint +# hooks = black +# black.type = console_scripts +# black.entrypoint = black +# black.options = -l 79 REVISION_SCRIPT_FILENAME + +# lint with attempts to fix using "ruff" - use the exec runner, execute a binary +# hooks = ruff +# ruff.type = exec +# ruff.executable = %(here)s/.venv/bin/ruff +# ruff.options = --fix REVISION_SCRIPT_FILENAME + +# Logging configuration +[loggers] +keys = root,sqlalchemy,alembic + +[handlers] +keys = console + +[formatters] +keys = generic + +[logger_root] +level = WARN +handlers = console +qualname = + +[logger_sqlalchemy] +level = WARN +handlers = +qualname = sqlalchemy.engine + +[logger_alembic] +level = INFO +handlers = +qualname = alembic + +[handler_console] +class = StreamHandler +args = (sys.stderr,) +level = NOTSET +formatter = generic + +[formatter_generic] +format = %(levelname)-5.5s [%(name)s] %(message)s +datefmt = %H:%M:%S diff --git a/backend/alembic/README b/backend/alembic/README new file mode 100755 index 0000000..98e4f9c --- /dev/null +++ b/backend/alembic/README @@ -0,0 +1 @@ +Generic single-database configuration. \ No newline at end of file diff --git a/backend/alembic/env.py b/backend/alembic/env.py new file mode 100755 index 0000000..a48384c --- /dev/null +++ b/backend/alembic/env.py @@ -0,0 +1,79 @@ +import asyncio +import re +from logging.config import fileConfig + +from alembic import context +from sqlalchemy import pool +from sqlalchemy.ext.asyncio import create_async_engine + +# Alembic Config object +config = context.config + +# Interpret config file for Python logging +if config.config_file_name is not None: + fileConfig(config.config_file_name) + +# Import our models' metadata +from app.config import settings +from app.database import Base +from app.models import ( # noqa: F401 — ensure models are loaded + User, + Exchange, + Symbol, + Candle, + Watchlist, + ExchangeCredential, + RefreshToken, + Signal, + HypotheticalTrade, +) + +target_metadata = Base.metadata + +# Strip +asyncpg suffix for sync URL (Alembic offline mode) +def get_sync_url() -> str: + """Convert asyncpg URL to a sync-friendly URL for Alembic.""" + url = settings.DATABASE_URL + return re.sub(r"\+(asyncpg|asyncio)", "", url) + + +def run_migrations_offline() -> None: + """Run migrations in 'offline' mode (SQL script generation).""" + url = get_sync_url() + context.configure( + url=url, + target_metadata=target_metadata, + literal_binds=True, + dialect_opts={"paramstyle": "named"}, + ) + with context.begin_transaction(): + context.run_migrations() + + +def do_run_migrations(connection): + """Helper: configure context and run migrations on a connection.""" + context.configure(connection=connection, target_metadata=target_metadata) + with context.begin_transaction(): + context.run_migrations() + + +async def run_async_migrations() -> None: + """Run migrations using async engine.""" + connectable = create_async_engine( + settings.DATABASE_URL, + poolclass=pool.NullPool, + ) + async with connectable.connect() as connection: + await connection.run_sync(do_run_migrations) + await connectable.dispose() + + +def run_migrations_online() -> None: + """Run migrations in 'online' mode (async).""" + asyncio.run(run_async_migrations()) + + +if context.is_offline_mode(): + run_migrations_offline() +else: + run_migrations_online() diff --git a/backend/alembic/script.py.mako b/backend/alembic/script.py.mako new file mode 100755 index 0000000..fbc4b07 --- /dev/null +++ b/backend/alembic/script.py.mako @@ -0,0 +1,26 @@ +"""${message} + +Revision ID: ${up_revision} +Revises: ${down_revision | comma,n} +Create Date: ${create_date} + +""" +from typing import Sequence, Union + +from alembic import op +import sqlalchemy as sa +${imports if imports else ""} + +# revision identifiers, used by Alembic. +revision: str = ${repr(up_revision)} +down_revision: Union[str, None] = ${repr(down_revision)} +branch_labels: Union[str, Sequence[str], None] = ${repr(branch_labels)} +depends_on: Union[str, Sequence[str], None] = ${repr(depends_on)} + + +def upgrade() -> None: + ${upgrades if upgrades else "pass"} + + +def downgrade() -> None: + ${downgrades if downgrades else "pass"} diff --git a/backend/alembic/versions/1b3f1630986f_add_signal_and_trade_tables.py b/backend/alembic/versions/1b3f1630986f_add_signal_and_trade_tables.py new file mode 100755 index 0000000..1a524ec --- /dev/null +++ b/backend/alembic/versions/1b3f1630986f_add_signal_and_trade_tables.py @@ -0,0 +1,76 @@ +"""add_signal_and_trade_tables + +Revision ID: 1b3f1630986f +Revises: add_candle_partitions +Create Date: 2026-06-24 02:37:29.738396 + +""" +from typing import Sequence, Union + +from alembic import op +import sqlalchemy as sa + +# revision identifiers, used by Alembic. +revision: str = '1b3f1630986f' +down_revision: Union[str, None] = 'add_candle_partitions' +branch_labels: Union[str, Sequence[str], None] = None +depends_on: Union[str, Sequence[str], None] = None + + +def upgrade() -> None: + # ### commands auto generated by Alembic - please adjust! ### + op.create_table('signals', + sa.Column('id', sa.Integer(), autoincrement=True, nullable=False), + sa.Column('symbol', sa.String(length=50), nullable=False), + sa.Column('exchange', sa.String(length=20), nullable=False), + sa.Column('timeframe', sa.String(length=10), nullable=False), + sa.Column('signal_type', sa.String(length=20), nullable=False, comment='One of: STRONG_BUY, BUY, STRONG_SELL, SELL, CAUTION_LONG, CAUTION_SHORT, SQUEEZE_ALERT'), + sa.Column('strength', sa.String(length=10), nullable=False, comment='STRONG / MODERATE / WEAK'), + sa.Column('price', sa.Numeric(precision=20, scale=8), nullable=False), + sa.Column('timestamp', sa.DateTime(timezone=True), nullable=False, comment='Candle timestamp that triggered the signal'), + sa.Column('indicators_snapshot', sa.Text(), nullable=True, comment='JSON snapshot of BB values, RSI, SMA, etc.'), + sa.Column('status', sa.String(length=20), nullable=False, comment='ACTIVE / COMPLETED / CANCELLED'), + sa.Column('note', sa.Text(), nullable=True, comment='Optional human note about the signal'), + sa.Column('created_at', sa.DateTime(timezone=True), nullable=False), + sa.PrimaryKeyConstraint('id') + ) + op.create_index('ix_signals_created_at', 'signals', ['created_at'], unique=False) + op.create_index('ix_signals_status', 'signals', ['status'], unique=False) + op.create_index('ix_signals_symbol_timeframe', 'signals', ['symbol', 'timeframe'], unique=False) + op.create_table('hypothetical_trades', + sa.Column('id', sa.Integer(), autoincrement=True, nullable=False), + sa.Column('signal_id', sa.Integer(), nullable=True, comment='The signal that opened this trade'), + sa.Column('symbol', sa.String(length=50), nullable=False), + sa.Column('exchange', sa.String(length=20), nullable=False), + sa.Column('timeframe', sa.String(length=10), nullable=False), + sa.Column('direction', sa.String(length=10), nullable=False, comment='LONG or SHORT'), + sa.Column('entry_price', sa.Numeric(precision=20, scale=8), nullable=False), + sa.Column('entry_time', sa.DateTime(timezone=True), nullable=False), + sa.Column('entry_reason', sa.String(length=50), nullable=True, comment='Signal type that opened this trade'), + sa.Column('exit_price', sa.Numeric(precision=20, scale=8), nullable=True), + sa.Column('exit_time', sa.DateTime(timezone=True), nullable=True), + sa.Column('exit_reason', sa.String(length=50), nullable=True, comment='TARGET / STOP_LOSS / REVERSAL / MANUAL'), + sa.Column('quantity', sa.Numeric(precision=20, scale=8), nullable=False), + sa.Column('pnl', sa.Numeric(precision=20, scale=8), nullable=True, comment='Absolute P&L in quote currency'), + sa.Column('pnl_percent', sa.Numeric(precision=10, scale=4), nullable=True, comment='P&L as percentage'), + sa.Column('status', sa.String(length=10), nullable=False, comment='OPEN or CLOSED'), + sa.Column('created_at', sa.DateTime(timezone=True), nullable=False), + sa.Column('closed_at', sa.DateTime(timezone=True), nullable=True), + sa.ForeignKeyConstraint(['signal_id'], ['signals.id'], ), + sa.PrimaryKeyConstraint('id') + ) + op.create_index('ix_htrades_created_at', 'hypothetical_trades', ['created_at'], unique=False) + op.create_index('ix_htrades_symbol_status', 'hypothetical_trades', ['symbol', 'status'], unique=False) + # ### end Alembic commands ### + + +def downgrade() -> None: + # ### commands auto generated by Alembic - please adjust! ### + op.drop_index('ix_htrades_symbol_status', table_name='hypothetical_trades') + op.drop_index('ix_htrades_created_at', table_name='hypothetical_trades') + op.drop_table('hypothetical_trades') + op.drop_index('ix_signals_symbol_timeframe', table_name='signals') + op.drop_index('ix_signals_status', table_name='signals') + op.drop_index('ix_signals_created_at', table_name='signals') + op.drop_table('signals') + # ### end Alembic commands ### diff --git a/backend/alembic/versions/1ea86e9d802a_initial_schema.py b/backend/alembic/versions/1ea86e9d802a_initial_schema.py new file mode 100755 index 0000000..895d289 --- /dev/null +++ b/backend/alembic/versions/1ea86e9d802a_initial_schema.py @@ -0,0 +1,129 @@ +"""initial_schema + +Revision ID: 1ea86e9d802a +Revises: +Create Date: 2026-06-23 16:04:51.793154 + +""" +from typing import Sequence, Union + +from alembic import op +import sqlalchemy as sa +from sqlalchemy.dialects import postgresql + +# revision identifiers, used by Alembic. +revision: str = '1ea86e9d802a' +down_revision: Union[str, None] = None +branch_labels: Union[str, Sequence[str], None] = None +depends_on: Union[str, Sequence[str], None] = None + + +def upgrade() -> None: + # ### commands auto generated by Alembic - please adjust! ### + op.create_table('exchanges', + sa.Column('id', sa.Integer(), autoincrement=True, nullable=False), + sa.Column('name', sa.String(length=50), nullable=False), + sa.Column('display_name', sa.String(length=100), nullable=True), + sa.Column('base_url', sa.String(length=255), nullable=True), + sa.Column('ws_url', sa.String(length=255), nullable=True), + sa.Column('is_active', sa.Boolean(), nullable=False), + sa.Column('created_at', postgresql.TIMESTAMP(timezone=True), server_default=sa.text('now()'), nullable=False), + sa.PrimaryKeyConstraint('id'), + sa.UniqueConstraint('name') + ) + op.create_table('users', + sa.Column('id', sa.UUID(), nullable=False), + sa.Column('username', sa.String(length=50), nullable=False), + sa.Column('email', sa.String(length=255), nullable=False), + sa.Column('password_hash', sa.String(length=255), nullable=False), + sa.Column('display_name', sa.String(length=100), nullable=True), + sa.Column('is_active', sa.Boolean(), nullable=False), + sa.Column('is_admin', sa.Boolean(), nullable=False), + sa.Column('created_at', postgresql.TIMESTAMP(timezone=True), server_default=sa.text('now()'), nullable=False), + sa.Column('updated_at', postgresql.TIMESTAMP(timezone=True), server_default=sa.text('now()'), nullable=False), + sa.PrimaryKeyConstraint('id'), + sa.UniqueConstraint('email'), + sa.UniqueConstraint('username') + ) + op.create_table('exchange_credentials', + sa.Column('id', sa.UUID(), nullable=False), + sa.Column('user_id', sa.UUID(), nullable=False), + sa.Column('exchange_id', sa.Integer(), nullable=False), + sa.Column('api_key', sa.String(length=255), nullable=False), + sa.Column('api_secret_enc', sa.String(length=512), nullable=False), + sa.Column('api_secret_iv', sa.String(length=64), nullable=False), + sa.Column('passphrase', sa.String(length=255), nullable=True), + sa.Column('is_testnet', sa.Boolean(), nullable=False), + sa.Column('is_active', sa.Boolean(), nullable=False), + sa.Column('created_at', postgresql.TIMESTAMP(timezone=True), server_default=sa.text('now()'), nullable=False), + sa.Column('updated_at', postgresql.TIMESTAMP(timezone=True), server_default=sa.text('now()'), nullable=False), + sa.ForeignKeyConstraint(['exchange_id'], ['exchanges.id'], ), + sa.ForeignKeyConstraint(['user_id'], ['users.id'], ondelete='CASCADE'), + sa.PrimaryKeyConstraint('id') + ) + op.create_table('refresh_tokens', + sa.Column('id', sa.UUID(), nullable=False), + sa.Column('user_id', sa.UUID(), nullable=False), + sa.Column('token_hash', sa.String(length=64), nullable=False), + sa.Column('expires_at', postgresql.TIMESTAMP(timezone=True), nullable=False), + sa.Column('revoked', sa.Boolean(), nullable=False), + sa.Column('created_at', postgresql.TIMESTAMP(timezone=True), server_default=sa.text('now()'), nullable=False), + sa.Column('user_agent', sa.String(length=255), nullable=True), + sa.Column('ip_address', postgresql.INET(), nullable=True), + sa.ForeignKeyConstraint(['user_id'], ['users.id'], ondelete='CASCADE'), + sa.PrimaryKeyConstraint('id') + ) + op.create_index('ix_refresh_tokens_user_id', 'refresh_tokens', ['user_id'], unique=False) + op.create_table('symbols', + sa.Column('id', sa.Integer(), autoincrement=True, nullable=False), + sa.Column('exchange_id', sa.Integer(), nullable=False), + sa.Column('symbol', sa.String(length=50), nullable=False), + sa.Column('base', sa.String(length=20), nullable=False), + sa.Column('quote', sa.String(length=20), nullable=False), + sa.Column('is_active', sa.Boolean(), nullable=False), + sa.ForeignKeyConstraint(['exchange_id'], ['exchanges.id'], ), + sa.PrimaryKeyConstraint('id'), + sa.UniqueConstraint('exchange_id', 'symbol', name='uq_symbol_exchange_symbol') + ) + op.create_table('candles', + sa.Column('symbol_id', sa.Integer(), nullable=False), + sa.Column('timeframe', sa.String(length=10), nullable=False), + sa.Column('timestamp', postgresql.TIMESTAMP(timezone=True), nullable=False), + sa.Column('open', sa.Numeric(precision=20, scale=8), nullable=False), + sa.Column('high', sa.Numeric(precision=20, scale=8), nullable=False), + sa.Column('low', sa.Numeric(precision=20, scale=8), nullable=False), + sa.Column('close', sa.Numeric(precision=20, scale=8), nullable=False), + sa.Column('volume', sa.Numeric(precision=30, scale=8), nullable=False), + sa.ForeignKeyConstraint(['symbol_id'], ['symbols.id'], ), + sa.PrimaryKeyConstraint('symbol_id', 'timeframe', 'timestamp', name='pk_candles'), + info={'partitioned': True}, + postgresql_partition_by='RANGE (timestamp)' + ) + op.create_index('ix_candles_symbol_timeframe_ts_desc', 'candles', ['symbol_id', 'timeframe', sa.text('timestamp DESC')], unique=False) + op.create_table('user_watchlists', + sa.Column('id', sa.UUID(), nullable=False), + sa.Column('user_id', sa.UUID(), nullable=False), + sa.Column('symbol_id', sa.Integer(), nullable=False), + sa.Column('label', sa.String(length=50), nullable=True), + sa.Column('sort_order', sa.Integer(), nullable=False), + sa.Column('created_at', postgresql.TIMESTAMP(timezone=True), server_default=sa.text('now()'), nullable=False), + sa.ForeignKeyConstraint(['symbol_id'], ['symbols.id'], ondelete='CASCADE'), + sa.ForeignKeyConstraint(['user_id'], ['users.id'], ondelete='CASCADE'), + sa.PrimaryKeyConstraint('id'), + sa.UniqueConstraint('user_id', 'symbol_id', name='uq_watchlist_user_symbol') + ) + # ### end Alembic commands ### + + +def downgrade() -> None: + # ### commands auto generated by Alembic - please adjust! ### + op.drop_table('user_watchlists') + op.drop_index('ix_candles_symbol_timeframe_ts_desc', table_name='candles') + op.drop_table('candles') + op.drop_table('symbols') + op.drop_index('ix_refresh_tokens_user_id', table_name='refresh_tokens') + op.drop_table('refresh_tokens') + op.drop_table('exchange_credentials') + op.drop_table('users') + op.drop_table('exchanges') + # ### end Alembic commands ### diff --git a/backend/alembic/versions/4_add_sl_tp_columns.py b/backend/alembic/versions/4_add_sl_tp_columns.py new file mode 100644 index 0000000..03e1146 --- /dev/null +++ b/backend/alembic/versions/4_add_sl_tp_columns.py @@ -0,0 +1,28 @@ +"""Add SL/TP columns to hypothetical_trades + +Revision ID: 4_add_sl_tp_columns +Revises: add_candle_partitions +Create Date: 2026-06-28 +""" +from typing import Sequence, Union +from alembic import op +import sqlalchemy as sa + +revision: str = "4_add_sl_tp_columns" +down_revision: Union[str, None] = "add_candle_partitions" +branch_labels: Union[str, Sequence[str], None] = None +depends_on: Union[str, Sequence[str], None] = None + +def upgrade() -> None: + op.add_column("hypothetical_trades", sa.Column("stop_loss_price", sa.Numeric(40, 20), nullable=True)) + op.add_column("hypothetical_trades", sa.Column("take_profit_price", sa.Numeric(40, 20), nullable=True)) + op.add_column("hypothetical_trades", sa.Column("trailing_stop_pct", sa.Numeric(10, 4), nullable=True)) + op.create_index("idx_exchanges_name", "exchanges", ["name"]) + op.create_index("idx_users_is_active", "users", ["is_active"]) + +def downgrade() -> None: + op.drop_index("idx_users_is_active", table_name="users") + op.drop_index("idx_exchanges_name", table_name="exchanges") + op.drop_column("hypothetical_trades", "trailing_stop_pct") + op.drop_column("hypothetical_trades", "take_profit_price") + op.drop_column("hypothetical_trades", "stop_loss_price") diff --git a/backend/alembic/versions/add_candle_partitions.py b/backend/alembic/versions/add_candle_partitions.py new file mode 100755 index 0000000..67f3395 --- /dev/null +++ b/backend/alembic/versions/add_candle_partitions.py @@ -0,0 +1,48 @@ +"""create candle partitions + +Revision ID: add_candle_partitions +Revises: 1ea86e9d802a +Create Date: 2026-06-23 + +""" +from typing import Sequence, Union + +from alembic import op +import sqlalchemy as sa + + +# revision identifiers, used by Alembic. +revision: str = 'add_candle_partitions' +down_revision: Union[str, None] = '1ea86e9d802a' +branch_labels: Union[str, Sequence[str], None] = None +depends_on: Union[str, Sequence[str], None] = None + + +def upgrade() -> None: + """Create initial partitions for the candles table.""" + op.execute(""" + CREATE TABLE IF NOT EXISTS candles_2026_06 PARTITION OF candles + FOR VALUES FROM ('2026-06-01') TO ('2026-07-01') + """) + op.execute(""" + CREATE TABLE IF NOT EXISTS candles_2026_07 PARTITION OF candles + FOR VALUES FROM ('2026-07-01') TO ('2026-08-01') + """) + op.execute(""" + CREATE TABLE IF NOT EXISTS candles_2026_08 PARTITION OF candles + FOR VALUES FROM ('2026-08-01') TO ('2026-09-01') + """) + op.execute(""" + CREATE TABLE IF NOT EXISTS candles_2026_09 PARTITION OF candles + FOR VALUES FROM ('2026-09-01') TO ('2026-10-01') + """) + op.execute(""" + CREATE TABLE IF NOT EXISTS candles_default PARTITION OF candles + DEFAULT + """) + + +def downgrade() -> None: + """Remove partitions.""" + for partition in ['candles_2026_06', 'candles_2026_07', 'candles_2026_08', 'candles_2026_09', 'candles_default']: + op.execute(f"DROP TABLE IF EXISTS {partition} CASCADE") diff --git a/backend/app/__init__.py b/backend/app/__init__.py new file mode 100755 index 0000000..e69de29 diff --git a/backend/app/api/__init__.py b/backend/app/api/__init__.py new file mode 100755 index 0000000..e69de29 diff --git a/backend/app/api/v1/__init__.py b/backend/app/api/v1/__init__.py new file mode 100755 index 0000000..8cc74fe --- /dev/null +++ b/backend/app/api/v1/__init__.py @@ -0,0 +1,21 @@ +"""V1 API router aggregation. + +Add new v1 sub-routers here by importing and including them on the +top-level ``router`` so that ``main.py`` only needs a single import. +""" + +from fastapi import APIRouter + +router = APIRouter() + +# Example — uncomment and implement when the module exists: +# from app.api.v1 import auth, users, trades +# router.include_router(auth.router, prefix="/auth", tags=["auth"]) +# router.include_router(users.router, prefix="/users", tags=["users"]) +# router.include_router(trades.router, prefix="/trades", tags=["trades"]) + + +@router.get("/ping") +async def ping(): + """Minimal liveness check scoped to the v1 namespace.""" + return {"message": "pong"} diff --git a/backend/app/api/v1/admin.py b/backend/app/api/v1/admin.py new file mode 100755 index 0000000..19244d5 --- /dev/null +++ b/backend/app/api/v1/admin.py @@ -0,0 +1,360 @@ +from __future__ import annotations + +import logging +import time + +from fastapi import APIRouter, Depends +from sqlalchemy import select +from sqlalchemy.ext.asyncio import AsyncSession + +from app.core.deps import get_current_admin_user, get_db_session +from app.core.exceptions import ConflictException, NotFoundException +from app.core.security import hash_password +from app.database import engine +from app.exchange.factory import factory as exchange_factory +from app.models import Exchange, RefreshToken, User, Watchlist +from app.schemas import ( + AdminCreateUserRequest, + AdminResetPasswordRequest, + AdminUserUpdateRequest, + DbHealth, + DetailedHealthResponse, + ExchangeCreateRequest, + ExchangeHealth, + ExchangeResponse, + ExchangeUpdateRequest, + UserResponse, +) + +logger = logging.getLogger(__name__) + +router = APIRouter(prefix="/admin", tags=["admin"]) + + +# --------------------------------------------------------------------------- +# Users +# --------------------------------------------------------------------------- + + +@router.get("/users", response_model=list[UserResponse]) +async def list_users( + db: AsyncSession = Depends(get_db_session), + _admin: User = Depends(get_current_admin_user), +) -> list[UserResponse]: + """List all users (admin only).""" + result = await db.execute(select(User).order_by(User.created_at)) + users = result.scalars().all() + return [ + UserResponse( + id=u.id, + username=u.username, + email=u.email, + display_name=u.display_name, + is_active=u.is_active, + is_admin=u.is_admin, + role=u.role, + created_at=u.created_at, + ) + for u in users + ] + + +@router.put("/users/{user_id}", response_model=UserResponse) +async def update_user( + user_id: str, + body: AdminUserUpdateRequest, + db: AsyncSession = Depends(get_db_session), + _admin: User = Depends(get_current_admin_user), +) -> UserResponse: + """Update a user (activate/deactivate, promote/demote admin, email, display_name).""" + from uuid import UUID + + result = await db.execute(select(User).where(User.id == UUID(user_id))) + user = result.scalar_one_or_none() + if user is None: + raise NotFoundException(detail=f"User with id {user_id} not found") + + if body.is_active is not None: + user.is_active = body.is_active + if body.is_admin is not None: + user.is_admin = body.is_admin + if body.role is not None: + user.role = body.role + if body.email is not None: + # Check uniqueness + existing = await db.execute( + select(User).where(User.email == body.email, User.id != UUID(user_id)) + ) + if existing.scalar_one_or_none() is not None: + raise ConflictException(detail=f"Email '{body.email}' is already in use") + user.email = body.email + if body.display_name is not None: + user.display_name = body.display_name + + await db.flush() + await db.refresh(user) + + return UserResponse( + id=user.id, + username=user.username, + email=user.email, + display_name=user.display_name, + is_active=user.is_active, + is_admin=user.is_admin, + role=user.role, + preferences=user.preferences, + created_at=user.created_at, + ) + + +@router.post("/users", response_model=UserResponse, status_code=201) +async def create_user( + body: AdminCreateUserRequest, + db: AsyncSession = Depends(get_db_session), + _admin: User = Depends(get_current_admin_user), +) -> UserResponse: + """Create a new user (admin bypass).""" + # Uniqueness checks + existing_username = await db.execute( + select(User).where(User.username == body.username) + ) + if existing_username.scalar_one_or_none() is not None: + raise ConflictException(detail=f"Username '{body.username}' is already taken") + + existing_email = await db.execute( + select(User).where(User.email == body.email) + ) + if existing_email.scalar_one_or_none() is not None: + raise ConflictException(detail=f"Email '{body.email}' is already registered") + + user = User( + username=body.username, + email=body.email, + display_name=body.display_name, + password_hash=hash_password(body.password), + is_admin=body.is_admin, + role=body.role, + ) + db.add(user) + await db.flush() + await db.refresh(user) + + return UserResponse( + id=user.id, + username=user.username, + email=user.email, + display_name=user.display_name, + is_active=user.is_active, + is_admin=user.is_admin, + role=user.role, + created_at=user.created_at, + ) + + +@router.delete("/users/{user_id}", status_code=200) +async def delete_user( + user_id: str, + db: AsyncSession = Depends(get_db_session), + _admin: User = Depends(get_current_admin_user), +) -> dict: + """Delete a user (cascades to watchlists, credentials, refresh tokens).""" + from uuid import UUID + + result = await db.execute(select(User).where(User.id == UUID(user_id))) + user = result.scalar_one_or_none() + if user is None: + raise NotFoundException(detail=f"User with id {user_id} not found") + + await db.delete(user) + await db.commit() + return {"message": f"User '{user.username}' deleted successfully"} + + +@router.post("/users/{user_id}/reset-password", status_code=200) +async def reset_user_password( + user_id: str, + body: AdminResetPasswordRequest, + db: AsyncSession = Depends(get_db_session), + _admin: User = Depends(get_current_admin_user), +) -> dict: + """Admin-reset a user's password (no old password required). Revokes all sessions.""" + from uuid import UUID + + result = await db.execute(select(User).where(User.id == UUID(user_id))) + user = result.scalar_one_or_none() + if user is None: + raise NotFoundException(detail=f"User with id {user_id} not found") + + user.password_hash = hash_password(body.new_password) + + # Revoke all refresh tokens (force re-login) + tokens_result = await db.execute( + select(RefreshToken).where(RefreshToken.user_id == user.id) + ) + for token in tokens_result.scalars().all(): + token.revoked = True + + await db.commit() + return {"message": "Password reset successfully. All sessions revoked."} + + +# --------------------------------------------------------------------------- +# Exchanges +# --------------------------------------------------------------------------- + + +@router.get("/exchanges", response_model=list[ExchangeResponse]) +async def list_exchanges_admin( + db: AsyncSession = Depends(get_db_session), + _admin: User = Depends(get_current_admin_user), +) -> list[ExchangeResponse]: + """List all exchanges (including inactive).""" + result = await db.execute(select(Exchange).order_by(Exchange.id)) + exchanges = result.scalars().all() + return [ + ExchangeResponse( + id=ex.id, + name=ex.name, + display_name=ex.display_name or ex.name, + is_active=ex.is_active, + ) + for ex in exchanges + ] + + +@router.post("/exchanges", response_model=ExchangeResponse, status_code=201) +async def create_exchange( + body: ExchangeCreateRequest, + db: AsyncSession = Depends(get_db_session), + _admin: User = Depends(get_current_admin_user), +) -> ExchangeResponse: + """Add a new exchange.""" + exchange = Exchange( + name=body.name, + display_name=body.display_name, + base_url=body.base_url, + ws_url=body.ws_url, + is_active=True, + ) + db.add(exchange) + await db.flush() + await db.refresh(exchange) + + return ExchangeResponse( + id=exchange.id, + name=exchange.name, + display_name=exchange.display_name or exchange.name, + is_active=exchange.is_active, + ) + + +@router.put("/exchanges/{exchange_id}", response_model=ExchangeResponse) +async def update_exchange( + exchange_id: int, + body: ExchangeUpdateRequest, + db: AsyncSession = Depends(get_db_session), + _admin: User = Depends(get_current_admin_user), +) -> ExchangeResponse: + """Update exchange config.""" + result = await db.execute(select(Exchange).where(Exchange.id == exchange_id)) + exchange = result.scalar_one_or_none() + if exchange is None: + raise NotFoundException(detail=f"Exchange with id {exchange_id} not found") + + if body.display_name is not None: + exchange.display_name = body.display_name + if body.base_url is not None: + exchange.base_url = body.base_url + if body.ws_url is not None: + exchange.ws_url = body.ws_url + if body.is_active is not None: + exchange.is_active = body.is_active + + await db.flush() + await db.refresh(exchange) + + return ExchangeResponse( + id=exchange.id, + name=exchange.name, + display_name=exchange.display_name or exchange.name, + is_active=exchange.is_active, + ) + + +# --------------------------------------------------------------------------- +# Health +# --------------------------------------------------------------------------- + + +async def _check_exchange_connection(exchange_name: str) -> bool: + """Try to connect to an exchange and report whether it succeeded.""" + try: + import asyncio + + adapter = exchange_factory.create(exchange_name) + loop = asyncio.get_running_loop() + await loop.run_in_executor(None, lambda: adapter.client.load_markets()) + return True + except Exception: + return False + + +@router.get("/health/detailed", response_model=DetailedHealthResponse) +async def detailed_health( + db: AsyncSession = Depends(get_db_session), + _admin: User = Depends(get_current_admin_user), +) -> DetailedHealthResponse: + """Enhanced health with DB pool status and exchange connection statuses.""" + # --- DB health --- + db_connected = False + db_latency = 0.0 + try: + start = time.time() + from sqlalchemy import text + + await db.execute(text("SELECT 1")) + db_latency = (time.time() - start) * 1000 + db_connected = True + except Exception: + db_connected = False + + pool = engine.pool + pool_size = pool.size() if hasattr(pool, "size") else 0 + + # --- Exchange health --- + result = await db.execute( + select(Exchange).where(Exchange.is_active == True) # noqa: E712 + ) + active_exchanges = result.scalars().all() + + exchange_connections: list[ExchangeHealth] = [] + for ex in active_exchanges: + try: + connected = await asyncio.wait_for( + _check_exchange_connection(ex.name), timeout=3.0 + ) + except (asyncio.TimeoutError, Exception): + connected = False + exchange_connections.append( + ExchangeHealth(exchange=ex.name, connected=connected) + ) + + # --- Overall status --- + all_ok = db_connected and all(ec.connected for ec in exchange_connections) + status = "healthy" if all_ok else "degraded" + + return DetailedHealthResponse( + status=status, + version="1.0.0", + uptime=round(time.time() - _start_time, 2), + db=DbHealth( + connected=db_connected, + latency_ms=round(db_latency, 2), + pool_size=pool_size, + ), + exchange_connections=exchange_connections, + ) + + +# Track application start time for uptime reporting (reuse same pattern) +_start_time: float = time.time() diff --git a/backend/app/api/v1/alerts.py b/backend/app/api/v1/alerts.py new file mode 100755 index 0000000..c29183f --- /dev/null +++ b/backend/app/api/v1/alerts.py @@ -0,0 +1,216 @@ +"""API routes for user-defined multi-condition alerts.""" + +from __future__ import annotations + +import logging +from typing import Any + +from fastapi import APIRouter, Depends, HTTPException +from fastapi.responses import Response +from pydantic import BaseModel, Field +from sqlalchemy import select, delete +from sqlalchemy.ext.asyncio import AsyncSession + +from app.database import get_db +from app.core.deps import get_current_active_user +from app.models.alert import AlertCondition +from app.models.user import User + +logger = logging.getLogger(__name__) +router = APIRouter(prefix="/alerts", tags=["alerts"]) + + +# --------------------------------------------------------------------------- +# Pydantic schemas +# --------------------------------------------------------------------------- + + +class ConditionObject(BaseModel): + indicator: str = Field( + ..., + description="One of: rsi, macd, bb_width, volume, price, sma, ema, momentum", + ) + operator: str = Field( + ..., + description="One of: >, <, >=, <=, ==, cross_above, cross_below", + ) + value: float = Field(..., description="Threshold value") + timeframe: str | None = Field(None, description="e.g. 1h, 15m") + type: str | None = Field(None, description="e.g. avg_multiplier, absolute") + period: int | None = Field(None, description="Lookback period, e.g. 20") + + +class AlertCreateRequest(BaseModel): + name: str = Field(..., max_length=100, description="Human-readable alert name") + conditions: list[ConditionObject] = Field( + ..., min_length=1, + description="Array of condition objects (AND logic)", + ) + notify_platform: str = Field( + "telegram", + description="'telegram', 'discord', or 'both'", + ) + + +class AlertUpdateRequest(BaseModel): + name: str | None = Field(None, max_length=100) + conditions: list[ConditionObject] | None = None + notify_platform: str | None = None + is_active: bool | None = None + + +class AlertResponse(BaseModel): + id: int + user_id: str + name: str + conditions: list[dict[str, Any]] + notify_platform: str + is_active: bool + created_at: str + updated_at: str + + +class AlertListResponse(BaseModel): + alerts: list[AlertResponse] + + +# --------------------------------------------------------------------------- +# Helpers +# --------------------------------------------------------------------------- + + +def _alert_to_response(a: AlertCondition) -> AlertResponse: + return AlertResponse( + id=a.id, + user_id=str(a.user_id), + name=a.name, + conditions=a.conditions if isinstance(a.conditions, list) else [], + notify_platform=a.notify_platform, + is_active=a.is_active, + created_at=a.created_at.isoformat() if a.created_at else "", + updated_at=a.updated_at.isoformat() if a.updated_at else "", + ) + + +# --------------------------------------------------------------------------- +# Endpoints +# --------------------------------------------------------------------------- + + +@router.get("", response_model=AlertListResponse) +async def list_alerts( + db: AsyncSession = Depends(get_db), + current_user: User = Depends(get_current_active_user), +) -> AlertListResponse: + """List all alerts for the current user.""" + result = await db.execute( + select(AlertCondition) + .where(AlertCondition.user_id == current_user.id) + .order_by(AlertCondition.created_at.desc()) + ) + alerts = result.scalars().all() + return AlertListResponse( + alerts=[_alert_to_response(a) for a in alerts] + ) + + +@router.post("", response_model=AlertResponse, status_code=201) +async def create_alert( + body: AlertCreateRequest, + db: AsyncSession = Depends(get_db), + current_user: User = Depends(get_current_active_user), +) -> AlertResponse: + """Create a new multi-condition alert.""" + if len(body.name.strip()) == 0: + raise HTTPException(status_code=422, detail="Alert name cannot be empty") + + if not body.conditions: + raise HTTPException(status_code=422, detail="At least one condition required") + + # Validate supported indicators and operators + supported_indicators = { + "rsi", "macd", "bb_width", "volume", "price", "sma", "ema", "momentum", + } + supported_operators = {">", "<", ">=", "<=", "==", "cross_above", "cross_below"} + + for cond in body.conditions: + if cond.indicator not in supported_indicators: + raise HTTPException( + status_code=422, + detail=f"Unsupported indicator '{cond.indicator}'. Supported: {supported_indicators}", + ) + if cond.operator not in supported_operators: + raise HTTPException( + status_code=422, + detail=f"Unsupported operator '{cond.operator}'. Supported: {supported_operators}", + ) + + alert = AlertCondition( + user_id=current_user.id, + name=body.name.strip(), + conditions=[c.model_dump() for c in body.conditions], + notify_platform=body.notify_platform, + is_active=True, + ) + db.add(alert) + await db.flush() + await db.refresh(alert) + logger.info("Alert created: id=%d name=%s user=%s", alert.id, alert.name, current_user.id) + return _alert_to_response(alert) + + +@router.put("/{alert_id}", response_model=AlertResponse) +async def update_alert( + alert_id: int, + body: AlertUpdateRequest, + db: AsyncSession = Depends(get_db), + current_user: User = Depends(get_current_active_user), +) -> AlertResponse: + """Update an existing alert.""" + result = await db.execute( + select(AlertCondition).where( + AlertCondition.id == alert_id, + AlertCondition.user_id == current_user.id, + ) + ) + alert = result.scalar_one_or_none() + if not alert: + raise HTTPException(status_code=404, detail="Alert not found") + + if body.name is not None: + if len(body.name.strip()) == 0: + raise HTTPException(status_code=422, detail="Alert name cannot be empty") + alert.name = body.name.strip() + if body.conditions is not None: + alert.conditions = [c.model_dump() for c in body.conditions] + if body.notify_platform is not None: + alert.notify_platform = body.notify_platform + if body.is_active is not None: + alert.is_active = body.is_active + + await db.flush() + await db.refresh(alert) + logger.info("Alert updated: id=%d user=%s", alert.id, current_user.id) + return _alert_to_response(alert) + + +@router.delete("/{alert_id}", status_code=204) +async def delete_alert( + alert_id: int, + db: AsyncSession = Depends(get_db), + current_user: User = Depends(get_current_active_user), +) -> Response: + """Delete an alert.""" + result = await db.execute( + select(AlertCondition).where( + AlertCondition.id == alert_id, + AlertCondition.user_id == current_user.id, + ) + ) + alert = result.scalar_one_or_none() + if not alert: + raise HTTPException(status_code=404, detail="Alert not found") + await db.delete(alert) + await db.flush() + logger.info("Alert deleted: id=%d user=%s", alert_id, current_user.id) + return Response(status_code=204) diff --git a/backend/app/api/v1/analytics.py b/backend/app/api/v1/analytics.py new file mode 100755 index 0000000..528b7a7 --- /dev/null +++ b/backend/app/api/v1/analytics.py @@ -0,0 +1,410 @@ +"""Dashboard Analytics API for trading portal. + +Provides aggregated statistics and visualisation data drawn from +hypothetical (signal) trades and real trades. +""" + +from __future__ import annotations + +import logging +from datetime import date, datetime, timedelta, timezone +from decimal import Decimal +from typing import Any + +from fastapi import APIRouter, Depends, Query +from sqlalchemy import text +from sqlalchemy.ext.asyncio import AsyncSession + +from app.core.deps import get_current_active_user, get_db_session +from app.models.user import User + +logger = logging.getLogger(__name__) + +router = APIRouter(prefix="/analytics", tags=["analytics"]) + + +@router.get("") +async def analytics_root(): + """Redirect to dashboard and performance endpoints.""" + return { + "message": "Analytics API", + "endpoints": { + "dashboard": "/api/v1/analytics/dashboard", + "performance": "/api/v1/analytics/performance", + } + } + + +@router.get("/performance") +async def get_performance(db: AsyncSession = Depends(get_db_session)): + """Performance summary: win rate, PnL, profit factor.""" + from sqlalchemy import text + result = await db.execute(text(""" + SELECT + COUNT(*) FILTER (WHERE status='CLOSED') as total_trades, + COUNT(*) FILTER (WHERE status='CLOSED' AND pnl > 0) as wins, + COUNT(*) FILTER (WHERE status='CLOSED' AND pnl <= 0) as losses, + COALESCE(SUM(pnl) FILTER (WHERE status='CLOSED'), 0) as total_pnl, + COALESCE(SUM(pnl) FILTER (WHERE status='CLOSED' AND pnl > 0), 0) as total_profit, + COALESCE(ABS(SUM(pnl) FILTER (WHERE status='CLOSED' AND pnl <= 0)), 0) as total_loss + FROM hypothetical_trades + WHERE ABS(COALESCE(pnl_percent,0)) < 100 + """)) + row = result.fetchone() + if not row: + return {"total_trades": 0, "win_rate": 0, "profit_factor": 0} + total = row[0] or 0 + wins = row[1] or 0 + total_pnl = float(row[3] or 0) + profit = float(row[4] or 0) + loss = float(row[5] or 1) + return { + "total_trades": total, + "wins": wins, + "losses": row[2] or 0, + "win_rate": round(wins / total * 100, 1) if total > 0 else 0, + "total_pnl": round(total_pnl, 2), + "profit_factor": round(profit / loss, 2) if loss > 0 else 0, + } + + +# --------------------------------------------------------------------------- +# Helper – run a raw SQL query and return a list of dicts +# --------------------------------------------------------------------------- +async def _fetchall(db: AsyncSession, sql: str, **params: Any) -> list[dict[str, Any]]: + result = await db.execute(text(sql), params) + columns = result.keys() + return [dict(zip(columns, row)) for row in result.fetchall()] + + +async def _fetchone(db: AsyncSession, sql: str, **params: Any) -> dict[str, Any] | None: + result = await db.execute(text(sql), params) + row = result.fetchone() + if row is None: + return None + columns = result.keys() + return dict(zip(columns, row)) + + +# --------------------------------------------------------------------------- +# Dashboard endpoint +# --------------------------------------------------------------------------- +@router.get("/dashboard") +async def get_dashboard( + days: int = Query(90, ge=1, le=365, description="Look-back period in days"), + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_active_user), +) -> dict[str, Any]: + """Return aggregated dashboard statistics for the authenticated user.""" + uid = current_user.id + cutoff = datetime.now(timezone.utc) - timedelta(days=days) + + # ---- 1. PnL history (daily) ------------------------------------------------ + pnl_history_sql = """ + WITH combined AS ( + SELECT + DATE(exit_time AT TIME ZONE 'UTC') AS trade_date, + COALESCE(pnl, 0) AS pnl + FROM hypothetical_trades + WHERE user_id = :uid AND exit_time >= :cutoff AND status = 'CLOSED' + UNION ALL + SELECT + DATE(closed_at AT TIME ZONE 'UTC') AS trade_date, + COALESCE(pnl, 0) AS pnl + FROM real_trades + WHERE user_id = :uid AND closed_at >= :cutoff AND status IN ('filled', 'cancelled') + ), + daily AS ( + SELECT trade_date, SUM(pnl::numeric) AS pnl + FROM combined + WHERE trade_date IS NOT NULL + GROUP BY trade_date + ORDER BY trade_date + ) + SELECT + trade_date::text AS "date", + ROUND(pnl::numeric, 2) AS pnl, + ROUND(SUM(pnl::numeric) OVER (ORDER BY trade_date), 2) AS cumulative + FROM daily + ORDER BY trade_date + """ + pnl_history = await _fetchall(db, pnl_history_sql, uid=uid, cutoff=cutoff) + + # ---- 2. Equity curve (daily balance change) -------------------------------- + equity_sql = """ + WITH combined AS ( + SELECT + DATE(exit_time AT TIME ZONE 'UTC') AS trade_date, + COALESCE(pnl, 0) AS pnl + FROM hypothetical_trades + WHERE user_id = :uid AND exit_time >= :cutoff AND status = 'CLOSED' + UNION ALL + SELECT + DATE(closed_at AT TIME ZONE 'UTC') AS trade_date, + COALESCE(pnl, 0) AS pnl + FROM real_trades + WHERE user_id = :uid AND closed_at >= :cutoff AND status IN ('filled', 'cancelled') + ), + daily AS ( + SELECT trade_date, SUM(pnl::numeric) AS pnl + FROM combined + WHERE trade_date IS NOT NULL + GROUP BY trade_date + ORDER BY trade_date + ) + SELECT + trade_date::text AS "date", + ROUND( + 1000.0 + COALESCE(SUM(pnl::numeric) OVER (ORDER BY trade_date), 0), + 2 + ) AS equity + FROM daily + ORDER BY trade_date + """ + equity_curve = await _fetchall(db, equity_sql, uid=uid, cutoff=cutoff) + + # ---- 3. Drawdown ----------------------------------------------------------- + drawdown_sql = """ + WITH combined AS ( + SELECT + DATE(exit_time AT TIME ZONE 'UTC') AS trade_date, + COALESCE(pnl, 0) AS pnl + FROM hypothetical_trades + WHERE user_id = :uid AND exit_time >= :cutoff AND status = 'CLOSED' + UNION ALL + SELECT + DATE(closed_at AT TIME ZONE 'UTC') AS trade_date, + COALESCE(pnl, 0) AS pnl + FROM real_trades + WHERE user_id = :uid AND closed_at >= :cutoff AND status IN ('filled', 'cancelled') + ), + daily AS ( + SELECT trade_date, SUM(pnl::numeric) AS pnl + FROM combined + WHERE trade_date IS NOT NULL + GROUP BY trade_date + ORDER BY trade_date + ), + equity AS ( + SELECT + trade_date, + 1000.0 + COALESCE(SUM(pnl::numeric) OVER (ORDER BY trade_date), 0) AS equity + FROM daily + ), + peaks AS ( + SELECT + trade_date, + equity, + MAX(equity) OVER (ORDER BY trade_date) AS peak + FROM equity + ) + SELECT + MIN( + CASE WHEN peak > 0 + THEN ROUND(((peak - equity) / peak * 100)::numeric, 2) + ELSE 0 + END + ) AS max_drawdown_pct, + ( + SELECT trade_date::text FROM peaks + WHERE (CASE WHEN peak > 0 + THEN ((peak - equity) / peak * 100) + ELSE 0 + END) + = (SELECT MIN(CASE WHEN peak > 0 + THEN ((peak - equity) / peak * 100) + ELSE 0 + END) FROM peaks) + LIMIT 1 + ) AS max_drawdown_date + FROM peaks + """ + dd_row = await _fetchone(db, drawdown_sql, uid=uid, cutoff=cutoff) + max_dd_pct: float = 0.0 + max_dd_date: str | None = None + if dd_row and dd_row.get("max_drawdown_pct") is not None: + max_dd_pct = float(dd_row["max_drawdown_pct"]) + max_dd_date = dd_row.get("max_drawdown_date") + + # Current drawdown: last known equity vs its peak + if equity_curve: + last_equity = float(equity_curve[-1]["equity"]) + running_peak = max(float(e["equity"]) for e in equity_curve) + current_dd_pct = round((running_peak - last_equity) / running_peak * 100, 2) if running_peak > 0 else 0.0 + else: + current_dd_pct = 0.0 + + drawdown = { + "max_drawdown_pct": abs(max_dd_pct), + "current_drawdown_pct": abs(current_dd_pct), + "max_drawdown_date": max_dd_date or "", + } + + # ---- 4. Win rate by period ------------------------------------------------- + win_rate_sql = """ + WITH combined AS ( + SELECT + 'hyp' AS src, + DATE(exit_time AT TIME ZONE 'UTC') AS trade_date, + COALESCE(pnl, 0) AS pnl + FROM hypothetical_trades + WHERE user_id = :uid AND status = 'CLOSED' AND exit_time IS NOT NULL + UNION ALL + SELECT + 'real' AS src, + DATE(closed_at AT TIME ZONE 'UTC') AS trade_date, + COALESCE(pnl, 0) AS pnl + FROM real_trades + WHERE user_id = :uid AND status IN ('filled', 'cancelled') AND closed_at IS NOT NULL + ) + SELECT + 'daily' AS period, + COUNT(*) AS trades, + COUNT(*) FILTER (WHERE pnl > 0) AS wins, + ROUND( + (COUNT(*) FILTER (WHERE pnl > 0)::numeric / NULLIF(COUNT(*), 0)) * 100, 2 + ) AS win_rate, + ROUND(COALESCE(SUM(pnl::numeric), 0), 2) AS pnl + FROM combined + WHERE trade_date >= CURRENT_DATE - INTERVAL '1 day' + UNION ALL + SELECT + 'weekly' AS period, + COUNT(*) AS trades, + COUNT(*) FILTER (WHERE pnl > 0) AS wins, + ROUND( + (COUNT(*) FILTER (WHERE pnl > 0)::numeric / NULLIF(COUNT(*), 0)) * 100, 2 + ) AS win_rate, + ROUND(COALESCE(SUM(pnl::numeric), 0), 2) AS pnl + FROM combined + WHERE trade_date >= CURRENT_DATE - INTERVAL '7 days' + UNION ALL + SELECT + 'monthly' AS period, + COUNT(*) AS trades, + COUNT(*) FILTER (WHERE pnl > 0) AS wins, + ROUND( + (COUNT(*) FILTER (WHERE pnl > 0)::numeric / NULLIF(COUNT(*), 0)) * 100, 2 + ) AS win_rate, + ROUND(COALESCE(SUM(pnl::numeric), 0), 2) AS pnl + FROM combined + WHERE trade_date >= CURRENT_DATE - INTERVAL '30 days' + """ + wr_rows = await _fetchall(db, win_rate_sql, uid=uid) + win_rate_by_period: dict[str, dict[str, Any]] = {} + period_map = {"daily": "daily", "weekly": "weekly", "monthly": "monthly"} + for row in wr_rows: + period = row["period"] + win_rate_by_period[period] = { + "trades": row["trades"], + "wins": row["wins"], + "win_rate": float(row["win_rate"]) if row["win_rate"] is not None else 0, + "pnl": float(row["pnl"]), + } + + # ---- 5. Best & worst trade ------------------------------------------------- + best_worst_sql = """ + WITH combined AS ( + SELECT symbol, pnl::numeric AS pnl, entry_time::text AS entry_time + FROM hypothetical_trades + WHERE user_id = :uid AND status = 'CLOSED' AND pnl IS NOT NULL + UNION ALL + SELECT symbol, pnl::numeric AS pnl, created_at::text AS entry_time + FROM real_trades + WHERE user_id = :uid AND status IN ('filled', 'cancelled') AND pnl IS NOT NULL + ) + SELECT + COALESCE( + (SELECT json_build_object('symbol', symbol, 'pnl', ROUND(pnl, 2), 'date', entry_time) + FROM combined ORDER BY pnl DESC LIMIT 1), + '{}'::json + ) AS best, + COALESCE( + (SELECT json_build_object('symbol', symbol, 'pnl', ROUND(pnl, 2), 'date', entry_time) + FROM combined ORDER BY pnl ASC LIMIT 1), + '{}'::json + ) AS worst + """ + bw = await _fetchone(db, best_worst_sql, uid=uid) + best_trade: dict[str, Any] = {"symbol": "", "pnl": 0.0, "date": ""} + worst_trade: dict[str, Any] = {"symbol": "", "pnl": 0.0, "date": ""} + if bw: + if bw.get("best") and isinstance(bw["best"], dict) and bw["best"].get("symbol"): + best_trade = { + "symbol": bw["best"]["symbol"], + "pnl": float(bw["best"]["pnl"]), + "date": bw["best"]["date"][:10] if bw["best"].get("date") else "", + } + if bw.get("worst") and isinstance(bw["worst"], dict) and bw["worst"].get("symbol"): + worst_trade = { + "symbol": bw["worst"]["symbol"], + "pnl": float(bw["worst"]["pnl"]), + "date": bw["worst"]["date"][:10] if bw["worst"].get("date") else "", + } + + # ---- 6. Aggregate stats ---------------------------------------------------- + agg_sql = """ + WITH combined AS ( + SELECT pnl::numeric AS pnl, direction, entry_time, exit_time + FROM hypothetical_trades + WHERE user_id = :uid AND status = 'CLOSED' AND pnl IS NOT NULL + UNION ALL + SELECT pnl::numeric AS pnl, side AS direction, created_at AS entry_time, closed_at AS exit_time + FROM real_trades + WHERE user_id = :uid AND status IN ('filled', 'cancelled') AND pnl IS NOT NULL + ) + SELECT + COUNT(*) AS total_trades, + ROUND(COALESCE(SUM(pnl), 0), 2) AS total_pnl, + ROUND(COALESCE(AVG(pnl), 0), 2) AS avg_trade_pnl, + ROUND( + COALESCE( + SUM(pnl) FILTER (WHERE pnl > 0) / NULLIF(ABS(SUM(pnl) FILTER (WHERE pnl < 0)), 0), + 0 + ), 2 + ) AS profit_factor, + ROUND( + COALESCE( + AVG( + EXTRACT(EPOCH FROM (exit_time - entry_time)) / 3600.0 + ), 0 + ), 2 + ) AS avg_hold_time_hours + FROM combined + """ + agg = await _fetchone(db, agg_sql, uid=uid) + + total_trades: int = 0 + total_pnl: float = 0.0 + avg_trade_pnl: float = 0.0 + profit_factor: float = 0.0 + avg_hold_time_hours: float = 0.0 + if agg: + total_trades = agg.get("total_trades") or 0 + total_pnl = float(agg.get("total_pnl") or 0) + avg_trade_pnl = float(agg.get("avg_trade_pnl") or 0) + profit_factor = float(agg.get("profit_factor") or 0) + avg_hold_time_hours = float(agg.get("avg_hold_time_hours") or 0) + + # ---- 7. Open trades count -------------------------------------------------- + open_sql = """ + SELECT COUNT(*) AS cnt FROM hypothetical_trades + WHERE user_id = :uid AND status = 'OPEN' + """ + open_row = await _fetchone(db, open_sql, uid=uid) + open_trades = open_row["cnt"] if open_row else 0 + + return { + "pnl_history": pnl_history, + "equity_curve": equity_curve, + "drawdown": drawdown, + "win_rate_by_period": win_rate_by_period, + "best_trade": best_trade, + "worst_trade": worst_trade, + "total_trades": total_trades, + "total_pnl": total_pnl, + "open_trades": open_trades, + "avg_trade_pnl": avg_trade_pnl, + "profit_factor": profit_factor, + "avg_hold_time_hours": avg_hold_time_hours, + } diff --git a/backend/app/api/v1/audit.py b/backend/app/api/v1/audit.py new file mode 100755 index 0000000..3da1682 --- /dev/null +++ b/backend/app/api/v1/audit.py @@ -0,0 +1,116 @@ +"""API routes for Audit Log management.""" + +from __future__ import annotations + +import logging +from uuid import UUID + +from fastapi import APIRouter, Depends, HTTPException, Query +from pydantic import BaseModel +from sqlalchemy.ext.asyncio import AsyncSession + +from app.database import get_db +from app.core.deps import get_current_active_user, get_current_admin_user +from app.models.user import User +from app.models.audit_log import AuditLog +from app.services.audit_service import ( + get_audit_logs as _get_audit_logs, + log_action as _log_action, +) + +logger = logging.getLogger(__name__) +router = APIRouter(prefix="/audit", tags=["audit"]) + + +# --------------------------------------------------------------------------- +# Schemas +# --------------------------------------------------------------------------- + + +class AuditLogEntryResponse(BaseModel): + id: int + user_id: str | None = None + action: str + resource: str + details: dict | None = None + created_at: str + + @classmethod + def from_orm(cls, entry: AuditLog) -> AuditLogEntryResponse: + return cls( + id=entry.id, + user_id=str(entry.user_id) if entry.user_id else None, + action=entry.action, + resource=entry.resource, + details=entry.details, + created_at=entry.created_at.isoformat(), + ) + + +class AuditLogListResponse(BaseModel): + items: list[AuditLogEntryResponse] + total: int + limit: int + offset: int + + +class AuditLogCreateRequest(BaseModel): + action: str + resource: str + details: dict | None = None + + +# --------------------------------------------------------------------------- +# Endpoints +# --------------------------------------------------------------------------- + + +@router.get("", response_model=AuditLogListResponse) +async def list_audit_logs( + limit: int = Query(100, ge=1, le=500), + offset: int = Query(0, ge=0), + action: str | None = Query(None), + db: AsyncSession = Depends(get_db), + current_user: User = Depends(get_current_admin_user), +) -> AuditLogListResponse: + """List audit log entries. Admin only. + + Supports pagination and optional action type filtering. + """ + entries, total = await _get_audit_logs( + db, limit=limit, offset=offset, action=action + ) + return AuditLogListResponse( + items=[AuditLogEntryResponse.from_orm(e) for e in entries], + total=total, + limit=limit, + offset=offset, + ) + + +@router.post("", response_model=AuditLogEntryResponse) +async def create_audit_log( + body: AuditLogCreateRequest, + db: AsyncSession = Depends(get_db), + current_user: User = Depends(get_current_active_user), +) -> AuditLogEntryResponse: + """Log an action manually. Available to any authenticated user.""" + entry = await _log_action( + db, + user_id=current_user.id, + action=body.action, + resource=body.resource, + details=body.details, + ) + return AuditLogEntryResponse.from_orm(entry) + + +@router.get("/logs", response_model=AuditLogListResponse) +async def list_audit_logs_alias( + db: AsyncSession = Depends(get_db), + action: str | None = Query(None), + limit: int = Query(50, ge=1, le=200), + offset: int = Query(0, ge=0), +): + """Alias for GET /audit — same as root endpoint.""" + return await list_audit_logs(db=db, action=action, limit=limit, offset=offset) diff --git a/backend/app/api/v1/auth.py b/backend/app/api/v1/auth.py new file mode 100755 index 0000000..b7c1499 --- /dev/null +++ b/backend/app/api/v1/auth.py @@ -0,0 +1,150 @@ +from __future__ import annotations + +from uuid import UUID + +from fastapi import APIRouter, Depends, Request, status +from sqlalchemy.ext.asyncio import AsyncSession + +from app.core.deps import get_current_user, get_db_session +from app.core.exceptions import AppException +from app.models import User +from app.schemas import ( + ChangePasswordRequest, + LoginRequest, + LogoutRequest, + RefreshRequest, + RegisterRequest, + TokenResponse, + UserResponse, + UserSessionResponse, + UserUpdateRequest, +) +from app.services import auth_service + +router = APIRouter(prefix="/auth", tags=["auth"]) + + +@router.post("/register", status_code=status.HTTP_201_CREATED, response_model=UserResponse) +async def register( + req: RegisterRequest, + db: AsyncSession = Depends(get_db_session), +) -> UserResponse: + """Register a new user account.""" + return await auth_service.register(db=db, req=req) + + +@router.post("/login", response_model=TokenResponse) +async def login( + req: LoginRequest, + request: Request, + db: AsyncSession = Depends(get_db_session), +) -> TokenResponse: + """Authenticate with username/password and receive a token pair.""" + return await auth_service.login( + db=db, + req=req, + user_agent=request.headers.get("User-Agent", ""), + ip_address=request.client.host if request.client else "", + ) + + +@router.post("/refresh", response_model=TokenResponse) +async def refresh( + req: RefreshRequest, + db: AsyncSession = Depends(get_db_session), +) -> TokenResponse: + """Exchange a valid refresh token for a new token pair (rotation).""" + return await auth_service.refresh_token(db=db, refresh_token_str=req.refresh_token) + + +@router.post("/logout", status_code=status.HTTP_200_OK) +async def logout( + req: LogoutRequest, + db: AsyncSession = Depends(get_db_session), +) -> dict: + """Revoke a refresh token so it can no longer be used.""" + await auth_service.logout(db=db, refresh_token_str=req.refresh_token) + return {"message": "Successfully logged out"} + + +@router.get("/me", response_model=UserResponse) +async def get_me( + current_user: User = Depends(get_current_user), +) -> UserResponse: + """Return the authenticated user's profile.""" + return UserResponse( + id=current_user.id, + username=current_user.username, + email=current_user.email, + display_name=current_user.display_name, + is_active=current_user.is_active, + is_admin=current_user.is_admin, + role=current_user.role, + preferences=current_user.preferences, + created_at=current_user.created_at, + ) + + +@router.put("/me", response_model=UserResponse) +async def update_me( + req: UserUpdateRequest, + current_user: User = Depends(get_current_user), + db: AsyncSession = Depends(get_db_session), +) -> UserResponse: + """Update the authenticated user's profile (email, display_name, preferences).""" + if req.email is not None: + current_user.email = req.email + if req.display_name is not None: + current_user.display_name = req.display_name + if req.preferences is not None: + current_user.preferences = req.preferences + await db.commit() + await db.refresh(current_user) + + return UserResponse( + id=current_user.id, + username=current_user.username, + email=current_user.email, + display_name=current_user.display_name, + is_active=current_user.is_active, + is_admin=current_user.is_admin, + role=current_user.role, + preferences=current_user.preferences, + created_at=current_user.created_at, + ) + + +@router.get("/sessions", response_model=list[UserSessionResponse]) +async def list_sessions( + current_user: User = Depends(get_current_user), + db: AsyncSession = Depends(get_db_session), +) -> list[UserSessionResponse]: + """Return all active (non-revoked, non-expired) sessions for the current user.""" + return await auth_service.get_user_sessions(db=db, user_id=current_user.id) + + +@router.delete("/sessions/{token_hash}", status_code=status.HTTP_200_OK) +async def revoke_session( + token_hash: str, + current_user: User = Depends(get_current_user), + db: AsyncSession = Depends(get_db_session), +) -> dict: + """Revoke a specific session by its token hash.""" + await auth_service.revoke_session(db=db, token_hash=token_hash, user_id=current_user.id) + return {"message": "Session revoked"} + + +@router.post("/change-password", status_code=status.HTTP_200_OK) +async def change_password( + req: ChangePasswordRequest, + current_user: User = Depends(get_current_user), + db: AsyncSession = Depends(get_db_session), +) -> dict: + """Change the current user's password (revokes all other sessions).""" + await auth_service.change_password( + db=db, + user_id=current_user.id, + old_password=req.old_password, + new_password=req.new_password, + ) + return {"message": "Password changed successfully"} diff --git a/backend/app/api/v1/backtest.py b/backend/app/api/v1/backtest.py new file mode 100755 index 0000000..c0dc267 --- /dev/null +++ b/backend/app/api/v1/backtest.py @@ -0,0 +1,416 @@ +"""Backtest API endpoint — run backtest and return JSON results.""" + +import asyncio +import logging +from datetime import datetime, timedelta, timezone +from decimal import Decimal +from collections import defaultdict + +from fastapi import APIRouter, Depends, HTTPException, Query +from sqlalchemy import select, and_, func +from sqlalchemy.ext.asyncio import AsyncSession + +from app.database import get_db +from app.models.candle import Candle +from app.models.symbol import Symbol +from app.models.exchange import Exchange +from app.services.indicator_service import ( + bollinger_bands, rsi, sma, macd, supertrend, + volume_breakout, ichimoku, detect_divergence, market_structure, +) +from app.services.signal_service import ( + _classify_signal_combined, + STRONG_BUY, BUY, STRONG_SELL, SELL, +) + +logger = logging.getLogger(__name__) +router = APIRouter(prefix="/backtest", tags=["backtest"]) + +TRADE_SIZE = Decimal("10") +MAX_HOLD_CANDLES = 48 + + +@router.get("") +async def backtest_root(): + """Redirect to run endpoint.""" + return {"message": "Use GET /backtest/run to run a backtest"} + + +async def _run_backtest( + db: AsyncSession, + symbol: str, + exchange: str, + timeframe: str = "30m", + days: int = 7, + trade_size: Decimal = Decimal("10"), +) -> dict: + """Run backtest and return structured results.""" + result = await db.execute( + select(Symbol) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .where(and_(Exchange.name == exchange, Symbol.symbol == symbol)) + ) + db_symbol = result.scalar_one_or_none() + if not db_symbol: + return {"error": f"Symbol {symbol} not found on {exchange}"} + + cutoff = datetime.now(timezone.utc) - timedelta(days=days) + result = await db.execute( + select(Candle) + .where(and_( + Candle.symbol_id == db_symbol.id, + Candle.timeframe == timeframe, + Candle.timestamp >= cutoff, + )) + .order_by(Candle.timestamp.asc()) + ) + candles = list(result.scalars().all()) + + # Min candles for warmup: BB(20) + RSI(14) + some room = 30 + MIN_CANDLES = 30 + if len(candles) < MIN_CANDLES: + if candles: + span_hours = (candles[-1].timestamp - candles[0].timestamp).total_seconds() / 3600 + if span_hours >= 24: + avail = f"{span_hours/24:.0f}d" + else: + avail = f"{span_hours:.0f}h" + return {"error": f"Only ~{avail} data available (need at least {MIN_CANDLES} candles for {timeframe}). Try more days or a higher timeframe (4h)."} + return {"error": f"No candle data found for {symbol} on {timeframe}. The exchange may not support this pair."} + + # MTF config + tf_minutes = {"15m": 15, "30m": 30, "1h": 60, "4h": 240} + main_minutes = tf_minutes.get(timeframe, 30) + mtf_config = [] + for mtf_tf, mtf_minutes, mtf_w in [("15m", 15, 0.5), ("1h", 60, 1.5), ("4h", 240, 2.0)]: + if mtf_tf == timeframe: + continue + mult = mtf_minutes // main_minutes + if mult >= 1 and len(candles) >= mult * MIN_CANDLES: + mtf_config.append((mtf_tf, mult, mtf_w)) + + # ── Pre-compute all candle data & indicators ONCE ── + candle_dicts_full = [ + {"high": float(c.high), "low": float(c.low), + "close": float(c.close), "open": float(c.open), + "volume": float(c.volume)} + for c in candles + ] + close_prices_full = [float(c.close) for c in candles] + + # Pre-compute indicators on full dataset (O(n) instead of O(n²)) + bb_full = bollinger_bands(close_prices_full) or {} + rsi_full = rsi(close_prices_full) or [] + sma_full = sma(close_prices_full, 20) or [] + macd_full = macd(close_prices_full) or {} + st_full = supertrend(candle_dicts_full) or {} + vb_full = volume_breakout(candle_dicts_full) or [] + ichi_full = ichimoku(candle_dicts_full) or {} + smc_full = market_structure(candle_dicts_full) or {} + + # Pre-compute divergence ONCE (uses full arrays, indexes match) + rsi_div_full = detect_divergence(close_prices_full, rsi_full) + macd_hist_full = macd_full.get("histogram", []) if macd_full else [] + macd_div_full = detect_divergence(close_prices_full, macd_hist_full) + + # Pre-build MTF candles ONCE per MTF config + mtf_precomputed = [] + for mtf_name, mtf_mult, mtf_w in mtf_config: + mtf_candles_list = [] + for j in range(0, len(candle_dicts_full) - mtf_mult + 1, mtf_mult): + chunk = candle_dicts_full[j:j + mtf_mult] + mtf_candles_list.append({ + "open": chunk[0]["open"], + "high": max(c["high"] for c in chunk), + "low": min(c["low"] for c in chunk), + "close": chunk[-1]["close"], + "volume": sum(c["volume"] for c in chunk), + }) + if len(mtf_candles_list) >= MIN_CANDLES: + mtf_p = [c["close"] for c in mtf_candles_list] + mtf_precomputed.append({ + "name": mtf_name, + "weight": mtf_w, + "mult": mtf_mult, + "candles_list": mtf_candles_list, + "close_prices": mtf_p, + "bb": bollinger_bands(mtf_p) or {}, + "rsi": rsi(mtf_p) or [], + "sma": sma(mtf_p, 20) or [], + "macd": macd(mtf_p) or {}, + "st": supertrend(mtf_candles_list) or {}, + "vb": volume_breakout(mtf_candles_list) or [], + "ichi": ichimoku(mtf_candles_list) or {}, + "smc": market_structure(mtf_candles_list) or {}, + }) + + all_signals = [] + trades = [] + current_position = None + + for i in range(MIN_CANDLES, len(candles)): + candle = candles[i] + latest_close = close_prices_full[i] + timestamp = candle.timestamp.isoformat() + + # Slice pre-computed arrays (O(i) but ~100x faster than recomputing) + clip = i + 1 + def _safe_slice(v): + return v[:clip] if v is not None and hasattr(v, '__getitem__') else v + bb_data = {k: _safe_slice(v) for k, v in bb_full.items()} if bb_full else {} + rsi_data = rsi_full[:clip] if rsi_full else [] + sma_data = sma_full[:clip] if sma_full else [] + macd_data = {k: _safe_slice(v) for k, v in macd_full.items()} if macd_full else {} + st_data = {k: _safe_slice(v) for k, v in st_full.items()} if st_full else {} + vb_data = vb_full[:clip] if vb_full else [] + ichi_data = {k: _safe_slice(v) for k, v in ichi_full.items()} if ichi_full else {} + smc_data = {k: _safe_slice(v) for k, v in smc_full.items()} if smc_full else {} + + # MTF votes — use precomputed MTF indicators, sliced to current MTF candle index + mtf_votes = [] + for mtf in mtf_precomputed: + # Which MTF candle corresponds to main candle i? + mtf_idx = i // mtf["mult"] + if mtf_idx < MIN_CANDLES or mtf_idx >= len(mtf["close_prices"]): + continue + clip_mtf = mtf_idx + 1 + def _safe_slice_mtf(v): + return v[:clip_mtf] if v is not None and hasattr(v, '__getitem__') else v + mtf_s, *_ = _classify_signal_combined( + mtf["close_prices"][mtf_idx], + {k: _safe_slice_mtf(v) for k, v in mtf["bb"].items()}, + mtf["rsi"][:clip_mtf], + mtf["sma"][:clip_mtf], + {k: _safe_slice_mtf(v) for k, v in mtf["macd"].items()} if mtf["macd"] else None, + {k: _safe_slice_mtf(v) for k, v in mtf["st"].items()} if mtf["st"] else None, + mtf["vb"][:clip_mtf] if mtf["vb"] else None, + {k: _safe_slice_mtf(v) for k, v in mtf["ichi"].items()} if mtf["ichi"] else None, + (None, None), (None, None), + {k: _safe_slice_mtf(v) for k, v in mtf["smc"].items()} if mtf["smc"] else None, + ) + if mtf_s: + mtf_votes.append((mtf_s, "", mtf["weight"])) + + signal_type, strength, *_ = _classify_signal_combined( + latest_close, bb_data, rsi_data, sma_data, + macd_data, st_data, vb_data, ichi_data, + rsi_div_full, macd_div_full, smc_data, mtf_votes or None, + ) + + if signal_type: + all_signals.append({ + "time": timestamp, "signal": signal_type, + "strength": strength or "", "price": latest_close, + }) + + # PnL simulation + if signal_type in (STRONG_BUY, BUY): + if current_position and current_position["direction"] == "SHORT": + if signal_type == STRONG_BUY: + entry = current_position["entry_price"] + qty = current_position["quantity"] + pnl = (entry - latest_close) * qty + current_position.update({ + "exit_price": latest_close, "exit_time": timestamp, + "pnl": pnl, "status": "CLOSED", "exit_reason": "REVERSAL", + }) + trades.append(current_position) + current_position = None + else: + continue + if not current_position: + qty = float(trade_size) / latest_close + current_position = { + "direction": "LONG", "entry_price": latest_close, + "entry_time": timestamp, "quantity": qty, + "entry_signal": signal_type, "entry_index": i, "status": "OPEN", + } + + elif signal_type in (STRONG_SELL, SELL): + if current_position and current_position["direction"] == "LONG": + if signal_type == STRONG_SELL: + entry = current_position["entry_price"] + qty = current_position["quantity"] + pnl = (latest_close - entry) * qty + current_position.update({ + "exit_price": latest_close, "exit_time": timestamp, + "pnl": pnl, "status": "CLOSED", "exit_reason": "REVERSAL", + }) + trades.append(current_position) + current_position = None + else: + continue + if not current_position: + qty = float(trade_size) / latest_close + current_position = { + "direction": "SHORT", "entry_price": latest_close, + "entry_time": timestamp, "quantity": qty, + "entry_signal": signal_type, "entry_index": i, "status": "OPEN", + } + + # Time limit + if current_position and current_position["status"] == "OPEN": + hold = i - current_position["entry_index"] + if hold >= MAX_HOLD_CANDLES: + entry = current_position["entry_price"] + qty = current_position["quantity"] + if current_position["direction"] == "LONG": + pnl = (latest_close - entry) * qty + else: + pnl = (entry - latest_close) * qty + current_position.update({ + "exit_price": latest_close, "exit_time": timestamp, + "pnl": pnl, "status": "CLOSED", "exit_reason": "TIME_LIMIT", + }) + trades.append(current_position) + current_position = None + + # Close final position + if current_position and current_position["status"] == "OPEN": + last_close = float(candles[-1].close) + entry = current_position["entry_price"] + qty = current_position["quantity"] + if current_position["direction"] == "LONG": + pnl = (last_close - entry) * qty + else: + pnl = (entry - last_close) * qty + current_position.update({ + "exit_price": last_close, + "exit_time": candles[-1].timestamp.isoformat(), + "pnl": pnl, "status": "CLOSED", "exit_reason": "END_OF_DATA", + }) + trades.append(current_position) + + # Compute stats + counts = defaultdict(int) + for s in all_signals: + counts[s["signal"]] += 1 + + closed_trades = [t for t in trades if t.get("status") == "CLOSED"] + winning_trades = [t for t in closed_trades if t.get("pnl", 0) > 0] + losing_trades = [t for t in closed_trades if t.get("pnl", 0) <= 0] + total_pnl = sum(t.get("pnl", 0) for t in closed_trades) + gross_profit = sum(t.get("pnl", 0) for t in winning_trades) + gross_loss = sum(t.get("pnl", 0) for t in losing_trades) + win_rate = round(len(winning_trades) / len(closed_trades) * 100, 1) if closed_trades else 0 + profit_factor = round(abs(gross_profit / gross_loss), 2) if gross_loss != 0 else None + avg_win = round(gross_profit / len(winning_trades), 2) if winning_trades else None + avg_loss = round(gross_loss / len(losing_trades), 2) if losing_trades else None + + best_trade = max(closed_trades, key=lambda t: t.get("pnl", 0)) if closed_trades else None + worst_trade = min(closed_trades, key=lambda t: t.get("pnl", 0)) if closed_trades else None + + return { + "symbol": symbol, + "exchange": exchange, + "timeframe": timeframe, + "days": days, + "candles_count": len(candles), + "signal_counts": dict(counts), + "total_signals": len(all_signals), + "recent_signals": all_signals[-15:], + "trades": { + "total": len(closed_trades), + "wins": len(winning_trades), + "losses": len(losing_trades), + "win_rate": win_rate, + "total_pnl": round(total_pnl, 2), + "profit_factor": profit_factor, + "avg_win": avg_win, + "avg_loss": avg_loss, + "best_trade": { + "direction": best_trade.get("direction"), + "entry_price": round(best_trade["entry_price"], 4), + "exit_price": round(best_trade["exit_price"], 4), + "pnl": round(best_trade["pnl"], 2), + "entry_signal": best_trade.get("entry_signal"), + } if best_trade else None, + "worst_trade": { + "direction": worst_trade.get("direction"), + "entry_price": round(worst_trade["entry_price"], 4), + "exit_price": round(worst_trade["exit_price"], 4), + "pnl": round(worst_trade["pnl"], 2), + "entry_signal": worst_trade.get("entry_signal"), + } if worst_trade else None, + "per_signal": {}, + "recent": closed_trades[-10:], + }, + } + + +@router.get("/symbols") +async def get_backtest_symbols( + exchange: str = Query(None, description="Exchange name filter (e.g., binance, bybit)"), + db: AsyncSession = Depends(get_db), +): + """Return symbols with sufficient candles (>=30 in each of 30m/1h/4h/1d) for backtesting.""" + MIN_CANDLES = 30 + TFS = ["30m", "1h", "4h", "1d"] + + # Subquery: symbol_id + timeframe that have >= MIN_CANDLES + conditions = [Candle.timeframe.in_(TFS)] + if exchange: + conditions.append(Exchange.name == exchange) + + base_query = ( + select(Candle.symbol_id, Candle.timeframe, func.count().label("cnt")) + .join(Symbol, Symbol.id == Candle.symbol_id) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .where(and_(*conditions)) + .group_by(Candle.symbol_id, Candle.timeframe) + .having(func.count() >= MIN_CANDLES) + ).subquery() + + # Symbols that have ALL 4 timeframes with >= MIN_CANDLES + query = ( + select(Symbol.symbol, Exchange.name.label("exchange")) + .select_from(base_query) + .join(Symbol, Symbol.id == base_query.c.symbol_id) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .group_by(Symbol.symbol, Exchange.name) + .having(func.count(func.distinct(base_query.c.timeframe)) == len(TFS)) + .order_by(Symbol.symbol) + ) + + result = await db.execute(query) + rows = result.all() + + return { + "exchange": exchange or "all", + "count": len(rows), + "symbols": [ + {"symbol": r[0], "exchange": r[1]} + for r in rows + ], + } + + +@router.get("/run") +async def run_backtest( + symbol: str = Query("BTC/USDT"), + exchange: str = Query("mexc"), + timeframe: str = Query("30m"), + days: int = Query(7), + trade_size: float = Query(10.0), + db: AsyncSession = Depends(get_db), +): + """Run backtest and return JSON results.""" + result = await _run_backtest( + db, symbol, exchange, timeframe, days, Decimal(str(trade_size)) + ) + if "error" in result: + raise HTTPException(status_code=400, detail=result["error"]) + return result + + +@router.post("/run") +async def run_backtest_post( + symbol: str = Query("BTC/USDT"), + exchange: str = Query("mexc"), + timeframe: str = Query("30m"), + days: int = Query(7), + trade_size: float = Query(10.0), + db: AsyncSession = Depends(get_db), +): + """Alias for GET /backtest/run — supports POST method.""" + return await run_backtest(symbol, exchange, timeframe, days, trade_size, db) diff --git a/backend/app/api/v1/backtest_history.py b/backend/app/api/v1/backtest_history.py new file mode 100755 index 0000000..2601068 --- /dev/null +++ b/backend/app/api/v1/backtest_history.py @@ -0,0 +1,228 @@ +"""API routes for backtest history (save/load per user) and comparison.""" + +from __future__ import annotations + +import json +import logging +from datetime import datetime, timezone +from uuid import UUID, uuid4 +from decimal import Decimal +from typing import List + +from fastapi import APIRouter, Depends, HTTPException, Query +from pydantic import BaseModel +from sqlalchemy.ext.asyncio import AsyncSession +from sqlalchemy import select, desc, delete, text + +from app.database import get_db +from app.core.deps import get_current_user +from app.models.user import User as UserModel + +logger = logging.getLogger(__name__) +router = APIRouter(prefix="/backtest", tags=["backtest_history"]) + + +class CompareRequest(BaseModel): + """Request body for comparing multiple backtest results.""" + ids: list[str] + + +@router.post("/save") +async def save_backtest( + symbol: str = Query(...), + exchange: str = Query("mexc"), + timeframe: str = Query(...), + days: int = Query(...), + trade_size: float = Query(10.0), + total_trades: int = Query(0), + wins: int = Query(0), + losses: int = Query(0), + win_rate: float = Query(0.0), + total_pnl: float = Query(0.0), + profit_factor: float | None = Query(None), + avg_win: float | None = Query(None), + avg_loss: float | None = Query(None), + db: AsyncSession = Depends(get_db), + current_user: UserModel = Depends(get_current_user), +): + """Save a backtest result to the user's history.""" + bt_id = uuid4() + raw_result = { + "symbol": symbol, "exchange": exchange, "timeframe": timeframe, + "days": days, "trade_size": trade_size, + "total_trades": total_trades, "wins": wins, "losses": losses, + "win_rate": win_rate, "total_pnl": total_pnl, + "profit_factor": profit_factor, "avg_win": avg_win, "avg_loss": avg_loss, + } + + await db.execute( + text(""" + INSERT INTO user_backtests + (id, user_id, symbol, exchange, timeframe, days, trade_size, + total_trades, wins, losses, win_rate, total_pnl, + profit_factor, avg_win, avg_loss, result_json, created_at) + VALUES (:id, :uid, :symbol, :exchange, :tf, :days, :ts, + :tt, :w, :l, :wr, :tp, + :pf, :aw, :al, :rj, :ca) + """), + { + "id": bt_id, "uid": current_user.id, + "symbol": symbol, "exchange": exchange, "tf": timeframe, + "days": days, "ts": trade_size, + "tt": total_trades, "w": wins, "l": losses, + "wr": win_rate, "tp": total_pnl, + "pf": profit_factor, "aw": avg_win, "al": avg_loss, + "rj": json.dumps(raw_result, default=str), + "ca": datetime.now(timezone.utc), + } + ) + await db.commit() + return {"id": str(bt_id), "message": "Backtest saved"} + + +@router.get("/history") +async def list_backtests( + limit: int = Query(50, ge=1, le=200), + db: AsyncSession = Depends(get_db), + current_user: UserModel = Depends(get_current_user), +): + """List backtest history for the current user.""" + result = await db.execute( + text(""" + SELECT id, symbol, exchange, timeframe, days, trade_size, + total_trades, wins, losses, win_rate, total_pnl, + profit_factor, avg_win, avg_loss, created_at + FROM user_backtests + WHERE user_id = :uid + ORDER BY created_at DESC + LIMIT :limit + """), + {"uid": current_user.id, "limit": limit} + ) + rows = result.fetchall() + return [ + { + "id": str(r[0]), + "symbol": r[1], "exchange": r[2], + "timeframe": r[3], "days": r[4], + "trade_size": float(r[5]) if r[5] else None, + "total_trades": r[6], "wins": r[7], "losses": r[8], + "win_rate": float(r[9]) if r[9] else None, + "total_pnl": float(r[10]) if r[10] else None, + "profit_factor": float(r[11]) if r[11] else None, + "avg_win": float(r[12]) if r[12] else None, + "avg_loss": float(r[13]) if r[13] else None, + "created_at": r[14].isoformat() if r[14] else None, + } + for r in rows + ] + + +@router.delete("/{bt_id}") +async def delete_backtest( + bt_id: str, + db: AsyncSession = Depends(get_db), + current_user: UserModel = Depends(get_current_user), +): + """Delete a backtest result.""" + try: + bt_uuid = UUID(bt_id) + except ValueError: + raise HTTPException(400, "Invalid ID") + + result = await db.execute( + text("DELETE FROM user_backtests WHERE id = :id AND user_id = :uid"), + {"id": bt_uuid, "uid": current_user.id} + ) + await db.commit() + if result.rowcount == 0: + raise HTTPException(404, "Backtest not found") + return {"message": "Deleted"} + + +@router.post("/compare") +async def compare_backtests( + req: CompareRequest, + db: AsyncSession = Depends(get_db), + current_user: UserModel = Depends(get_current_user), +): + """Compare multiple backtest results by IDs, enriched with computed fields.""" + if not req.ids: + raise HTTPException(status_code=400, detail="ids list is required") + + # Validate and deduplicate IDs + uuids: list[UUID] = [] + seen: set[str] = set() + for raw_id in req.ids: + if raw_id in seen: + continue + seen.add(raw_id) + try: + uuids.append(UUID(raw_id)) + except ValueError: + raise HTTPException(400, f"Invalid UUID: {raw_id}") + + if not uuids: + raise HTTPException(400, "No valid IDs provided") + + result = await db.execute( + text(""" + SELECT id, symbol, exchange, timeframe, days, trade_size, + total_trades, wins, losses, win_rate, total_pnl, + profit_factor, avg_win, avg_loss, created_at + FROM user_backtests + WHERE id = ANY(:ids) AND user_id = :uid + ORDER BY created_at DESC + """), + {"ids": uuids, "uid": current_user.id}, + ) + rows = result.fetchall() + + if not rows: + raise HTTPException(404, "No backtest records found for the given IDs") + + # Build base records (same format as /history) + records = [] + for r in rows: + total_pnl_val = float(r[10]) if r[10] is not None else 0.0 + trade_size_val = float(r[5]) if r[5] is not None else 10.0 + + # Equity curve: [1.0, 1.0 + pnl_ratio] + # pnl_ratio = total_pnl / trade_size (approximate % return) + pnl_ratio = total_pnl_val / trade_size_val if trade_size_val != 0 else 0.0 + equity_curve_series = [1.0, round(1.0 + pnl_ratio, 6)] + + # Prediction based on PnL direction + if total_pnl_val > 0: + prediction = "BUY" + elif total_pnl_val < 0: + prediction = "SELL" + else: + prediction = "NEUTRAL" + + records.append({ + "id": str(r[0]), + "symbol": r[1], + "exchange": r[2], + "timeframe": r[3], + "days": r[4], + "trade_size": trade_size_val, + "total_trades": r[6], + "wins": r[7], + "losses": r[8], + "win_rate": float(r[9]) if r[9] is not None else None, + "total_pnl": total_pnl_val, + "profit_factor": float(r[11]) if r[11] is not None else None, + "avg_win": float(r[12]) if r[12] is not None else None, + "avg_loss": float(r[13]) if r[13] is not None else None, + "created_at": r[14].isoformat() if r[14] else None, + "equity_curve_series": equity_curve_series, + "prediction": prediction, + }) + + # Add rank: sort by total_pnl descending, 1 = best + records.sort(key=lambda rec: rec["total_pnl"], reverse=True) + for rank_idx, rec in enumerate(records, start=1): + rec["rank"] = rank_idx + + return records diff --git a/backend/app/api/v1/credentials.py b/backend/app/api/v1/credentials.py new file mode 100755 index 0000000..7d3edfb --- /dev/null +++ b/backend/app/api/v1/credentials.py @@ -0,0 +1,476 @@ +"""API endpoints for user credentials (exchange API keys) management.""" +from __future__ import annotations + +import logging +from decimal import Decimal + +from fastapi import APIRouter, Depends, status +from sqlalchemy import select +from sqlalchemy.ext.asyncio import AsyncSession +from sqlalchemy.orm import joinedload + +from app.core.deps import get_current_user, get_db_session +from app.core.exceptions import NotFoundException +from app.core.security import ( + decrypt_api_key, + encrypt_api_key, +) +from app.models import Exchange, ExchangeCredential, User +from app.schemas import ( + CredentialCreateRequest, + CredentialResponse, + CredentialUpdateRequest, +) + +logger = logging.getLogger(__name__) + +router = APIRouter(prefix="/credentials", tags=["credentials"]) + + +@router.get("", response_model=list[CredentialResponse]) +async def list_credentials( + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_user), +) -> list[CredentialResponse]: + """List all API keys for the current user (keys are masked).""" + result = await db.execute( + select(ExchangeCredential) + .options(joinedload(ExchangeCredential.exchange)) + .where(ExchangeCredential.user_id == current_user.id) + .order_by(ExchangeCredential.created_at.desc()) + ) + creds = result.scalars().all() + + return [ + CredentialResponse( + id=c.id, + exchange_id=c.exchange_id, + exchange_name=c.exchange.name if c.exchange else "unknown", + api_key=c.api_key, + is_testnet=c.is_testnet, + is_active=c.is_active, + ) + for c in creds + ] + + +@router.post("", response_model=CredentialResponse, status_code=status.HTTP_201_CREATED) +async def create_credential( + body: CredentialCreateRequest, + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_user), +) -> CredentialResponse: + """Add a new API key for an exchange.""" + # Verify exchange exists + result = await db.execute(select(Exchange).where(Exchange.id == body.exchange_id)) + exchange = result.scalar_one_or_none() + if exchange is None: + raise NotFoundException(detail=f"Exchange with id {body.exchange_id} not found") + + # Encrypt the secret + secret_enc, iv = encrypt_api_key(body.api_secret) + + credential = ExchangeCredential( + user_id=current_user.id, + exchange_id=body.exchange_id, + api_key=body.api_key, + api_secret_enc=secret_enc, + api_secret_iv=iv, + passphrase=body.passphrase, + is_testnet=body.is_testnet, + ) + db.add(credential) + await db.flush() + await db.refresh(credential) + + return CredentialResponse( + id=credential.id, + exchange_id=credential.exchange_id, + exchange_name=exchange.display_name or exchange.name, + api_key=credential.api_key, + is_testnet=credential.is_testnet, + is_active=credential.is_active, + ) + + +@router.put("/{credential_id}", response_model=CredentialResponse) +async def update_credential( + credential_id: str, + body: CredentialUpdateRequest, + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_user), +) -> CredentialResponse: + """Update API key, secret, passphrase, or deactivate.""" + from uuid import UUID + + result = await db.execute( + select(ExchangeCredential).where( + ExchangeCredential.id == UUID(credential_id), + ExchangeCredential.user_id == current_user.id, + ) + ) + cred = result.scalar_one_or_none() + if cred is None: + raise NotFoundException(detail="Credential not found") + + if body.api_key is not None: + cred.api_key = body.api_key + if body.api_secret is not None: + secret_enc, iv = encrypt_api_key(body.api_secret) + cred.api_secret_enc = secret_enc + cred.api_secret_iv = iv + if body.passphrase is not None: + cred.passphrase = body.passphrase + if body.is_active is not None: + cred.is_active = body.is_active + + await db.flush() + await db.refresh(cred) + + return CredentialResponse( + id=cred.id, + exchange_id=cred.exchange_id, + exchange_name=cred.exchange.display_name if cred.exchange else "unknown", + api_key=cred.api_key, + is_testnet=cred.is_testnet, + is_active=cred.is_active, + ) + + +@router.delete("/{credential_id}", status_code=200) +async def delete_credential( + credential_id: str, + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_user), +) -> dict: + """Delete an API key.""" + from uuid import UUID + + result = await db.execute( + select(ExchangeCredential).where( + ExchangeCredential.id == UUID(credential_id), + ExchangeCredential.user_id == current_user.id, + ) + ) + cred = result.scalar_one_or_none() + if cred is None: + raise NotFoundException(detail="Credential not found") + + await db.delete(cred) + await db.commit() + return {"message": "API key deleted"} + + +@router.post("/{credential_id}/test") +async def test_credential( + credential_id: str, + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_user), +) -> dict: + """Test an API key by fetching markets from the exchange.""" + from uuid import UUID + + result = await db.execute( + select(ExchangeCredential) + .options(joinedload(ExchangeCredential.exchange)) + .where( + ExchangeCredential.id == UUID(credential_id), + ExchangeCredential.user_id == current_user.id, + ) + ) + cred = result.scalar_one_or_none() + if cred is None: + raise NotFoundException(detail="Credential not found") + + try: + # Decrypt secret + secret = decrypt_api_key(cred.api_secret_enc, iv_hex=cred.api_secret_iv) + + # Try to create exchange adapter and test + from app.exchange.factory import factory as exchange_factory + + exchange_name = cred.exchange.name if cred.exchange else "mexc" + + # Quick test: try to load markets with credentials + adapter = exchange_factory.create( + exchange_name, + api_key=cred.api_key, + api_secret=secret, + ) + import asyncio + + loop = asyncio.get_running_loop() + markets = await loop.run_in_executor( + None, lambda: adapter.client.load_markets() + ) + + return { + "success": True, + "message": f"Connected to {exchange_name.upper()} successfully", + "markets": min(len(markets), 100), + } + except Exception as e: + logger.warning(f"Credential test failed: {e}") + return { + "success": False, + "message": f"Connection failed: {str(e)[:200]}", + } + + +# ── Account info endpoints ── + + +async def _get_adapter_for_credential( + credential_id: str, db: AsyncSession, current_user: User +): + """Helper: decrypt & create exchange adapter for a credential.""" + from uuid import UUID + + result = await db.execute( + select(ExchangeCredential) + .options(joinedload(ExchangeCredential.exchange)) + .where( + ExchangeCredential.id == UUID(credential_id), + ExchangeCredential.user_id == current_user.id, + ) + ) + cred = result.scalar_one_or_none() + if cred is None: + raise NotFoundException(detail="Credential not found") + + secret = decrypt_api_key(cred.api_secret_enc, iv_hex=cred.api_secret_iv) + exchange_name = cred.exchange.name if cred.exchange else "mexc" + + from app.exchange.factory import factory as exchange_factory + + adapter = exchange_factory.create( + exchange_name, + api_key=cred.api_key, + api_secret=secret, + ) + return cred, adapter, exchange_name + + +def _parse_balances_from_ccxt(raw_balance: dict) -> tuple[list, Decimal]: + """Parse CCXT balance dict into BalanceData list + USDT total.""" + from decimal import Decimal as D + + balances: list = [] + usdt_total = D("0") + for asset, info in raw_balance.get("total", {}).items(): + if asset in ("info", "free", "used", "total"): + continue + free = D(str(raw_balance.get("free", {}).get(asset, 0))) + used = D(str(raw_balance.get("used", {}).get(asset, 0))) + total = D(str(info)) + if total > 0 or free > 0: + balances.append({ + "asset": asset, + "free": float(free), + "used": float(used), + "total": float(total), + }) + if asset == "USDT": + usdt_total = total + return balances, usdt_total + + +def _parse_open_orders_from_ccxt(raw_orders: list) -> list: + """Parse CCXT open orders into OpenOrderData dicts.""" + from decimal import Decimal as D + + orders: list = [] + for raw in raw_orders or []: + orders.append({ + "order_id": str(raw.get("id", "")), + "symbol": raw.get("symbol", ""), + "side": raw.get("side", ""), + "order_type": raw.get("type", ""), + "amount": float(D(str(raw.get("amount", 0)))), + "filled": float(D(str(raw.get("filled", 0)))), + "price": float(D(str(raw["price"]))) if raw.get("price") else None, + "average": float(D(str(raw["average"]))) if raw.get("average") else None, + "status": raw.get("status", "open"), + "timestamp": raw.get("timestamp"), + }) + return orders + + +def _parse_positions_from_ccxt(raw_positions: list) -> list: + """Parse CCXT positions into PositionData dicts.""" + from decimal import Decimal as D + + positions: list = [] + for raw in raw_positions or []: + contracts = D(str(raw.get("contracts", 0))) + if contracts == 0: + continue + positions.append({ + "symbol": raw.get("symbol", ""), + "side": raw.get("side", ""), + "contracts": float(contracts), + "entry_price": float(D(str(raw["entryPrice"]))) if raw.get("entryPrice") else None, + "mark_price": float(D(str(raw["markPrice"]))) if raw.get("markPrice") else None, + "unrealized_pnl": float(D(str(raw["unrealizedPnl"]))) if raw.get("unrealizedPnl") else None, + "leverage": float(D(str(raw["leverage"]))) if raw.get("leverage") else None, + "liquidation_price": float(D(str(raw["liquidationPrice"]))) if raw.get("liquidationPrice") else None, + }) + return positions + + +@router.get("/{credential_id}/summary") +async def credential_summary( + credential_id: str, + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_user), +) -> dict: + """Get full account summary: balances, open orders, positions. + + Uses CCXT client directly (bypasses rate limiter) to avoid blocking by + scheduler candle-fetch traffic that shares the GlobalRateLimiter singleton. + CCXT's built-in enableRateLimit provides per-client throttling. + """ + cred, adapter, exchange_name = await _get_adapter_for_credential( + credential_id, db, current_user + ) + + import asyncio as _asyncio + import ccxt as _ccxt + + # Create a FRESH CCXT client — factory-cached adapters can have stale + # thread-local state that breaks when used from run_in_executor. + # Credential endpoints are called rarely; the ~8s init cost is acceptable. + secret = decrypt_api_key(cred.api_secret_enc, iv_hex=cred.api_secret_iv) + exchange_id = cred.exchange.name if cred.exchange else "binance" + + _ccxt_class = getattr(_ccxt, exchange_id, None) + if _ccxt_class is None: + from app.core.exceptions import NotFoundException + raise NotFoundException(detail=f"Exchange {exchange_id} not supported by CCXT") + + client = _ccxt_class({ + "apiKey": cred.api_key, + "secret": secret, + "enableRateLimit": True, + "options": {"warnOnFetchOpenOrdersWithoutSymbol": False}, + }) + + async def _fetch_and_parse(label: str, fetch_fn, parse_fn): + try: + loop = _asyncio.get_running_loop() + raw = await _asyncio.wait_for( + loop.run_in_executor(None, fetch_fn), + timeout=10.0, + ) + result, extra = parse_fn(raw) + return label, "ok", result, extra, None + except _asyncio.TimeoutError: + logger.warning("Credential %s/%s: timed out after 10s", exchange_name, label) + return label, "timeout", [], Decimal("0"), f"{label} timed out after 10s" + except Exception as e: + err_msg = str(e)[:300] + logger.warning("Credential %s/%s failed: %s", exchange_name, label, err_msg) + return label, "error", [], Decimal("0"), err_msg + + # Fetch sequentially (CCXT rate limiter is not thread-safe on the same client) + balance_label, balance_status, balances, usdt_balance, balance_err = await _fetch_and_parse("balance", + lambda: client.fetch_balance(), + lambda raw: _parse_balances_from_ccxt(raw)) + + orders_label, orders_status, open_orders, _, orders_err = await _fetch_and_parse("orders", + lambda: client.fetch_open_orders(symbol=None), + lambda raw: (_parse_open_orders_from_ccxt(raw), None)) + + positions_label, positions_status, positions, _, positions_err = await _fetch_and_parse("positions", + lambda: client.fetch_positions(symbols=None), + lambda raw: (_parse_positions_from_ccxt(raw), None)) + + # Collect results + open_orders: list = open_orders if orders_status == "ok" else [] + positions: list = positions if positions_status == "ok" else [] + errors: list = [] + + if balance_status != "ok": + errors.append({"endpoint": "balance", "status": balance_status, "detail": balance_err}) + if orders_status != "ok": + errors.append({"endpoint": "orders", "status": orders_status, "detail": orders_err}) + if positions_status != "ok": + errors.append({"endpoint": "positions", "status": positions_status, "detail": positions_err}) + + return { + "exchange_name": exchange_name.upper(), + "usdt_balance": float(usdt_balance), + "usdt_estimate": f"≈ ${float(usdt_balance):,.2f}", + "balance_count": len(balances), + "open_orders_count": len(open_orders), + "positions_count": len(positions), + "balances": balances, + "open_orders": open_orders, + "positions": positions, + "recent_trades": [], # requires symbol — not available in summary + "errors": errors if errors else None, + } + + +@router.get("/{credential_id}/balance") +async def credential_balance( + credential_id: str, + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_user), +) -> dict: + """Get token balances for this API key.""" + _, adapter, exchange_name = await _get_adapter_for_credential( + credential_id, db, current_user + ) + + balance = await adapter.fetch_balance() + balances = [b.model_dump() for b in balance.balances] + usdt = Decimal("0") + for b in balance.balances: + if b.asset == "USDT": + usdt = b.total + + return { + "exchange": exchange_name.upper(), + "usdt_balance": float(usdt), + "balances": balances, + "count": len(balances), + } + + +@router.get("/{credential_id}/orders") +async def credential_orders( + credential_id: str, + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_user), +) -> dict: + """Get open orders for this API key.""" + _, adapter, exchange_name = await _get_adapter_for_credential( + credential_id, db, current_user + ) + + orders = await adapter.fetch_open_orders() + return { + "exchange": exchange_name.upper(), + "orders": [o.model_dump() for o in orders], + "count": len(orders), + } + + +@router.get("/{credential_id}/positions") +async def credential_positions( + credential_id: str, + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_user), +) -> dict: + """Get open positions for this API key.""" + _, adapter, exchange_name = await _get_adapter_for_credential( + credential_id, db, current_user + ) + + positions = await adapter.fetch_positions() + return { + "exchange": exchange_name.upper(), + "positions": [p.model_dump() for p in positions], + "count": len(positions), + } diff --git a/backend/app/api/v1/exchanges.py b/backend/app/api/v1/exchanges.py new file mode 100755 index 0000000..1e94f45 --- /dev/null +++ b/backend/app/api/v1/exchanges.py @@ -0,0 +1,114 @@ +from __future__ import annotations + +from fastapi import APIRouter, Body, Depends +from sqlalchemy import select +from sqlalchemy.ext.asyncio import AsyncSession +from sqlalchemy.orm import joinedload + +from app.core.deps import get_current_active_user, get_current_admin_user, get_db_session +from app.core.exceptions import NotFoundException +from app.models import Exchange, Symbol, User +from app.schemas import ExchangeResponse, SymbolResponse +from app.services import candle_service +from app.tasks.exchange_sync import sync_exchange_symbols + +router = APIRouter(prefix="/exchanges", tags=["exchanges"]) + + +@router.get("", response_model=list[ExchangeResponse]) +async def list_exchanges( + active_only: bool = True, + db: AsyncSession = Depends(get_db_session), +) -> list[ExchangeResponse]: + """Return all exchanges, optionally filtered to active only.""" + query = select(Exchange) + if active_only: + query = query.where(Exchange.is_active == True) # noqa: E712 + + result = await db.execute(query) + exchanges = result.scalars().all() + + return [ + ExchangeResponse( + id=ex.id, + name=ex.name, + display_name=ex.display_name or ex.name, + is_active=ex.is_active, + ) + for ex in exchanges + ] + + +@router.get("/{exchange_id}/symbols", response_model=list[SymbolResponse]) +async def list_exchange_symbols( + exchange_id: int, + db: AsyncSession = Depends(get_db_session), +) -> list[SymbolResponse]: + """Return all symbols for a specific exchange.""" + # Verify exchange exists + exch_result = await db.execute(select(Exchange).where(Exchange.id == exchange_id)) + exchange = exch_result.scalar_one_or_none() + if exchange is None: + raise NotFoundException(detail=f"Exchange with id {exchange_id} not found") + + result = await db.execute( + select(Symbol) + .options(joinedload(Symbol.exchange)) + .where(Symbol.exchange_id == exchange_id) + ) + symbols = result.unique().scalars().all() + + return [ + SymbolResponse( + id=s.id, + exchange_id=s.exchange_id, + symbol=s.symbol, + base=s.base, + quote=s.quote, + is_active=s.is_active, + ) + for s in symbols + ] + + +@router.post("/{exchange_id}/sync") +async def sync_exchange_symbols_endpoint( + exchange_id: int, + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_admin_user), +) -> dict: + """Sync symbols for an exchange (admin only).""" + # Look up exchange by id + result = await db.execute(select(Exchange).where(Exchange.id == exchange_id)) + exchange = result.scalar_one_or_none() + if exchange is None: + raise NotFoundException(detail=f"Exchange with id {exchange_id} not found") + + count = await sync_exchange_symbols(db=db, exchange_name=exchange.name) + return {"message": f"Synced {count} symbols"} + + +@router.post("/{exchange_id}/fetch_candles") +async def fetch_candles( + exchange_id: int, + symbol: str = Body(..., embed=True, description="Trading pair symbol, e.g. BTC/USDT"), + timeframe: str = Body("1h", embed=True, description="Candle timeframe"), + limit: int = Body(500, embed=True, description="Number of candles to fetch"), + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_active_user), +) -> dict: + """Fetch and store candles for a symbol on an exchange.""" + # Look up exchange by id + result = await db.execute(select(Exchange).where(Exchange.id == exchange_id)) + exchange = result.scalar_one_or_none() + if exchange is None: + raise NotFoundException(detail=f"Exchange with id {exchange_id} not found") + + candles = await candle_service.fetch_and_store_candles( + db=db, + exchange_name=exchange.name, + symbol=symbol, + timeframe=timeframe, + limit=limit, + ) + return {"message": f"Fetched {len(candles)} candles"} diff --git a/backend/app/api/v1/orders.py b/backend/app/api/v1/orders.py new file mode 100755 index 0000000..6220e8a --- /dev/null +++ b/backend/app/api/v1/orders.py @@ -0,0 +1,155 @@ +"""API routes for placing orders on connected exchanges.""" +from __future__ import annotations + +import logging +from decimal import Decimal +from uuid import UUID + +from fastapi import APIRouter, Depends, status +from sqlalchemy import select +from sqlalchemy.ext.asyncio import AsyncSession + +from app.core.deps import get_current_user, get_db_session +from app.core.exceptions import NotFoundException, ValidationException +from app.core.security import decrypt_api_key +from app.exchange.factory import factory as exchange_factory +from app.exchange.types import BalanceResponse, OrderData, OrderRequest +from app.models import Exchange, ExchangeCredential, User +from app.models.real_trade import RealTrade + +logger = logging.getLogger(__name__) + +router = APIRouter(prefix="/orders", tags=["orders"]) + + +@router.post("/place", response_model=OrderData) +async def place_order( + req: OrderRequest, + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_user), +) -> OrderData: + """Place an order on a connected exchange. + + Uses the user's saved API credentials for the exchange. + The exchange name is inferred from the symbol or passed explicitly. + """ + # Currently only market orders are supported via this endpoint + if req.order_type not in ("market", "limit"): + raise ValidationException(detail=f"Unsupported order type: {req.order_type}") + if req.order_type == "limit" and req.price is None: + raise ValidationException(detail="Price is required for limit orders") + if req.amount <= 0: + raise ValidationException(detail="Amount must be positive") + + # Infer exchange name from symbol prefix heuristics, or default to mexc + # In a more advanced setup the user would specify exchange_id in the request + exchange_name = "mexc" + + # Find the user's active credential for this exchange + result = await db.execute( + select(ExchangeCredential) + .join(Exchange, Exchange.id == ExchangeCredential.exchange_id) + .where( + ExchangeCredential.user_id == current_user.id, + Exchange.name == exchange_name, + ExchangeCredential.is_active == True, + ) + ) + cred = result.scalar_one_or_none() + if cred is None: + raise NotFoundException( + detail=f"No active API key found for {exchange_name}. " + f"Go to Profile → API Keys to add one." + ) + + # Decrypt the stored API key/secret + try: + # api_key is stored as plaintext (masked in responses), api_secret is encrypted + api_secret = decrypt_api_key(cred.api_secret_enc, iv_hex=cred.api_secret_iv) + except Exception as e: + logger.error(f"Failed to decrypt API key for user {current_user.id}: {e}") + raise ValidationException(detail="Failed to decrypt stored API key. Please re-add your credentials.") + + # Create the exchange adapter with credentials + try: + adapter = exchange_factory.create( + exchange_name, + api_key=cred.api_key, + api_secret=api_secret, + testnet=cred.is_testnet, + ) + except ValueError as e: + raise NotFoundException(detail=str(e)) + + # Place the order + try: + order = await adapter.create_order(req) + logger.info( + "Order placed: user=%s exchange=%s symbol=%s side=%s amount=%s", + current_user.username, exchange_name, req.symbol, req.side, req.amount, + ) + + # Persist to real_trades + real_trade = RealTrade( + user_id=current_user.id, + exchange=exchange_name, + symbol=req.symbol, + side=req.side, + order_type=req.order_type, + amount=req.amount, + price=req.price, + filled_amount=order.filled, + status=order.status, + order_id=order.order_id, + ) + db.add(real_trade) + await db.flush() + logger.info("Real trade #%d persisted for order %s", real_trade.id, order.order_id) + + return order + except Exception as e: + logger.error(f"Order failed for user {current_user.id}: {e}") + raise ValidationException(detail=f"Order failed: {str(e)[:300]}") + + +@router.get("/balance", response_model=BalanceResponse) +async def get_balance( + exchange_name: str = "mexc", + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_user), +) -> BalanceResponse: + """Fetch account balance from a connected exchange.""" + result = await db.execute( + select(ExchangeCredential) + .join(Exchange, Exchange.id == ExchangeCredential.exchange_id) + .where( + ExchangeCredential.user_id == current_user.id, + Exchange.name == exchange_name, + ExchangeCredential.is_active == True, + ) + ) + cred = result.scalar_one_or_none() + if cred is None: + raise NotFoundException( + detail=f"No active API key found for {exchange_name}. " + f"Go to Profile → API Keys to add one." + ) + + try: + api_secret = decrypt_api_key(cred.api_secret_enc, iv_hex=cred.api_secret_iv) + except Exception as e: + logger.error(f"Failed to decrypt API key: {e}") + raise ValidationException(detail="Failed to decrypt stored API key.") + + adapter = exchange_factory.create( + exchange_name, + api_key=cred.api_key, + api_secret=api_secret, + testnet=cred.is_testnet, + ) + + try: + return await adapter.fetch_balance() + except Exception as e: + logger.error(f"Balance fetch failed for user {current_user.id}: {e}") + raise ValidationException(detail=f"Balance fetch failed: {str(e)[:300]}") diff --git a/backend/app/api/v1/real_trades.py b/backend/app/api/v1/real_trades.py new file mode 100755 index 0000000..b47678b --- /dev/null +++ b/backend/app/api/v1/real_trades.py @@ -0,0 +1,134 @@ +"""API routes for real trade tracking.""" + +from __future__ import annotations + +import logging +from datetime import datetime, timedelta, timezone +from decimal import Decimal +from typing import Optional + +from fastapi import APIRouter, Depends, Query +from sqlalchemy import and_, desc, func, select +from sqlalchemy.ext.asyncio import AsyncSession + +from app.core.deps import get_current_trader_user, get_current_viewer_user, get_db_session +from app.models import User +from app.models.real_trade import RealTrade +from app.schemas.real_trade import ( + RealTradeCreateRequest, + RealTradeListResponse, + RealTradeResponse, + WinRatePeriod, + WinRateResponse, +) + +logger = logging.getLogger(__name__) + +router = APIRouter(prefix="/real-trades", tags=["real-trades"]) + + +@router.get("", response_model=RealTradeListResponse) +async def list_real_trades( + symbol: Optional[str] = Query(None, description="Filter by symbol (e.g. BTC/USDT)"), + status: Optional[str] = Query(None, description="open / filled / cancelled"), + limit: int = Query(100, ge=1, le=500), + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_viewer_user), +): + """Get real trades for the current user.""" + query = ( + select(RealTrade) + .where(RealTrade.user_id == current_user.id) + .order_by(desc(RealTrade.created_at)) + .limit(limit) + ) + if symbol: + query = query.where(RealTrade.symbol == symbol) + if status: + query = query.where(RealTrade.status == status) + + result = await db.execute(query) + trades = result.scalars().all() + + trades_resp = [RealTradeResponse.model_validate(t) for t in trades] + + # Aggregate stats for filled / closed trades with PnL + closed_with_pnl = [t for t in trades if t.status in ("filled", "cancelled") and t.pnl is not None] + total_pnl: Optional[float] = None + win_rate: Optional[float] = None + if closed_with_pnl: + total_pnl = float(sum(t.pnl for t in closed_with_pnl)) + wins = sum(1 for t in closed_with_pnl if t.pnl > 0) + win_rate = round(wins / len(closed_with_pnl) * 100, 1) if closed_with_pnl else 0.0 + + return RealTradeListResponse( + trades=trades_resp, + total=len(trades_resp), + total_pnl=total_pnl, + win_rate=win_rate, + ) + + +@router.post("", response_model=RealTradeResponse, status_code=201) +async def create_real_trade( + req: RealTradeCreateRequest, + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_trader_user), +): + """Persist a real trade record (called after placing an order on an exchange).""" + trade = RealTrade( + user_id=current_user.id, + exchange=req.exchange, + symbol=req.symbol, + side=req.side, + order_type=req.order_type, + amount=Decimal(str(req.amount)), + price=Decimal(str(req.price)) if req.price is not None else None, + filled_amount=Decimal(str(req.filled_amount)), + status=req.status, + order_id=req.order_id, + ) + db.add(trade) + await db.flush() + await db.commit() + await db.refresh(trade) + logger.info( + "Real trade #%d created: %s %s %s on %s", + trade.id, trade.side, trade.amount, trade.symbol, trade.exchange, + ) + return RealTradeResponse.model_validate(trade) + + +@router.get("/win-rate", response_model=WinRateResponse) +async def get_win_rate( + db: AsyncSession = Depends(get_db_session), + current_user: User = Depends(get_current_viewer_user), +): + """Win-rate breakdown for daily, weekly, and monthly periods.""" + now = datetime.now(timezone.utc) + + periods = { + "daily": now - timedelta(days=1), + "weekly": now - timedelta(days=7), + "monthly": now - timedelta(days=30), + } + + result: dict[str, WinRatePeriod] = {} + + for label, start in periods.items(): + query = select(RealTrade).where( + and_( + RealTrade.user_id == current_user.id, + RealTrade.created_at >= start, + RealTrade.status.in_(["filled", "cancelled"]), + RealTrade.pnl.isnot(None), + ) + ) + rows = await db.execute(query) + trades = rows.scalars().all() + total = len(trades) + wins = sum(1 for t in trades if t.pnl > 0) + rate = round(wins / total * 100, 1) if total > 0 else 0.0 + result[label] = WinRatePeriod(trades=total, wins=wins, win_rate=rate) + + return WinRateResponse(**result) diff --git a/backend/app/api/v1/router.py b/backend/app/api/v1/router.py new file mode 100755 index 0000000..c444e32 --- /dev/null +++ b/backend/app/api/v1/router.py @@ -0,0 +1,56 @@ +from __future__ import annotations + +from fastapi import APIRouter, Depends + +from app.api.v1.auth import router as auth_router +from app.api.v1.admin import router as admin_router +from app.api.v1.credentials import router as credentials_router +from app.api.v1.exchanges import router as exchanges_router +from app.api.v1.symbols import router as symbols_router +from app.api.v1.signals import router as signals_router +from app.api.v1.backtest import router as backtest_router +from app.api.v1.backtest_history import router as backtest_history_router +from app.api.v1.watchlist import router as watchlist_router +from app.api.v1.orders import router as orders_router +from app.api.v1.real_trades import router as real_trades_router +from app.api.v1.strategies import router as strategies_router +from app.api.v1.analytics import router as analytics_router +from app.api.v1.audit import router as audit_router +from app.api.v1.alerts import router as alerts_router + +api_router = APIRouter(prefix="/api/v1") +api_router.include_router(auth_router) +api_router.include_router(symbols_router) +api_router.include_router(exchanges_router) +api_router.include_router(admin_router) +api_router.include_router(credentials_router) +api_router.include_router(signals_router) +api_router.include_router(backtest_router) +api_router.include_router(backtest_history_router) +api_router.include_router(watchlist_router) +api_router.include_router(orders_router) +api_router.include_router(real_trades_router) +api_router.include_router(strategies_router) +api_router.include_router(analytics_router) +api_router.include_router(audit_router) +api_router.include_router(alerts_router) + + +# ── Users endpoint (no prefix, directly on api_router) ── +from app.core.deps import get_current_user as _get_current_user +from app.models.user import User as _User + + +@api_router.get("/users/me") +async def get_current_user_info( + current_user: _User = Depends(_get_current_user), +): + """Return the currently authenticated user's profile.""" + return { + "id": str(current_user.id), + "username": current_user.username, + "email": current_user.email, + "display_name": current_user.display_name, + "is_active": current_user.is_active, + "is_admin": current_user.is_admin, + } diff --git a/backend/app/api/v1/signals.py b/backend/app/api/v1/signals.py new file mode 100755 index 0000000..22ab569 --- /dev/null +++ b/backend/app/api/v1/signals.py @@ -0,0 +1,71 @@ +"""API routes for trading signals, hypothetical trades, and reviews.""" + +from __future__ import annotations + +import logging +from typing import Optional + +from fastapi import APIRouter, Depends, Query +from sqlalchemy.ext.asyncio import AsyncSession + +from app.database import get_db +from app.core.deps import get_current_user +from app.models.user import User +from app.services.signal_service import ( + get_recent_signals, + get_review, + get_trade_history, +) +from app.schemas.signal import ( + ReviewResponse, + SignalListResponse, + SignalResponse, + TradeListResponse, + TradeResponse, +) + +logger = logging.getLogger(__name__) +router = APIRouter(prefix="/signals", tags=["signals"]) + + +@router.get("", response_model=SignalListResponse) +async def list_signals( + symbol: Optional[str] = Query(None, description="Filter by symbol (e.g. BTC/USDT)"), + limit: int = Query(50, ge=1, le=200), + db: AsyncSession = Depends(get_db), + current_user: User = Depends(get_current_user), +): + """Get the most recent trading signals.""" + signals = await get_recent_signals(db, symbol=symbol, limit=limit) + return SignalListResponse(signals=signals, total=len(signals)) + + +@router.get("/trades", response_model=TradeListResponse) +async def list_trades( + symbol: Optional[str] = Query(None, description="Filter by symbol"), + status: Optional[str] = Query(None, description="OPEN or CLOSED"), + limit: int = Query(100, ge=1, le=500), + db: AsyncSession = Depends(get_db), + current_user: User = Depends(get_current_user), +): + """Get hypothetical trade history for the current user.""" + trades, total_pnl, win_rate = await get_trade_history( + db, symbol=symbol, status=status, limit=limit, user_id=current_user.id + ) + return TradeListResponse( + trades=trades, + total=len(trades), + total_pnl=total_pnl, + win_rate=win_rate, + ) + + +@router.get("/review", response_model=ReviewResponse) +async def get_period_review( + period: str = Query("weekly", regex="^(weekly|monthly)$"), + db: AsyncSession = Depends(get_db), + current_user: User = Depends(get_current_user), +): + """Get a weekly or monthly performance review for the current user.""" + review = await get_review(db, period=period, user_id=current_user.id) + return ReviewResponse(**review) diff --git a/backend/app/api/v1/strategies.py b/backend/app/api/v1/strategies.py new file mode 100755 index 0000000..c9eb881 --- /dev/null +++ b/backend/app/api/v1/strategies.py @@ -0,0 +1,127 @@ +"""API routes for per-user strategy configuration.""" + +from __future__ import annotations + +import logging +from typing import Any + +from fastapi import APIRouter, Depends +from sqlalchemy.ext.asyncio import AsyncSession + +from app.database import get_db +from app.core.deps import get_current_active_user +from app.models.user import User +from app.schemas.strategy import ( + STRATEGY_DISPLAY, + STRATEGY_NAMES, + StrategyConfigRequest, + StrategyEntry, + StrategyListResponse, +) + +logger = logging.getLogger(__name__) +router = APIRouter(prefix="/strategies", tags=["strategies"]) + + +def _get_enabled_strategies(preferences: dict | None) -> list[str]: + """Extract the enabled_strategies list from user preferences. + Returns ALL strategies by default when not configured. + """ + if not preferences: + return list(STRATEGY_NAMES) + enabled = preferences.get("enabled_strategies") + if enabled is None: + return list(STRATEGY_NAMES) + return enabled + + +def _get_thresholds(preferences: dict | None) -> dict[str, float]: + """Extract the thresholds dict from user preferences.""" + if not preferences: + return {} + return preferences.get("thresholds", {}) + + +@router.get("", response_model=StrategyListResponse) +async def list_strategies( + db: AsyncSession = Depends(get_db), + current_user: User = Depends(get_current_active_user), +) -> StrategyListResponse: + """Get the list of all available strategies with their enabled status + for the current user, based on user preferences.""" + prefs: dict[str, Any] = current_user.preferences or {} + enabled_list = _get_enabled_strategies(prefs) + enabled_set = set(enabled_list) + + entries = [ + StrategyEntry( + name=name, + display_name=STRATEGY_DISPLAY.get(name, name), + enabled=name in enabled_set, + ) + for name in STRATEGY_NAMES + ] + + thresholds = _get_thresholds(prefs) + + return StrategyListResponse(strategies=entries, thresholds=thresholds) + + +@router.post("", response_model=StrategyListResponse) +async def update_strategies_post( + body: StrategyConfigRequest, + db: AsyncSession = Depends(get_db), + current_user: User = Depends(get_current_active_user), +) -> StrategyListResponse: + """Alias for PUT /strategies — supports POST method.""" + return await update_strategies(body=body, db=db, current_user=current_user) + + +@router.put("", response_model=StrategyListResponse) +async def update_strategies( + body: StrategyConfigRequest, + db: AsyncSession = Depends(get_db), + current_user: User = Depends(get_current_active_user), +) -> StrategyListResponse: + """Update the current user's enabled_strategies and/or thresholds + in their preferences JSON column.""" + prefs: dict[str, Any] = current_user.preferences or {} + + if body.enabled_strategies is not None: + # Validate that all provided strategy names are known + valid_names = set(STRATEGY_NAMES) + for name in body.enabled_strategies: + if name not in valid_names: + from fastapi import HTTPException + raise HTTPException( + status_code=422, + detail=f"Unknown strategy name: {name}. Valid: {STRATEGY_NAMES}", + ) + prefs["enabled_strategies"] = body.enabled_strategies + + if body.thresholds is not None: + prefs["thresholds"] = body.thresholds + + current_user.preferences = prefs + await db.flush() + logger.info( + "Strategy prefs updated for user %s: enabled=%s, thresholds=%s", + current_user.username, + prefs.get("enabled_strategies"), + prefs.get("thresholds"), + ) + + # Build response + enabled_list = _get_enabled_strategies(prefs) + enabled_set = set(enabled_list) + entries = [ + StrategyEntry( + name=name, + display_name=STRATEGY_DISPLAY.get(name, name), + enabled=name in enabled_set, + ) + for name in STRATEGY_NAMES + ] + thresholds = _get_thresholds(prefs) + + return StrategyListResponse(strategies=entries, thresholds=thresholds) diff --git a/backend/app/api/v1/symbols.py b/backend/app/api/v1/symbols.py new file mode 100755 index 0000000..ec60aff --- /dev/null +++ b/backend/app/api/v1/symbols.py @@ -0,0 +1,181 @@ +from __future__ import annotations + +from datetime import datetime +from typing import Optional + +from fastapi import APIRouter, Depends, Query +from sqlalchemy import and_, select +from sqlalchemy.ext.asyncio import AsyncSession +from sqlalchemy.orm import joinedload + +from app.core.deps import get_db_session +from app.core.exceptions import ValidationException +from app.models import Candle, Exchange, Symbol +from app.schemas import CandleListResponse, SymbolResponse, SymbolSearchResponse +from app.services import candle_service + +router = APIRouter(prefix="/symbols", tags=["symbols"]) + + +@router.get("", response_model=list[SymbolResponse]) +async def list_symbols( + exchange: Optional[str] = Query(None, description="Filter by exchange name"), + active_only: bool = Query(True, description="Only return active symbols"), + limit: int = Query(50, ge=1, le=1000, description="Max symbols to return"), + offset: int = Query(0, ge=0, description="Offset for pagination"), + db: AsyncSession = Depends(get_db_session), +) -> list[SymbolResponse]: + """Return symbols with pagination, optionally filtered by exchange and/or active status.""" + query = select(Symbol).options(joinedload(Symbol.exchange)) + + if exchange: + query = query.join(Exchange, Exchange.id == Symbol.exchange_id).where( + Exchange.name == exchange + ) + if active_only: + query = query.where(Symbol.is_active == True) # noqa: E712 + + query = query.limit(limit).offset(offset) + result = await db.execute(query) + symbols = result.unique().scalars().all() + + return [ + SymbolResponse( + id=s.id, + exchange_id=s.exchange_id, + symbol=s.symbol, + base=s.base, + quote=s.quote, + is_active=s.is_active, + ) + for s in symbols + ] + + +@router.get("/search", response_model=SymbolSearchResponse) +async def search_symbols( + q: str = Query(..., min_length=1, description="Search query"), + exchange: Optional[str] = Query(None, description="Filter by exchange name"), + limit: int = Query(50, ge=1, le=1000, description="Max results"), + db: AsyncSession = Depends(get_db_session), +) -> SymbolSearchResponse: + """Search symbols by name (case-insensitive partial match).""" + query = select(Symbol).options(joinedload(Symbol.exchange)) + + query = query.where(Symbol.symbol.ilike(f"%{q}%")) + + if exchange: + query = query.join(Exchange, Exchange.id == Symbol.exchange_id).where( + Exchange.name == exchange + ) + + query = query.limit(limit) + result = await db.execute(query) + symbols = result.unique().scalars().all() + + return SymbolSearchResponse( + symbols=[ + SymbolResponse( + id=s.id, + exchange_id=s.exchange_id, + symbol=s.symbol, + base=s.base, + quote=s.quote, + is_active=s.is_active, + ) + for s in symbols + ] + ) + + +@router.get("/candles", response_model=CandleListResponse) +async def get_candles_endpoint( + symbol: str = Query(..., description="Trading pair symbol, e.g. BTC/USDT"), + exchange: str = Query("binance", description="Exchange name"), + timeframe: str = Query("1h", description="Candle timeframe"), + cursor: Optional[str] = Query(None, description="ISO datetime cursor for pagination"), + limit: int = Query(500, ge=1, le=1000, description="Max candles to return"), + db: AsyncSession = Depends(get_db_session), +) -> CandleListResponse: + """Get candles for a symbol with cursor-based pagination.""" + cursor_dt: Optional[datetime] = None + if cursor is not None: + try: + cursor_dt = datetime.fromisoformat(cursor) + except ValueError: + raise ValidationException( + detail=f"Invalid cursor format: {cursor!r}. Expected ISO datetime string." + ) + + return await candle_service.get_candles( + db=db, + symbol=symbol, + exchange_name=exchange, + timeframe=timeframe, + cursor=cursor_dt, + limit=limit, + ) + + +@router.get("/{base}/{quote}/candles", response_model=CandleListResponse) +async def get_candles_by_path( + base: str, + quote: str, + exchange: str = Query("binance", description="Exchange name"), + timeframe: str = Query("1h", description="Candle timeframe"), + cursor: Optional[str] = Query(None, description="ISO datetime cursor for pagination"), + limit: int = Query(500, ge=1, le=1000, description="Max candles to return"), + db: AsyncSession = Depends(get_db_session), +) -> CandleListResponse: + """Get candles — symbol via path (e.g. BTC/USDT/candles).""" + symbol = f"{base}/{quote}" + cursor_dt: Optional[datetime] = None + if cursor is not None: + try: + cursor_dt = datetime.fromisoformat(cursor) + except ValueError: + raise ValidationException( + detail=f"Invalid cursor format: {cursor!r}. Expected ISO datetime string." + ) + return await candle_service.get_candles( + db=db, + symbol=symbol, + exchange_name=exchange, + timeframe=timeframe, + cursor=cursor_dt, + limit=limit, + ) + + +@router.get("/{base}/{quote}/indicators") +async def get_indicators_by_path( + base: str, + quote: str, + exchange: str = Query("binance", description="Exchange name"), + timeframe: str = Query("1h", description="Candle timeframe"), + db: AsyncSession = Depends(get_db_session), +) -> dict: + """Return computed technical indicators — symbol via path.""" + symbol = f"{base}/{quote}" + return await candle_service.get_indicators( + db=db, + symbol=symbol, + exchange_name=exchange, + timeframe=timeframe, + ) + + +@router.get("/indicators") +async def get_indicators_endpoint( + symbol: str = Query(..., description="Trading pair symbol, e.g. BTC/USDT"), + exchange: str = Query("binance", description="Exchange name"), + timeframe: str = Query("1h", description="Candle timeframe"), + db: AsyncSession = Depends(get_db_session), +) -> dict: + """Return computed technical indicators for a symbol.""" + return await candle_service.get_indicators( + db=db, + symbol=symbol, + exchange_name=exchange, + timeframe=timeframe, + ) diff --git a/backend/app/api/v1/watchlist.py b/backend/app/api/v1/watchlist.py new file mode 100755 index 0000000..2448145 --- /dev/null +++ b/backend/app/api/v1/watchlist.py @@ -0,0 +1,196 @@ +"""API routes for user watchlist management.""" + +from __future__ import annotations + +import logging +from uuid import UUID + +from fastapi import APIRouter, Depends, Query +from sqlalchemy import and_, case, delete, or_, select +from sqlalchemy.ext.asyncio import AsyncSession +from sqlalchemy.orm import joinedload + +from app.core.deps import get_db_session, get_current_active_user +from app.core.exceptions import AppException, NotFoundException +from app.models import Exchange, Symbol, Watchlist +from app.models.user import User as UserModel +from app.schemas import ( + SymbolResponse, + WatchlistCreateRequest, + WatchlistResponse, +) + +logger = logging.getLogger(__name__) +router = APIRouter(prefix="/watchlist", tags=["watchlist"]) + + +@router.get("", response_model=list[WatchlistResponse]) +async def list_watchlist( + db: AsyncSession = Depends(get_db_session), + current_user: UserModel = Depends(get_current_active_user), +): + """List all symbols in the user's watchlist.""" + result = await db.execute( + select(Watchlist) + .options(joinedload(Watchlist.symbol).joinedload(Symbol.exchange)) + .where(Watchlist.user_id == current_user.id) + .order_by(Watchlist.sort_order, Watchlist.created_at) + ) + items = result.unique().scalars().all() + + return [ + WatchlistResponse( + id=item.id, + symbol_id=item.symbol_id, + symbol=item.symbol.symbol, + exchange=item.symbol.exchange.name if item.symbol.exchange else "", + label=item.label, + sort_order=item.sort_order, + ) + for item in items + ] + + +@router.post("", response_model=WatchlistResponse, status_code=201) +async def add_to_watchlist( + body: WatchlistCreateRequest, + db: AsyncSession = Depends(get_db_session), + current_user: UserModel = Depends(get_current_active_user), +): + """Add a symbol to the user's watchlist.""" + # Check symbol exists + result = await db.execute( + select(Symbol) + .options(joinedload(Symbol.exchange)) + .where(Symbol.id == body.symbol_id) + ) + symbol = result.unique().scalar_one_or_none() + if symbol is None: + raise NotFoundException(detail=f"Symbol id={body.symbol_id} not found") + + # Check not already in watchlist + existing = await db.execute( + select(Watchlist).where( + and_( + Watchlist.user_id == current_user.id, + Watchlist.symbol_id == body.symbol_id, + ) + ) + ) + if existing.scalar_one_or_none(): + raise AppException( + status_code=409, + detail="Symbol already in watchlist", + code="duplicate_entry", + ) + + # Get next sort_order + max_order = await db.execute( + select(Watchlist.sort_order) + .where(Watchlist.user_id == current_user.id) + .order_by(Watchlist.sort_order.desc()) + .limit(1) + ) + next_order = (max_order.scalar_one_or_none() or 0) + 1 + + item = Watchlist( + user_id=current_user.id, + symbol_id=body.symbol_id, + label=body.label, + sort_order=body.sort_order if body.sort_order is not None else next_order, + ) + db.add(item) + await db.flush() + await db.refresh(item, ["symbol"]) + + return WatchlistResponse( + id=item.id, + symbol_id=item.symbol_id, + symbol=symbol.symbol, + exchange=symbol.exchange.name if symbol.exchange else "", + label=item.label, + sort_order=item.sort_order, + ) + + +@router.delete("/{watchlist_id}", status_code=204) +async def remove_from_watchlist( + watchlist_id: UUID, + db: AsyncSession = Depends(get_db_session), + current_user: UserModel = Depends(get_current_active_user), +): + """Remove a symbol from the user's watchlist.""" + result = await db.execute( + select(Watchlist).where( + and_( + Watchlist.id == watchlist_id, + Watchlist.user_id == current_user.id, + ) + ) + ) + item = result.scalar_one_or_none() + if item is None: + raise NotFoundException(detail="Watchlist entry not found") + + await db.delete(item) + await db.flush() + + +@router.get("/all-symbols", response_model=list[SymbolResponse]) +async def list_all_symbols( + exchange: str = Query("mexc", description="Exchange name"), + q: str = Query("", description="Search filter"), + limit: int = Query(100, ge=1, le=1000, description="Max symbols"), + db: AsyncSession = Depends(get_db_session), + current_user: UserModel = Depends(get_current_active_user), +): + """List all available symbols for adding to watchlist, with optional search.""" + query = ( + select(Symbol) + .options(joinedload(Symbol.exchange)) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .where( + and_( + Exchange.name == exchange, + Symbol.is_active == True, # noqa: E712 + ) + ) + .limit(limit) + ) + if q: + like_q = f"%{q}%" + exact_q = q.upper() + # Search by base AND symbol-start to avoid cross-pair matches (AR/ETH) + query = query.where( + or_( + Symbol.base.ilike(like_q), + Symbol.symbol.ilike(f"{exact_q}/%"), + ) + ) + # Order: exact base match first, prefix, then rest + exact_expr = case( + (Symbol.base == exact_q, 0), + (Symbol.base.ilike(f"{exact_q}%"), 1), + else_=2, + ) + query = query.order_by(exact_expr, Symbol.symbol) + else: + # Default: show only USDT/USDC pairs for cleaner list + query = query.where(Symbol.quote.in_(["USDT", "USDC"])) + query = query.order_by(Symbol.symbol) + query = query.limit(500 if q else 200) + + result = await db.execute(query) + symbols = result.unique().scalars().all() + + return [ + SymbolResponse( + id=s.id, + exchange_id=s.exchange_id, + symbol=s.symbol, + base=s.base, + quote=s.quote, + is_active=s.is_active, + ) + for s in symbols + ] diff --git a/backend/app/api/ws/__init__.py b/backend/app/api/ws/__init__.py new file mode 100755 index 0000000..e69de29 diff --git a/backend/app/api/ws/candle_handler.py b/backend/app/api/ws/candle_handler.py new file mode 100755 index 0000000..65faa4f --- /dev/null +++ b/backend/app/api/ws/candle_handler.py @@ -0,0 +1,188 @@ +""" +WebSocket endpoint for real-time candle and ticker updates. + +Authentication via JWT token passed as a query parameter (``?token=...``). +Once authenticated, clients can subscribe/unsubscribe to symbol+timeframe+exchange +channels and receive live candle updates pushed by the background scheduler. +""" + +from __future__ import annotations + +import json +import logging + +from fastapi import APIRouter, WebSocket, WebSocketDisconnect + +from app.core.security import decode_token +from app.ws_manager import manager + +logger = logging.getLogger(__name__) + +router = APIRouter() + + +@router.websocket("/ws/v1/candles") +async def candle_websocket(websocket: WebSocket) -> None: + """ + WebSocket endpoint for real-time candle updates. + + **Authentication:** via query parameter ``?token=JWT`` + + **Client → Server messages:** + + .. code-block:: json + + {"action": "subscribe", "symbol": "BTC/USDT", "timeframe": "1h", "exchange": "mexc"} + {"action": "unsubscribe", "symbol": "BTC/USDT", "timeframe": "1h", "exchange": "mexc"} + + **Server → Client messages:** + + .. code-block:: json + + {"type": "connection", "status": "connected"} + {"type": "connection", "status": "authenticated"} + {"type": "candle", "data": {"symbol": "...", "timeframe": "...", ...}} + {"type": "ticker", "data": {"symbol": "...", "price": 123.45, ...}} + {"type": "error", "message": "..."} + """ + # ------------------------------------------------------------------ + # 1. Accept the connection + # ------------------------------------------------------------------ + await websocket.accept() + logger.info("WebSocket connection accepted: %s", id(websocket)) + + # ------------------------------------------------------------------ + # 2. Send connection status + # ------------------------------------------------------------------ + await _send_json(websocket, {"type": "connection", "status": "connected"}) + + # ------------------------------------------------------------------ + # 3. Extract JWT token: try subprotocol header first (secure), + # then fall back to query parameter (legacy compat) + # ------------------------------------------------------------------ + token: str | None = None + + # Try Sec-WebSocket-Protocol header (subprotocol-based auth) + subprotocols = websocket.headers.get("sec-websocket-protocol", "") + for sp in subprotocols.split(","): + sp = sp.strip() + if sp.startswith("token,"): + token = sp.split(",", 1)[1].strip() + break + elif sp.startswith("token-"): + token = sp[6:].strip() + break + + # Fallback: query parameter (backward compat, less secure) + if not token: + token = websocket.query_params.get("token") + + if not token: + await _send_json(websocket, {"type": "error", "message": "Missing token query parameter"}) + await websocket.close(code=4001) + return + + # ------------------------------------------------------------------ + # 4. Verify JWT token + # ------------------------------------------------------------------ + try: + decode_token(token) + except Exception as exc: + error_msg = str(exc) if str(exc) else "Invalid or expired token" + await _send_json(websocket, {"type": "error", "message": error_msg}) + await websocket.close(code=4001) + return + + # ------------------------------------------------------------------ + # 5. Send authenticated status + # ------------------------------------------------------------------ + await _send_json(websocket, {"type": "connection", "status": "authenticated"}) + logger.info("WebSocket %s authenticated", id(websocket)) + + # ------------------------------------------------------------------ + # 6. Register this websocket with the connection manager + # (it starts with no subscriptions — the client will subscribe below) + # ------------------------------------------------------------------ + # manager.subscribe(...) is called per-subscription in the message loop + + # ------------------------------------------------------------------ + # 7. Message loop — handle subscribe / unsubscribe + # ------------------------------------------------------------------ + try: + while True: + raw = await websocket.receive_text() + + try: + data = json.loads(raw) + except json.JSONDecodeError: + await _send_json(websocket, {"type": "error", "message": "Invalid JSON"}) + continue + + action: str | None = data.get("action") + symbol: str | None = data.get("symbol") + timeframe: str | None = data.get("timeframe") + exchange: str | None = data.get("exchange") + + if not action: + await _send_json(websocket, {"type": "error", "message": "Missing 'action' field"}) + continue + + if action not in ("subscribe", "unsubscribe"): + await _send_json( + websocket, + {"type": "error", "message": f"Unknown action: {action}"}, + ) + continue + + if not all([symbol, timeframe, exchange]): + await _send_json( + websocket, + { + "type": "error", + "message": "Missing one or more required fields: symbol, timeframe, exchange", + }, + ) + continue + + if action == "subscribe": + await manager.subscribe(websocket, symbol, timeframe, exchange) + logger.info( + "WebSocket %s subscribed to %s/%s/%s", + id(websocket), + exchange, + symbol, + timeframe, + ) + elif action == "unsubscribe": + await manager.unsubscribe(websocket, symbol, timeframe, exchange) + logger.info( + "WebSocket %s unsubscribed from %s/%s/%s", + id(websocket), + exchange, + symbol, + timeframe, + ) + + except WebSocketDisconnect: + logger.info("WebSocket %s disconnected", id(websocket)) + except Exception: + logger.exception("Unexpected error in WebSocket handler %s", id(websocket)) + finally: + # ------------------------------------------------------------------ + # 8. Clean up — remove from all subscriptions + # ------------------------------------------------------------------ + await manager.unsubscribe_all(websocket) + logger.info("WebSocket %s cleaned up (unsubscribed from all channels)", id(websocket)) + + +# ==================================================================== +# Internal helpers +# ==================================================================== + + +async def _send_json(websocket: WebSocket, data: dict) -> None: + """Send a JSON-serialisable dict to the websocket, ignoring errors.""" + try: + await websocket.send_json(data) + except Exception: + logger.debug("Failed to send JSON to WebSocket %s (may be disconnected)", id(websocket)) diff --git a/backend/app/config.py b/backend/app/config.py new file mode 100755 index 0000000..a9b4ba5 --- /dev/null +++ b/backend/app/config.py @@ -0,0 +1,43 @@ +from __future__ import annotations + +from pydantic_settings import BaseSettings, SettingsConfigDict + + +class Settings(BaseSettings): + """Application settings loaded from environment variables / .env file.""" + + # Database + DATABASE_URL: str = "postgresql+asyncpg://trading:trading_secret@db:5432/trading_portal" + + # JWT + JWT_PRIVATE_KEY_PATH: str = "/run/secrets/jwt_private.pem" + JWT_PUBLIC_KEY_PATH: str = "/run/secrets/jwt_public_key.pem" + JWT_PUBLIC_KEYS_DIR: str = "/run/secrets/jwt_public_keys" # directory of valid public keys + JWT_ACCESS_TOKEN_EXPIRE_MINUTES: int = 15 + JWT_REFRESH_TOKEN_EXPIRE_DAYS: int = 7 + + # Encryption + ENCRYPTION_KEY: str = "" + + # Server + HOST: str = "0.0.0.0" + PORT: int = 8000 + + # Logging + LOG_LEVEL: str = "INFO" + + # CORS + CORS_ORIGINS: str = "" + + # Demo user (from .env) + demo_user: str = "demo" + demo_pass: str = "demo1234" + + model_config = SettingsConfigDict( + env_file=".env", + env_file_encoding="utf-8", + extra="allow", + ) + + +settings = Settings() diff --git a/backend/app/core/__init__.py b/backend/app/core/__init__.py new file mode 100755 index 0000000..e69de29 diff --git a/backend/app/core/deps.py b/backend/app/core/deps.py new file mode 100755 index 0000000..fbd3c17 --- /dev/null +++ b/backend/app/core/deps.py @@ -0,0 +1,104 @@ +from __future__ import annotations + +from collections.abc import AsyncGenerator +from uuid import UUID + +from fastapi import Depends, Header, Request +from sqlalchemy import select +from sqlalchemy.ext.asyncio import AsyncSession + +from app.core.exceptions import InvalidCredentialsException, InvalidTokenException +from app.core.security import decode_token +from app.database import get_db +from app.models import User + + +async def get_db_session() -> AsyncGenerator[AsyncSession, None]: + """Provide an async SQLAlchemy database session via FastAPI dependency.""" + async for session in get_db(): + yield session + + +async def get_current_user( + request: Request, + db: AsyncSession = Depends(get_db_session), +) -> User: + """ + Extract the Bearer token from the Authorization header, decode it, + and fetch the corresponding user from the database. + + Raises ``InvalidCredentialsException`` if the token is missing, + invalid, or the user is not found. + """ + authorization: str | None = request.headers.get("Authorization") + + if not authorization or not authorization.startswith("Bearer "): + raise InvalidCredentialsException( + detail="Missing or malformed Authorization header" + ) + + token = authorization.removeprefix("Bearer ").strip() + + try: + payload = decode_token(token) + except Exception: + raise InvalidTokenException(detail="Invalid or expired token") + + sub: str | None = payload.get("sub") + if sub is None: + raise InvalidTokenException(detail="Token payload missing subject") + + user_id: UUID + try: + user_id = UUID(sub) + except ValueError: + raise InvalidTokenException(detail="Invalid token subject format") + + result = await db.execute(select(User).where(User.id == user_id)) + user = result.scalar_one_or_none() + + if user is None: + raise InvalidCredentialsException(detail="User not found") + + return user + + +async def get_current_active_user( + current_user: User = Depends(get_current_user), +) -> User: + """Return the current user if active, otherwise raise an error.""" + if not current_user.is_active: + raise InvalidCredentialsException(detail="Inactive user account") + return current_user + + +async def get_current_trader_user( + current_user: User = Depends(get_current_active_user), +) -> User: + """Return the current user if they are a trader or admin, otherwise raise an error.""" + if current_user.role not in ("admin", "trader"): + from app.core.exceptions import ForbiddenException + + raise ForbiddenException(detail="Trader or admin privileges required") + return current_user + + +async def get_current_viewer_user( + current_user: User = Depends(get_current_active_user), +) -> User: + """Return the current user if active (any role can view).""" + return current_user + + +async def get_current_admin_user( + current_user: User = Depends(get_current_active_user), +) -> User: + """Return the current user if they are an admin, otherwise raise an error. + + P1-22: Checks both is_admin AND role for frontend/backend consistency. + """ + if not current_user.is_admin and current_user.role != "admin": + from app.core.exceptions import ForbiddenException + + raise ForbiddenException(detail="Admin privileges required") + return current_user diff --git a/backend/app/core/exceptions.py b/backend/app/core/exceptions.py new file mode 100755 index 0000000..11a39d7 --- /dev/null +++ b/backend/app/core/exceptions.py @@ -0,0 +1,74 @@ +from __future__ import annotations + + +class AppException(Exception): + """Base exception for all application-level errors.""" + + status_code: int = 500 + detail: str = "Internal server error" + code: str = "internal_error" + + def __init__( + self, + status_code: int | None = None, + detail: str | None = None, + code: str | None = None, + ) -> None: + if status_code is not None: + self.status_code = status_code + if detail is not None: + self.detail = detail + if code is not None: + self.code = code + super().__init__(self.detail) + + +class NotFoundException(AppException): + status_code: int = 404 + code: str = "not_found" + detail: str = "Resource not found" + + +class AuthException(AppException): + status_code: int = 401 + code: str = "auth_error" + detail: str = "Authentication error" + + +class InvalidCredentialsException(AuthException): + code: str = "invalid_credentials" + detail: str = "Invalid username or password" + + +class TokenExpiredException(AuthException): + code: str = "token_expired" + detail: str = "Token has expired" + + +class InvalidTokenException(AuthException): + code: str = "invalid_token" + detail: str = "Invalid token" + + +class ForbiddenException(AppException): + status_code: int = 403 + code: str = "forbidden" + detail: str = "Forbidden" + + +class ValidationException(AppException): + status_code: int = 422 + code: str = "validation_error" + detail: str = "Validation error" + + +class RateLimitException(AppException): + status_code: int = 429 + code: str = "rate_limit" + detail: str = "Rate limit exceeded" + + +class ConflictException(AppException): + status_code: int = 409 + code: str = "conflict" + detail: str = "Resource already exists" diff --git a/backend/app/core/middleware.py b/backend/app/core/middleware.py new file mode 100755 index 0000000..ca3202d --- /dev/null +++ b/backend/app/core/middleware.py @@ -0,0 +1,73 @@ +from __future__ import annotations + +import time + +import structlog +from starlette.requests import Request +from starlette.responses import Response +from starlette.types import ASGIApp, Receive, Scope, Send + +logger = structlog.get_logger(__name__) + + +class RequestLoggingMiddleware: + """ASGI middleware that logs every request with method, path, status code, + and duration using structlog.""" + + def __init__(self, app: ASGIApp) -> None: + self.app = app + + async def __call__(self, scope: Scope, receive: Receive, send: Send) -> None: + if scope["type"] != "http": + await self.app(scope, receive, send) + return + + start = time.perf_counter() + request = Request(scope) + + # Wrap send to capture the response status code + status_code: int | None = None + + async def send_wrapper(message: dict) -> None: + nonlocal status_code + if message["type"] == "http.response.start": + status_code = message["status"] + await send(message) + + try: + await self.app(scope, receive, send_wrapper) + except Exception: + duration = time.perf_counter() - start + logger.error( + "request_error", + method=request.method, + path=request.url.path, + status_code=500, + duration_ms=round(duration * 1000, 2), + ) + raise + else: + duration = time.perf_counter() - start + if (status_code or 0) >= 400: + logger.warning( + "request_complete", + method=request.method, + path=request.url.path, + status_code=status_code, + duration_ms=round(duration * 1000, 2), + ) + else: + logger.info( + "request_complete", + method=request.method, + path=request.url.path, + status_code=status_code, + duration_ms=round(duration * 1000, 2), + ) + + +def register_middleware(app: ASGIApp) -> None: + """Convenience helper — add the middleware to a FastAPI app.""" + from app.core.middleware import RequestLoggingMiddleware # noqa: F811 + + app.add_middleware(RequestLoggingMiddleware) # type: ignore[arg-type] diff --git a/backend/app/core/security.py b/backend/app/core/security.py new file mode 100755 index 0000000..92ba581 --- /dev/null +++ b/backend/app/core/security.py @@ -0,0 +1,351 @@ +""" +Security module for the trading portal backend. + +Provides password hashing, JWT token management (RS256), +AES-256-CBC encryption for API key storage, and token utilities. +""" + +from __future__ import annotations + +import hashlib +import uuid +from datetime import datetime, timedelta, timezone +from typing import Optional, Tuple + +from fastapi import HTTPException +from jose import JWTError, jwt +from jose.exceptions import ExpiredSignatureError +from passlib.context import CryptContext +from cryptography.hazmat.primitives.ciphers import Cipher, algorithms, modes +from cryptography.hazmat.backends import default_backend + +from app.config import settings + +# --------------------------------------------------------------------------- +# Password hashing +# --------------------------------------------------------------------------- + +_pwd_context = CryptContext(schemes=["bcrypt"], deprecated="auto") + + +def hash_password(password: str) -> str: + """Hash a plaintext password using bcrypt (synchronous — use in thread pool).""" + return _pwd_context.hash(password) + + +def verify_password(plain: str, hashed: str) -> bool: + """Verify a plaintext password against a bcrypt hash (synchronous — use in thread pool).""" + return _pwd_context.verify(plain, hashed) + + +async def hash_password_async(password: str) -> str: + """Hash a plaintext password using bcrypt (async, runs in thread pool).""" + import asyncio + loop = asyncio.get_running_loop() + return await loop.run_in_executor(None, _pwd_context.hash, password) + + +async def verify_password_async(plain: str, hashed: str) -> bool: + """Verify a plaintext password against a bcrypt hash (async, runs in thread pool).""" + import asyncio + loop = asyncio.get_running_loop() + return await loop.run_in_executor(None, _pwd_context.verify, plain, hashed) + + +# --------------------------------------------------------------------------- +# JWT RS256 token management — with multi-key rotation support +# --------------------------------------------------------------------------- +# +# PRINCIPLE: +# - Tokens are SIGNED with the current private key and carry a "kid" +# (Key ID = SHA-256 fingerprint of the public key) in the JWT header. +# - Tokens are VERIFIED against ALL public keys in the keys directory. +# ANY valid key can decode the token → old tokens survive key rotation. +# - When rotating: add new key pair, old tokens remain valid until they +# expire naturally. Remove old public keys only after all their tokens +# have expired. +# +# Directory layout: +# /run/secrets/jwt_private.pem ← CURRENT signing key +# /run/secrets/jwt_public_keys/*.pem ← ALL valid public keys + +import hashlib +import os +from functools import lru_cache + +ALGORITHM = "RS256" + + +def _load_private_key() -> str: + """Read the current RSA private key PEM for signing new tokens.""" + try: + with open(settings.JWT_PRIVATE_KEY_PATH, "r") as f: + return f.read() + except FileNotFoundError: + raise HTTPException( + status_code=500, + detail=f"JWT private key not found at {settings.JWT_PRIVATE_KEY_PATH}", + ) + except OSError as exc: + raise HTTPException( + status_code=500, + detail=f"Failed to read JWT private key: {exc}", + ) + + +def _compute_kid(public_key_pem: str) -> str: + """Return a Key ID (SHA-256 fingerprint) for a public key PEM.""" + return hashlib.sha256(public_key_pem.strip().encode()).hexdigest()[:16] + + +@lru_cache(maxsize=1) +def _cached_public_key() -> str: + """Return the CURRENT public key (used for kid computation). Cached.""" + keys = _load_all_public_keys() + if not keys: + raise HTTPException(status_code=500, detail="No valid JWT public keys found") + return keys[-1][1] # newest key + + +def _load_all_public_keys() -> list[tuple[str, str]]: + """ + Load ALL valid public keys from the keys directory. + + Returns: + List of (kid, pem_content) tuples, sorted by filename for determinism. + The store allows multiple keys to coexist — old keys still validate + tokens signed before the last rotation. + """ + keys_dir = settings.JWT_PUBLIC_KEYS_DIR + keys: list[tuple[str, str]] = [] + + try: + for filename in sorted(os.listdir(keys_dir)): + if not filename.endswith(".pem"): + continue + filepath = os.path.join(keys_dir, filename) + try: + with open(filepath, "r") as f: + pem = f.read().strip() + if pem: + kid = _compute_kid(pem) + keys.append((kid, pem)) + except OSError: + continue # skip unreadable files + except FileNotFoundError: + pass # no directory yet — handled gracefully + except NotADirectoryError: + raise HTTPException( + status_code=500, + detail=f"JWT_PUBLIC_KEYS_DIR ({keys_dir}) is not a directory", + ) + + if not keys: + raise HTTPException( + status_code=500, + detail=f"No valid JWT public keys found in {keys_dir}", + ) + + return keys + + +def create_access_token( + data: dict, + expires_delta: Optional[timedelta] = None, +) -> str: + """Create a short-lived JWT access token (RS256). + + Includes ``kid`` header so the verifier knows which key to try first. + """ + to_encode = data.copy() + now = datetime.now(timezone.utc) + + if expires_delta is not None: + expire = now + expires_delta + else: + expire = now + timedelta(minutes=settings.JWT_ACCESS_TOKEN_EXPIRE_MINUTES) + + to_encode.update({"iat": now, "exp": expire, "sub": str(data["sub"])}) + + private_key = _load_private_key() + public_key = _cached_public_key() + kid = _compute_kid(public_key) + + headers = {"kid": kid} + return jwt.encode(to_encode, private_key, algorithm=ALGORITHM, headers=headers) + + +def create_refresh_token(data: dict) -> str: + """Create a long-lived JWT refresh token (RS256). + + Includes ``kid``, ``type: refresh``, and a unique ``jti``. + """ + to_encode = data.copy() + now = datetime.now(timezone.utc) + expire = now + timedelta(days=settings.JWT_REFRESH_TOKEN_EXPIRE_DAYS) + + to_encode.update( + { + "iat": now, + "exp": expire, + "sub": str(data["sub"]), + "type": "refresh", + "jti": generate_jti(), + } + ) + + private_key = _load_private_key() + public_key = _cached_public_key() + kid = _compute_kid(public_key) + + headers = {"kid": kid} + return jwt.encode(to_encode, private_key, algorithm=ALGORITHM, headers=headers) + + +def decode_token(token: str) -> dict: + """Decode and verify a JWT token using ALL known public keys. + + Tries every valid public key in the directory. If ANY key verifies the + token, it is valid — this is how key rotation works without breaking + existing sessions. + + Optimisation: the token's ``kid`` header is used to try the matching key + first before falling back to a full linear scan. + """ + # 1. Extract kid from token header (without verifying signature yet) + try: + unverified_header = jwt.get_unverified_header(token) + token_kid = unverified_header.get("kid") + except JWTError: + token_kid = None + + # 2. Load all valid public keys + all_keys = _load_all_public_keys() # [(kid, pem), ...] + + # 3. If we have a kid, try the matching key first + if token_kid: + for kid, pem in all_keys: + if kid == token_kid: + try: + return jwt.decode(token, pem, algorithms=[ALGORITHM]) + except ExpiredSignatureError: + raise HTTPException( + status_code=401, + detail="Token has expired", + headers={"WWW-Authenticate": "Bearer"}, + ) + except JWTError: + pass # key mismatch — fall through to full scan + + # 4. Fallback: try all keys (handles tokens without kid, or kid mismatch) + for kid, pem in all_keys: + try: + return jwt.decode(token, pem, algorithms=[ALGORITHM]) + except ExpiredSignatureError: + raise HTTPException( + status_code=401, + detail="Token has expired", + headers={"WWW-Authenticate": "Bearer"}, + ) + except JWTError: + continue # try next key + + # 5. No key worked + raise HTTPException( + status_code=401, + detail="Invalid or expired token", + headers={"WWW-Authenticate": "Bearer"}, + ) + + +# --------------------------------------------------------------------------- +# AES-256-CBC encryption (for API key storage) +# --------------------------------------------------------------------------- + +_BACKEND = default_backend() + + +def generate_encryption_key() -> str: + """Generate a random 32-byte (256-bit) hex-encoded encryption key. + + Print the key to stdout so it can be copied into the ``.env`` file. + """ + key = uuid.uuid4().hex + uuid.uuid4().hex # 64 hex chars = 32 bytes + print(f"Encryption key (save in .env as ENCRYPTION_KEY={key}): {key}") + return key + + +def _resolve_key(key_hex: Optional[str] = None) -> bytes: + """Return the AES key as bytes, falling back to settings.""" + raw = key_hex if key_hex is not None else settings.ENCRYPTION_KEY + if not raw: + raise HTTPException( + status_code=500, + detail="Encryption key not configured. Set ENCRYPTION_KEY in .env", + ) + return bytes.fromhex(raw) + + +def encrypt_api_key( + api_key: str, + key_hex: Optional[str] = None, +) -> Tuple[str, str]: + """Encrypt an API key with AES-256-CBC. + + Returns ``(ciphertext_hex, iv_hex)``. + """ + key = _resolve_key(key_hex) + iv = uuid.uuid4().bytes # 16 random bytes + cipher = Cipher(algorithms.AES(key), modes.CBC(iv), backend=_BACKEND) + encryptor = cipher.encryptor() + + # Pad plaintext to AES block size (16 bytes) using PKCS7 + plaintext_bytes = api_key.encode("utf-8") + pad_len = 16 - (len(plaintext_bytes) % 16) + padded = plaintext_bytes + bytes([pad_len] * pad_len) + + ciphertext = encryptor.update(padded) + encryptor.finalize() + return ciphertext.hex(), iv.hex() + + +def decrypt_api_key( + ciphertext_hex: str, + iv_hex: str, + key_hex: Optional[str] = None, +) -> str: + """Decrypt an AES-256-CBC encrypted API key. + + Returns the original plaintext string. + """ + key = _resolve_key(key_hex) + ciphertext = bytes.fromhex(ciphertext_hex) + iv = bytes.fromhex(iv_hex) + + cipher = Cipher(algorithms.AES(key), modes.CBC(iv), backend=_BACKEND) + decryptor = cipher.decryptor() + padded = decryptor.update(ciphertext) + decryptor.finalize() + + # Remove PKCS7 padding + pad_len = padded[-1] + if pad_len < 1 or pad_len > 16: + raise HTTPException( + status_code=500, + detail="Decryption failed: invalid padding", + ) + plaintext_bytes = padded[:-pad_len] + return plaintext_bytes.decode("utf-8") + + +# --------------------------------------------------------------------------- +# Token utilities +# --------------------------------------------------------------------------- + + +def generate_token_hash(token: str) -> str: + """Return the SHA-256 hex digest of a token string.""" + return hashlib.sha256(token.encode("utf-8")).hexdigest() + + +def generate_jti() -> str: + """Return a UUID4 hex string for use as a JWT token ID.""" + return uuid.uuid4().hex diff --git a/backend/app/database.py b/backend/app/database.py new file mode 100755 index 0000000..c393c3b --- /dev/null +++ b/backend/app/database.py @@ -0,0 +1,64 @@ +from __future__ import annotations + +import logging +from collections.abc import AsyncGenerator + +from sqlalchemy.exc import InterfaceError +from sqlalchemy.ext.asyncio import ( + AsyncSession, + async_sessionmaker, + create_async_engine, +) +from sqlalchemy.orm import DeclarativeBase + +from app.config import settings + +logger = logging.getLogger(__name__) + +engine = create_async_engine( + settings.DATABASE_URL, + echo=(settings.LOG_LEVEL == "DEBUG"), + pool_pre_ping=True, + pool_size=60, + max_overflow=20, + pool_timeout=5, + pool_recycle=600, + connect_args={ + "server_settings": { + "idle_in_transaction_session_timeout": "60000", + "statement_timeout": "10000", + } + }, +) + +async_session_factory = async_sessionmaker( + engine, + class_=AsyncSession, + expire_on_commit=False, +) + + +class Base(DeclarativeBase): + """Declarative base for all ORM models.""" + + +async def get_db() -> AsyncGenerator[AsyncSession, None]: + """Provide async DB session. Handles closed-connection errors gracefully + to prevent exception storms that spike CPU to 500%+.""" + async with async_session_factory() as session: + try: + yield session + await session.commit() + except InterfaceError: + logger.warning("Session commit skipped: connection already closed") + except Exception: + try: + await session.rollback() + except InterfaceError: + logger.warning("Session rollback skipped: connection already closed") + raise + finally: + try: + await session.close() + except InterfaceError: + pass # already closed diff --git a/backend/app/exchange/__init__.py b/backend/app/exchange/__init__.py new file mode 100755 index 0000000..e69de29 diff --git a/backend/app/exchange/base.py b/backend/app/exchange/base.py new file mode 100755 index 0000000..993662f --- /dev/null +++ b/backend/app/exchange/base.py @@ -0,0 +1,344 @@ +from __future__ import annotations + +import logging +from abc import ABC, abstractmethod +from typing import Any, Optional + +import ccxt + +from app.exchange.rate_limiter import GlobalRateLimiter, RateLimiter +from app.exchange.types import ( + BalanceData, + BalanceResponse, + CandleData, + CandleValidationError, + OpenOrderData, + OrderData, + OrderRequest, + PositionData, + SymbolInfo, + TickerData, + TradeData, +) + +logger = logging.getLogger(__name__) + + +class AbstractExchange(ABC): + """Abstract base class for exchange adapters.""" + + def __init__(self, api_key: str = "", api_secret: str = "", testnet: bool = False) -> None: + self.api_key = api_key + self.api_secret = api_secret + self.testnet = testnet + self._client: Optional[ccxt.Exchange] = None + self._rate_limiter: Optional[RateLimiter] = None + + def _init_ccxt(self) -> ccxt.Exchange: + """Initialize and return a CCXT exchange client. + + Subclasses must override this to configure the specific exchange. + """ + raise NotImplementedError("Subclasses must implement _init_ccxt") + + @property + def client(self) -> ccxt.Exchange: + if self._client is None: + self._client = self._init_ccxt() + return self._client + + @property + def rate_limiter(self) -> RateLimiter: + if self._rate_limiter is None: + self._rate_limiter = GlobalRateLimiter(self.get_name()) + return self._rate_limiter + + @abstractmethod + def get_name(self) -> str: + ... + + @abstractmethod + def get_base_url(self) -> str: + """Return the REST API base URL.""" + ... + + @abstractmethod + def get_ws_url(self) -> str: + """Return the WebSocket URL.""" + ... + + async def fetch_ohlcv(self, symbol: str, timeframe: str = "1h", limit: int = 500) -> list[CandleData]: + """Fetch OHLCV candle data from the exchange.""" + await self.rate_limiter.acquire() + raw = await self._async_fetch_ohlcv(symbol, timeframe, limit) + + candles: list[CandleData] = [] + for entry in raw: + ts, o, h, l, c, v = entry + open_dec = Decimal(str(o)) + high_dec = Decimal(str(h)) + low_dec = Decimal(str(l)) + close_dec = Decimal(str(c)) + volume_dec = Decimal(str(v)) + + if not (low_dec <= open_dec <= high_dec and low_dec <= close_dec <= high_dec): + continue + + candles.append( + CandleData( + symbol=symbol, + exchange=self.get_name(), + timeframe=timeframe, + timestamp=datetime.fromtimestamp(ts / 1000, tz=timezone.utc), + open=open_dec, + high=high_dec, + low=low_dec, + close=close_dec, + volume=volume_dec, + ) + ) + return candles + + async def _async_fetch_ohlcv(self, symbol: str, timeframe: str, limit: int, since: int | None = None) -> list[list[Any]]: + """Run the synchronous CCXT fetch_ohlcv in a thread pool.""" + import asyncio + + loop = asyncio.get_running_loop() + kwargs = dict(symbol=symbol, timeframe=timeframe, limit=limit) + if since is not None: + kwargs["since"] = since + return await loop.run_in_executor( + None, + lambda: self.client.fetch_ohlcv(**kwargs), + ) + + async def fetch_ticker(self, symbol: str) -> TickerData: + """Fetch ticker data from the exchange.""" + await self.rate_limiter.acquire() + raw = await self._async_fetch_ticker(symbol) + + return TickerData( + symbol=symbol, + exchange=self.get_name(), + bid=Decimal(str(raw.get("bid", 0))), + ask=Decimal(str(raw.get("ask", 0))), + last=Decimal(str(raw.get("last", 0))), + volume_24h=Decimal(str(raw.get("baseVolume", 0))), + change_24h=Decimal(str(raw.get("percentage", 0))) if raw.get("percentage") is not None else None, + timestamp=datetime.fromtimestamp(raw["timestamp"] / 1000, tz=timezone.utc) if raw.get("timestamp") else datetime.now(tz=timezone.utc), + ) + + async def _async_fetch_ticker(self, symbol: str) -> dict[str, Any]: + """Run the synchronous CCXT fetch_ticker in a thread pool.""" + import asyncio + + loop = asyncio.get_running_loop() + return await loop.run_in_executor( + None, + lambda: self.client.fetch_ticker(symbol), + ) + + async def fetch_symbols(self) -> list[SymbolInfo]: + """Fetch all available trading pairs from the exchange.""" + await self.rate_limiter.acquire() + import asyncio + + loop = asyncio.get_running_loop() + markets = await loop.run_in_executor(None, lambda: self.client.load_markets()) + + result: list[SymbolInfo] = [] + for sym, info in markets.items(): + if info.get("active", True): + result.append( + SymbolInfo( + symbol=sym, + base=info.get("base", ""), + quote=info.get("quote", ""), + exchange=self.get_name(), + is_active=info.get("active", True), + ) + ) + return result + + # ────────────────────────────────────────────── + # Order placement + # ────────────────────────────────────────────── + + async def create_order(self, req: OrderRequest) -> OrderData: + """Place an order on the exchange. + + Subclasses may override to add exchange-specific logic (e.g. leverage, + position side). Default implementation uses CCXT's create_order. + """ + import asyncio + + await self.rate_limiter.acquire() + params: dict[str, Any] = {} + if req.reduce_only: + params["reduceOnly"] = True + if req.position_side: + params["positionSide"] = req.position_side.upper() + + def _place() -> dict[str, Any]: + return self.client.create_order( + symbol=req.symbol, + type=req.order_type, + side=req.side, + amount=float(req.amount), + price=float(req.price) if req.price else None, + params=params, + ) + + loop = asyncio.get_running_loop() + raw = await loop.run_in_executor(None, _place) + + return OrderData( + exchange=self.get_name(), + symbol=raw.get("symbol", req.symbol), + order_id=str(raw.get("id", "")), + client_order_id=raw.get("clientOrderId"), + side=raw.get("side", req.side), + order_type=raw.get("type", req.order_type), + amount=Decimal(str(raw.get("amount", float(req.amount)))), + filled=Decimal(str(raw.get("filled", 0))), + price=Decimal(str(raw["price"])) if raw.get("price") else req.price, + average=Decimal(str(raw["average"])) if raw.get("average") else None, + status=raw.get("status", "open"), + timestamp=datetime.fromtimestamp(raw["timestamp"] / 1000, tz=timezone.utc) if raw.get("timestamp") else datetime.now(tz=timezone.utc), + raw=raw, + ) + + # ────────────────────────────────────────────── + # Balance + # ────────────────────────────────────────────── + + async def fetch_balance(self) -> BalanceResponse: + """Fetch the full account balance from the exchange.""" + import asyncio + + await self.rate_limiter.acquire() + + def _fetch() -> dict[str, Any]: + return self.client.fetch_balance() + + loop = asyncio.get_running_loop() + raw = await loop.run_in_executor(None, _fetch) + + balances: list[BalanceData] = [] + for asset, info in raw.get("total", {}).items(): + if asset == "info" or asset == "free" or asset == "used" or asset == "total": + continue + free = Decimal(str(raw.get("free", {}).get(asset, 0))) + used = Decimal(str(raw.get("used", {}).get(asset, 0))) + total = Decimal(str(info)) + if total > 0 or free > 0: + balances.append(BalanceData(asset=asset, free=free, used=used, total=total)) + + return BalanceResponse( + exchange=self.get_name(), + balances=balances, + timestamp=datetime.now(tz=timezone.utc), + ) + + # ────────────────────────────────────────────── + # Open Orders, Trades, Positions + # ────────────────────────────────────────────── + + async def fetch_open_orders(self, symbol: str | None = None) -> list[OpenOrderData]: + """Fetch open orders from the exchange.""" + import asyncio + + await self.rate_limiter.acquire() + + def _fetch() -> list[dict[str, Any]]: + return self.client.fetch_open_orders(symbol=symbol) + + loop = asyncio.get_running_loop() + raw_orders = await loop.run_in_executor(None, _fetch) + + orders: list[OpenOrderData] = [] + for raw in (raw_orders or []): + orders.append(OpenOrderData( + order_id=str(raw.get("id", "")), + symbol=raw.get("symbol", ""), + side=raw.get("side", ""), + order_type=raw.get("type", ""), + amount=Decimal(str(raw.get("amount", 0))), + filled=Decimal(str(raw.get("filled", 0))), + price=Decimal(str(raw["price"])) if raw.get("price") else None, + average=Decimal(str(raw["average"])) if raw.get("average") else None, + status=raw.get("status", "open"), + timestamp=datetime.fromtimestamp(raw["timestamp"] / 1000, tz=timezone.utc) + if raw.get("timestamp") else None, + )) + return orders + + async def fetch_my_trades(self, symbol: str | None = None, limit: int = 10) -> list[TradeData]: + """Fetch recent filled trades from the exchange.""" + import asyncio + + await self.rate_limiter.acquire() + + def _fetch() -> list[dict[str, Any]]: + return self.client.fetch_my_trades(symbol=symbol, limit=limit) + + loop = asyncio.get_running_loop() + raw_trades = await loop.run_in_executor(None, _fetch) + + trades: list[TradeData] = [] + for raw in (raw_trades or []): + cost = None + if raw.get("cost"): + cost = Decimal(str(raw["cost"])) + fee_val = None + fee_currency = None + if raw.get("fee"): + fee_val = Decimal(str(raw["fee"].get("cost", 0))) + fee_currency = raw["fee"].get("currency") + trades.append(TradeData( + trade_id=str(raw.get("id", "")), + symbol=raw.get("symbol", ""), + side=raw.get("side", ""), + amount=Decimal(str(raw.get("amount", 0))), + price=Decimal(str(raw.get("price", 0))), + cost=cost, + fee=fee_val, + fee_currency=fee_currency, + timestamp=datetime.fromtimestamp(raw["timestamp"] / 1000, tz=timezone.utc) + if raw.get("timestamp") else None, + )) + return trades + + async def fetch_positions(self, symbols: list[str] | None = None) -> list[PositionData]: + """Fetch open positions (futures/derivatives) from the exchange.""" + import asyncio + + await self.rate_limiter.acquire() + + def _fetch() -> list[dict[str, Any]]: + return self.client.fetch_positions(symbols=symbols) + + loop = asyncio.get_running_loop() + raw_positions = await loop.run_in_executor(None, _fetch) + + positions: list[PositionData] = [] + for raw in (raw_positions or []): + contracts = Decimal(str(raw.get("contracts", 0))) + if contracts == 0: + continue + positions.append(PositionData( + symbol=raw.get("symbol", ""), + side=raw.get("side", ""), + contracts=contracts, + entry_price=Decimal(str(raw["entryPrice"])) if raw.get("entryPrice") else None, + mark_price=Decimal(str(raw["markPrice"])) if raw.get("markPrice") else None, + unrealized_pnl=Decimal(str(raw["unrealizedPnl"])) if raw.get("unrealizedPnl") else None, + leverage=Decimal(str(raw["leverage"])) if raw.get("leverage") else None, + liquidation_price=Decimal(str(raw["liquidationPrice"])) if raw.get("liquidationPrice") else None, + percentage=Decimal(str(raw["percentage"])) if raw.get("percentage") else None, + )) + return positions + + +from decimal import Decimal +from datetime import datetime, timezone diff --git a/backend/app/exchange/binance.py b/backend/app/exchange/binance.py new file mode 100755 index 0000000..a89c5e2 --- /dev/null +++ b/backend/app/exchange/binance.py @@ -0,0 +1,37 @@ +from __future__ import annotations + +import ccxt + +from app.exchange.base import AbstractExchange + + +class BinanceAdapter(AbstractExchange): + """Exchange adapter for Binance.""" + + def get_name(self) -> str: + return "binance" + + def get_base_url(self) -> str: + return "https://api.binance.com" + + def get_ws_url(self) -> str: + return "wss://stream.binance.com:9443/ws" + + def _init_ccxt(self) -> ccxt.Exchange: + options: dict = { + "apiKey": self.api_key, + "secret": self.api_secret, + "rateLimit": 1200, + "enableRateLimit": True, + "options": { + "warnOnFetchOpenOrdersWithoutSymbol": False, + }, + } + if self.testnet: + options["urls"] = { + "api": { + "public": "https://testnet.binance.vision/api", + "private": "https://testnet.binance.vision/api", + } + } + return ccxt.binance(options) diff --git a/backend/app/exchange/bingx.py b/backend/app/exchange/bingx.py new file mode 100644 index 0000000..580d242 --- /dev/null +++ b/backend/app/exchange/bingx.py @@ -0,0 +1,26 @@ +from __future__ import annotations + +import ccxt + +from app.exchange.base import AbstractExchange + + +class BingXAdapter(AbstractExchange): + """Exchange adapter for BingX.""" + + def get_name(self) -> str: + return "bingx" + + def get_base_url(self) -> str: + return "https://api.bingx.com" + + def get_ws_url(self) -> str: + return "wss://open-api-ws.bingx.com/market" + + def _init_ccxt(self) -> ccxt.Exchange: + options: dict = { + "apiKey": self.api_key, + "secret": self.api_secret, + "enableRateLimit": True, + } + return ccxt.bingx(options) diff --git a/backend/app/exchange/bybit.py b/backend/app/exchange/bybit.py new file mode 100755 index 0000000..90722b1 --- /dev/null +++ b/backend/app/exchange/bybit.py @@ -0,0 +1,33 @@ +from __future__ import annotations + +import ccxt + +from app.exchange.base import AbstractExchange + + +class BybitAdapter(AbstractExchange): + """Exchange adapter for Bybit.""" + + def get_name(self) -> str: + return "bybit" + + def get_base_url(self) -> str: + return "https://api.bybit.com" + + def get_ws_url(self) -> str: + return "wss://stream.bybit.com/v5/public/spot" + + def _init_ccxt(self) -> ccxt.Exchange: + options: dict = { + "apiKey": self.api_key, + "secret": self.api_secret, + "enableRateLimit": True, + } + if self.testnet: + options["urls"] = { + "api": { + "public": "https://api-testnet.bybit.com", + "private": "https://api-testnet.bybit.com", + } + } + return ccxt.bybit(options) diff --git a/backend/app/exchange/factory.py b/backend/app/exchange/factory.py new file mode 100755 index 0000000..64ae768 --- /dev/null +++ b/backend/app/exchange/factory.py @@ -0,0 +1,87 @@ +from __future__ import annotations + +import hashlib +import time +from typing import Optional + +from app.exchange.base import AbstractExchange +from app.exchange.binance import BinanceAdapter +from app.exchange.bingx import BingXAdapter +from app.exchange.bybit import BybitAdapter +from app.exchange.gate import GateAdapter +from app.exchange.mexc import MEXCAdapter + + +class ExchangeFactory: + """Factory for creating exchange adapter instances. + + Implements the Singleton pattern via a global instance. + Caches adapter instances (TTL 5 min) to avoid repeated CCXT init (~20s). + """ + + _adapters: dict[str, type[AbstractExchange]] = { + "binance": BinanceAdapter, + "bingx": BingXAdapter, + "bybit": BybitAdapter, + "gate": GateAdapter, + "mexc": MEXCAdapter, + } + + def __init__(self) -> None: + self._cache: dict[str, tuple[AbstractExchange, float]] = {} + self._cache_ttl: float = 300.0 # 5 minutes + + def register(self, name: str, adapter_cls: type[AbstractExchange]) -> None: + """Register a new exchange adapter class.""" + self._adapters[name] = adapter_cls + + def _cache_key(self, name: str, api_key: str) -> str: + """Generate a cache key from exchange name + API key.""" + return f"{name}:{hashlib.sha256(api_key.encode()).hexdigest()[:16]}" + + def create( + self, + name: str, + api_key: str = "", + api_secret: str = "", + testnet: bool = False, + ) -> AbstractExchange: + """Create (or retrieve cached) an exchange adapter instance by name. + + Raises ValueError if the exchange is not registered. + """ + adapter_cls = self._adapters.get(name) + if adapter_cls is None: + raise ValueError( + f"Unknown exchange: {name!r}. " + f"Available exchanges: {', '.join(sorted(self._adapters))}" + ) + + # Return cached adapter if still fresh + if api_key: + key = self._cache_key(name, api_key) + cached = self._cache.get(key) + if cached is not None: + adapter, created_at = cached + if time.monotonic() - created_at < self._cache_ttl: + return adapter + # Expired — remove from cache + del self._cache[key] + + adapter = adapter_cls(api_key=api_key, api_secret=api_secret, testnet=testnet) + + # Warm up the CCXT client in the background — first balance call will trigger it + # but subsequent calls within TTL reuse the same instance + if api_key: + key = self._cache_key(name, api_key) + self._cache[key] = (adapter, time.monotonic()) + + return adapter + + def get_available_exchanges(self) -> list[str]: + """Return a list of registered exchange names.""" + return list(self._adapters.keys()) + + +# Global singleton factory instance +factory: ExchangeFactory = ExchangeFactory() diff --git a/backend/app/exchange/gate.py b/backend/app/exchange/gate.py new file mode 100644 index 0000000..b638765 --- /dev/null +++ b/backend/app/exchange/gate.py @@ -0,0 +1,26 @@ +from __future__ import annotations + +import ccxt + +from app.exchange.base import AbstractExchange + + +class GateAdapter(AbstractExchange): + """Exchange adapter for Gate.io.""" + + def get_name(self) -> str: + return "gate" + + def get_base_url(self) -> str: + return "https://api.gateio.ws" + + def get_ws_url(self) -> str: + return "wss://api.gateio.ws/ws/v4/" + + def _init_ccxt(self) -> ccxt.Exchange: + options: dict = { + "apiKey": self.api_key, + "secret": self.api_secret, + "enableRateLimit": True, + } + return ccxt.gate(options) diff --git a/backend/app/exchange/mexc.py b/backend/app/exchange/mexc.py new file mode 100755 index 0000000..ec8e7ab --- /dev/null +++ b/backend/app/exchange/mexc.py @@ -0,0 +1,33 @@ +from __future__ import annotations + +import ccxt + +from app.exchange.base import AbstractExchange + + +class MEXCAdapter(AbstractExchange): + """Exchange adapter for MEXC.""" + + def get_name(self) -> str: + return "mexc" + + def get_base_url(self) -> str: + return "https://api.mexc.com" + + def get_ws_url(self) -> str: + return "wss://wbs.mexc.com/ws" + + def _init_ccxt(self) -> ccxt.Exchange: + options: dict = { + "apiKey": self.api_key, + "secret": self.api_secret, + "enableRateLimit": True, + } + if self.testnet: + options["urls"] = { + "api": { + "public": "https://testnet-api.mexc.com", + "private": "https://testnet-api.mexc.com", + } + } + return ccxt.mexc(options) diff --git a/backend/app/exchange/rate_limiter.py b/backend/app/exchange/rate_limiter.py new file mode 100755 index 0000000..1f93b7d --- /dev/null +++ b/backend/app/exchange/rate_limiter.py @@ -0,0 +1,72 @@ +from __future__ import annotations + +import asyncio +import time +from typing import Optional + +# Per-exchange rate limits (requests per second for standard API) +BINANCE_RATE_LIMIT: int = 10 +BYBIT_RATE_LIMIT: int = 10 +MEXC_RATE_LIMIT: int = 20 + + +class RateLimiter: + """Token bucket rate limiter for exchange API requests.""" + + def __init__(self, tokens_per_second: float, max_tokens: Optional[int] = None, name: str = "") -> None: + self.tokens_per_second = tokens_per_second + self.max_tokens = max_tokens if max_tokens is not None else int(tokens_per_second) + self.name = name + self._tokens: float = float(self.max_tokens) + self._last_refill: float = time.monotonic() + self._lock: asyncio.Lock = asyncio.Lock() + + async def acquire(self) -> None: + """Wait for a token to be available, blocking until one is.""" + while True: + async with self._lock: + self._refill() + if self._tokens >= 1.0: + self._tokens -= 1.0 + return + # How long until we have at least 1 token? + wait_time = (1.0 - self._tokens) / self.tokens_per_second + await asyncio.sleep(wait_time) + + def _refill(self) -> None: + now = time.monotonic() + elapsed = now - self._last_refill + self._tokens = min(float(self.max_tokens), self._tokens + elapsed * self.tokens_per_second) + self._last_refill = now + + async def __aenter__(self) -> "RateLimiter": + await self.acquire() + return self + + async def __aexit__( + self, + exc_type: Optional[type[BaseException]], + exc_val: Optional[BaseException], + exc_tb: Optional[object], + ) -> None: + pass + + +# Global rate limiter registry: singleton mapping exchange_name -> RateLimiter instance +_global_limiters: dict[str, RateLimiter] = {} + + +def GlobalRateLimiter(exchange_name: str) -> RateLimiter: + """Get or create the singleton RateLimiter for an exchange.""" + if exchange_name not in _global_limiters: + limit_map = { + "binance": BINANCE_RATE_LIMIT, + "bybit": BYBIT_RATE_LIMIT, + "mexc": MEXC_RATE_LIMIT, + } + tokens_per_second = limit_map.get(exchange_name, 10) + _global_limiters[exchange_name] = RateLimiter( + tokens_per_second=tokens_per_second, + name=exchange_name, + ) + return _global_limiters[exchange_name] diff --git a/backend/app/exchange/types.py b/backend/app/exchange/types.py new file mode 100755 index 0000000..8f033eb --- /dev/null +++ b/backend/app/exchange/types.py @@ -0,0 +1,146 @@ +from __future__ import annotations + +from datetime import datetime +from decimal import Decimal +from typing import Optional + +from pydantic import BaseModel + + +class CandleData(BaseModel): + symbol: str + exchange: str + timeframe: str + timestamp: datetime + open: Decimal + high: Decimal + low: Decimal + close: Decimal + volume: Decimal + + +class SymbolInfo(BaseModel): + symbol: str + base: str + quote: str + exchange: str + is_active: bool = True + + +class TickerData(BaseModel): + symbol: str + exchange: str + bid: Decimal + ask: Decimal + last: Decimal + volume_24h: Decimal + change_24h: Optional[Decimal] = None + timestamp: datetime + + +class CandleValidationError(ValueError): + """Raised when OHLC data is inconsistent.""" + + def __init__(self, message: str, *, open: Decimal, high: Decimal, low: Decimal, close: Decimal) -> None: + self.open = open + self.high = high + self.low = low + self.close = close + super().__init__(message) + + +class OrderRequest(BaseModel): + """Parameters for placing an order on an exchange.""" + symbol: str + side: str # "buy" or "sell" + order_type: str = "market" # "market" or "limit" + amount: Decimal # base currency amount (e.g. BTC amount) + price: Optional[Decimal] = None # required for limit orders + reduce_only: bool = False + position_side: Optional[str] = None # "long" or "short" (for futures) + + +class OrderData(BaseModel): + """Response from placing an order.""" + exchange: str + symbol: str + order_id: str + client_order_id: Optional[str] = None + side: str + order_type: str + amount: Decimal + filled: Decimal + price: Optional[Decimal] = None + average: Optional[Decimal] = None + status: str # "open", "closed", "canceled", "rejected" + timestamp: datetime + raw: Optional[dict] = None + + +class BalanceData(BaseModel): + """Account balance for a single asset.""" + asset: str + free: Decimal + used: Decimal + total: Decimal + + +class BalanceResponse(BaseModel): + """Full account balance snapshot.""" + exchange: str + balances: list[BalanceData] + timestamp: datetime + + +class OpenOrderData(BaseModel): + """An open order from the exchange.""" + order_id: str + symbol: str + side: str # "buy" or "sell" + order_type: str # "market", "limit", etc. + amount: Decimal + filled: Decimal + price: Optional[Decimal] = None + average: Optional[Decimal] = None + status: str + timestamp: Optional[datetime] = None + + +class PositionData(BaseModel): + """A futures/derivatives position.""" + symbol: str + side: str # "long" or "short" + contracts: Decimal + entry_price: Optional[Decimal] = None + mark_price: Optional[Decimal] = None + unrealized_pnl: Optional[Decimal] = None + leverage: Optional[Decimal] = None + liquidation_price: Optional[Decimal] = None + percentage: Optional[Decimal] = None + + +class TradeData(BaseModel): + """A filled trade from the exchange.""" + trade_id: str + symbol: str + side: str # "buy" or "sell" + amount: Decimal + price: Decimal + cost: Optional[Decimal] = None + fee: Optional[Decimal] = None + fee_currency: Optional[str] = None + timestamp: Optional[datetime] = None + + +class CredentialSummaryResponse(BaseModel): + """Aggregated summary for one credential.""" + exchange_name: str + usdt_balance: Decimal + usdt_estimate: str # "≈ $1,234.56" for non-USDT assets + balance_count: int # number of tokens with balance > 0 + open_orders_count: int + positions_count: int + balances: list[BalanceData] + open_orders: list[OpenOrderData] + positions: list[PositionData] + recent_trades: list[TradeData] diff --git a/backend/app/force_sync.py b/backend/app/force_sync.py new file mode 100755 index 0000000..34d378a --- /dev/null +++ b/backend/app/force_sync.py @@ -0,0 +1,100 @@ +""" +One-shot script to force sync candle data from MEXC. +Inserts directly into candles_default partition. +""" +from __future__ import annotations + +import asyncio +import logging +from decimal import Decimal + +from sqlalchemy import and_, select, text +from sqlalchemy.ext.asyncio import AsyncSession +from sqlalchemy.orm import joinedload + +from app.database import async_session_factory +from app.exchange.factory import factory as exchange_factory +from app.models.exchange import Exchange +from app.models.symbol import Symbol + +logging.basicConfig(level=logging.INFO) +logger = logging.getLogger(__name__) + +TIMEFRAMES = ["15m", "30m", "1h", "4h", "1d"] + +async def sync(): + async with async_session_factory() as db: + # Get active MEXC symbols for our tokens + watchlist_symbols = ['BTC/USDT','ETH/USDT','SOL/USDT','NEAR/USDT','BNB/USDT','SQD/USDT','ZEN/USDT','KITE/USDT'] + + result = await db.execute( + select(Symbol) + .options(joinedload(Symbol.exchange)) + .where(Symbol.symbol.in_(watchlist_symbols), Symbol.is_active == True) + ) + symbols: list[Symbol] = list(result.scalars().all()) + logger.info(f"Found {len(symbols)} active symbols to sync") + + adapter = exchange_factory.create("mexc") + total_inserted = 0 + + for db_symbol in symbols: + for tf in TIMEFRAMES: + try: + candles = await adapter.fetch_ohlcv( + symbol=db_symbol.symbol, + timeframe=tf, + limit=200, + ) + except Exception as e: + logger.error(f"Fetch error {db_symbol.symbol} {tf}: {e}") + continue + + if not candles: + continue + + inserted = 0 + for c in candles: + try: + await db.execute( + text(""" + INSERT INTO candles_default + (symbol_id, timeframe, timestamp, open, high, low, close, volume) + VALUES (:sid, :tf, :ts, :o, :h, :l, :c, :v) + ON CONFLICT (symbol_id, timeframe, timestamp) DO NOTHING + """), + { + "sid": db_symbol.id, + "tf": c.timeframe, + "ts": c.timestamp, + "o": Decimal(str(c.open)), + "h": Decimal(str(c.high)), + "l": Decimal(str(c.low)), + "c": Decimal(str(c.close)), + "v": Decimal(str(c.volume)), + } + ) + inserted += 1 + except Exception as e: + logger.debug(f"Insert error: {e}") + + await db.commit() + total_inserted += inserted + logger.info(f" ✅ {db_symbol.symbol:12s} {tf:4s}: {inserted} candles") + + logger.info(f"\n✅ DONE! Total: {total_inserted} candles inserted") + + # Verify + r = await db.execute(text(""" + SELECT s.symbol, c.timeframe, MAX(c.timestamp) as ts + FROM candles_default c + JOIN symbols s ON s.id = c.symbol_id + WHERE s.symbol IN ('BTC/USDT','ETH/USDT','SOL/USDT') + GROUP BY s.symbol, c.timeframe + ORDER BY s.symbol + """)) + print("\n📊 Latest candles:") + for row in r: + print(f" {row[0]:12s} {row[1]:4s}: {row[2]}") + +asyncio.run(sync()) diff --git a/backend/app/main.py b/backend/app/main.py new file mode 100755 index 0000000..d1a471c --- /dev/null +++ b/backend/app/main.py @@ -0,0 +1,308 @@ +from __future__ import annotations + +import asyncio +import json +import logging +import time +from contextlib import asynccontextmanager +from datetime import datetime, timezone + +from fastapi import FastAPI, Request +from fastapi.middleware.cors import CORSMiddleware +from fastapi.responses import JSONResponse +from sqlalchemy import select, text + +from app.config import settings +from app.core.exceptions import AppException +from app.core.middleware import RequestLoggingMiddleware +from pydantic import ValidationError +from app.database import async_session_factory, engine +from app.tasks.candle_fetcher import force_full_sync +from app.tasks.exchange_sync import sync_all_exchanges +from app.models import Exchange +from app.services.ws_push_service import setup_push_listener + +# P3-4: Structured JSON logging +class JsonFormatter(logging.Formatter): + def format(self, record: logging.LogRecord) -> str: + log_entry = { + "timestamp": datetime.now(timezone.utc).isoformat(), + "level": record.levelname, + "logger": record.name, + "message": record.getMessage(), + "module": record.module, + "line": record.lineno, + } + if record.exc_info and record.exc_info[0]: + log_entry["exception"] = self.formatException(record.exc_info) + return json.dumps(log_entry, default=str) + +log_handler = logging.StreamHandler() +log_handler.setFormatter(JsonFormatter()) +logging.getLogger().handlers = [log_handler] +logging.getLogger().setLevel(getattr(logging, settings.LOG_LEVEL.upper(), logging.INFO)) + +logger = logging.getLogger(__name__) + +# Track application start time for uptime reporting +_start_time: float = time.time() + + +@asynccontextmanager +async def lifespan(app: FastAPI): + """Application lifespan handler for startup and shutdown events.""" + logger.info( + "Starting Trading Portal API on %s:%s", + settings.HOST, + settings.PORT, + ) + logger.info("Log level: %s", settings.LOG_LEVEL) + + # --- Auto-create tables (dev bootstrap, replaces Alembic) --- + try: + from app.database import Base, engine + from app import models # noqa: F401 + async with engine.begin() as conn: + await conn.run_sync(Base.metadata.create_all) + logger.info("Database tables verified/created") + except Exception: + logger.exception("Table creation failed (non-fatal)") + + # --- Startup: background tasks --- + # Candle fetcher: Binance USDT only (1,075 symbols), 4 TFs (15m/1h/4h/1d), + # batch of 25 symbols every 10 min. Full cycle ~7.2h, DB-safe. + from apscheduler.schedulers.asyncio import AsyncIOScheduler + from app.tasks.candle_fetcher import setup_candle_scheduler + scheduler = setup_candle_scheduler(app) + app.state.scheduler = scheduler + scheduler.start() + logger.info("Background scheduler started with optimized candle fetcher") + + # --- Schedule stale trade management (every 30 min) --- + try: + from apscheduler.triggers.interval import IntervalTrigger + + async def _close_stale_trades(): + from app.services.signal_service import close_stale_trades + await close_stale_trades() + + scheduler.add_job( + _close_stale_trades, + IntervalTrigger(minutes=5), + id="close-stale-trades", + replace_existing=True, + misfire_grace_time=60, + ) + logger.info("Stale trade management scheduled (every 5 min)") + + # P3-5: Signal aging — expire old signals daily + async def _expire_signals(): + from app.services.signal_service import expire_old_signals + await expire_old_signals(max_age_days=7) + + scheduler.add_job( + _expire_signals, + IntervalTrigger(hours=6), + id="expire-old-signals", + replace_existing=True, + misfire_grace_time=300, + ) + logger.info("Signal aging scheduled (every 6 hours)") + except Exception: + logger.exception("Failed to schedule stale trade management") + + # --- Register WebSocket push listener --- + setup_push_listener(app) + + # Exchange sync already done — skip on restart + # async def _background_exchange_sync(): + # ... + logger.info("Exchange symbol sync skipped — already synced") + + # --- Force full candle sync on startup (DISABLED — too heavy with 16K symbols) --- + # Background scheduler handles incremental sync every 2 min instead + # Uncomment when symbol count is manageable: + # async def _background_sync(): + # try: + # await force_full_sync(app) + # except Exception: + # logger.exception("Force full sync failed (non-fatal)") + # asyncio.ensure_future(_background_sync()) + logger.info("Full candle sync skipped — relying on incremental scheduler") + + # --- Periodic win rate recalculation (every 6 hours) --- + async def _recalc_win_rates(): + from app.services.signal_booster import compute_strategy_win_rates + while True: + await asyncio.sleep(21600) # 6 hours + try: + async with async_session_factory() as db: + await compute_strategy_win_rates(db) + logger.info("Win rates refreshed (periodic recalc)") + except Exception: + logger.exception("Win rate periodic refresh failed") + asyncio.ensure_future(_recalc_win_rates()) + logger.info("Win rate recalc scheduled (every 6 hours)") + + logger.info("Trading Portal API startup complete") + yield + + # --- Shutdown --- + # P3-7: Graceful shutdown with DB cleanup + try: + scheduler.shutdown(wait=False) + logger.info("Background scheduler shutdown complete") + except Exception: + logger.exception("Scheduler shutdown failed (ignoring)") + + # Close database engine + try: + await engine.dispose() + logger.info("Database engine disposed") + except Exception: + logger.exception("Engine disposal failed (ignoring)") + + # Cancel remaining background tasks + tasks = [t for t in asyncio.all_tasks() if t is not asyncio.current_task()] + for task in tasks: + task.cancel() + if tasks: + await asyncio.gather(*tasks, return_exceptions=True) + logger.info("Cancelled %d background tasks", len(tasks)) + + logger.info("Shutting down Trading Portal API") + + +app = FastAPI( + title="Trading Portal API", + description="Backend API for the Trading Portal application", + version="1.0.0", + lifespan=lifespan, +) + +# --------------------------------------------------------------------------- +# CORS middleware +# --------------------------------------------------------------------------- +if settings.CORS_ORIGINS: + origins = [o.strip() for o in settings.CORS_ORIGINS.split(",") if o.strip()] +else: + origins = ["*"] + +app.add_middleware( + CORSMiddleware, + allow_origins=origins, + allow_credentials=True, + allow_methods=["*"], + allow_headers=["*"], +) + +# --------------------------------------------------------------------------- +# Request logging middleware +# --------------------------------------------------------------------------- +app.add_middleware(RequestLoggingMiddleware) + +# --------------------------------------------------------------------------- +# Exception handlers +# --------------------------------------------------------------------------- +@app.exception_handler(AppException) +async def app_exception_handler(request: Request, exc: AppException) -> JSONResponse: + """Return a JSON response for application-level exceptions.""" + return JSONResponse( + status_code=exc.status_code, + content={"detail": exc.detail, "code": exc.code}, + ) + + +@app.exception_handler(Exception) +async def unhandled_exception_handler(request: Request, exc: Exception) -> JSONResponse: + """Catch any unhandled exception and return a generic 500 response.""" + logger.exception("Unhandled exception: %s", str(exc)) + return JSONResponse( + status_code=500, + content={"detail": "Internal server error", "code": "internal_error"}, + ) + + +@app.exception_handler(404) +async def not_found_handler(request: Request, exc) -> JSONResponse: + """Return a JSON 404 for unmatched routes.""" + return JSONResponse( + status_code=404, + content={"detail": "Not found", "code": "not_found"}, + ) + + +@app.exception_handler(ValidationError) +async def validation_error_handler(request: Request, exc: ValidationError) -> JSONResponse: + """Return a JSON 422 with validation error details.""" + return JSONResponse( + status_code=422, + content={ + "detail": "Validation error", + "code": "validation_error", + "errors": exc.errors(), + }, + ) + + +# --------------------------------------------------------------------------- +# Health check +# --------------------------------------------------------------------------- +@app.get("/health") +async def health_check(): + """Return health status including version, uptime, and database connectivity. + + NOTE: Does NOT test exchange connectivity to avoid thread pool exhaustion + and Docker health check timeouts. + """ + db_connected = False + db_latency = 0.0 + try: + async with async_session_factory() as db_session: + start = time.time() + await db_session.execute(text("SELECT 1")) + db_latency = (time.time() - start) * 1000 # ms + db_connected = True + except Exception: + db_connected = False + + uptime_seconds = time.time() - _start_time + + health = { + "status": "healthy" if db_connected else "degraded", + "version": "1.0.0", + "uptime": round(uptime_seconds, 2), + "db_connected": db_connected, + "db_latency_ms": round(db_latency, 2), + } + return health + + +async def _test_exchange_connection(exchange_name: str) -> bool: + """Try connecting to an exchange to verify it's reachable.""" + try: + import asyncio + + from app.exchange.factory import factory + + adapter = factory.create(exchange_name) + loop = asyncio.get_running_loop() + await loop.run_in_executor(None, lambda: adapter.client.load_markets()) + return True + except Exception: + return False + + +# --------------------------------------------------------------------------- +# V1 API routers +# --------------------------------------------------------------------------- +from app.api.v1.router import api_router + +app.include_router(api_router) + +# --------------------------------------------------------------------------- +# WebSocket router +# --------------------------------------------------------------------------- +from app.api.ws.candle_handler import router as ws_router + +app.include_router(ws_router) diff --git a/backend/app/main_api.py b/backend/app/main_api.py new file mode 100644 index 0000000..d80c497 --- /dev/null +++ b/backend/app/main_api.py @@ -0,0 +1,165 @@ +""" +Entrypoint: API-only service (no scheduler). +User-facing HTTP API — always fast, never blocked by candle fetching. +""" +from __future__ import annotations + +import json +import logging +import time +from contextlib import asynccontextmanager +from datetime import datetime, timezone + +from fastapi import FastAPI, Request +from fastapi.middleware.cors import CORSMiddleware +from fastapi.responses import JSONResponse +from sqlalchemy import text +from pydantic import ValidationError + +from app.config import settings +from app.core.exceptions import AppException +from app.core.middleware import RequestLoggingMiddleware +from app.database import async_session_factory, engine + +# Structured JSON logging +class JsonFormatter(logging.Formatter): + def format(self, record: logging.LogRecord) -> str: + log_entry = { + "timestamp": datetime.now(timezone.utc).isoformat(), + "level": record.levelname, + "logger": record.name, + "message": record.getMessage(), + "module": record.module, + "line": record.lineno, + } + if record.exc_info and record.exc_info[0]: + log_entry["exception"] = self.formatException(record.exc_info) + return json.dumps(log_entry, default=str) + +log_handler = logging.StreamHandler() +log_handler.setFormatter(JsonFormatter()) +logging.getLogger().handlers = [log_handler] +logging.getLogger().setLevel(getattr(logging, settings.LOG_LEVEL.upper(), logging.INFO)) + +logger = logging.getLogger(__name__) +_start_time: float = time.time() + + +@asynccontextmanager +async def lifespan(app: FastAPI): + logger.info("Starting Trading Portal API on %s:%s", settings.HOST, settings.PORT) + logger.info("Log level: %s", settings.LOG_LEVEL) + + # Auto-create tables + try: + from app.database import Base, engine + from app import models # noqa: F401 + async with engine.begin() as conn: + await conn.run_sync(Base.metadata.create_all) + logger.info("Database tables verified/created") + except Exception: + logger.exception("Table creation failed (non-fatal)") + + # Register WebSocket push listener + from app.services.ws_push_service import setup_push_listener + setup_push_listener(app) + + logger.info("Trading Portal API startup complete (API-only, no scheduler)") + yield + + # Shutdown + try: + await engine.dispose() + logger.info("Database engine disposed") + except Exception: + logger.exception("Engine disposal failed") + + +app = FastAPI( + title="Trading Portal API", + description="User-facing API for Trading Portal", + version="2.0.0", + lifespan=lifespan, +) + +# CORS +if settings.CORS_ORIGINS: + origins = [o.strip() for o in settings.CORS_ORIGINS.split(",") if o.strip()] +else: + origins = ["*"] + +app.add_middleware(CORSMiddleware, allow_origins=origins, allow_credentials=True, + allow_methods=["*"], allow_headers=["*"]) +app.add_middleware(RequestLoggingMiddleware) + + +# Exception handlers +@app.exception_handler(AppException) +async def app_exception_handler(request: Request, exc: AppException) -> JSONResponse: + return JSONResponse(status_code=exc.status_code, + content={"detail": exc.detail, "code": exc.code}) + + +@app.exception_handler(Exception) +async def unhandled_exception_handler(request: Request, exc: Exception) -> JSONResponse: + logger.exception("Unhandled exception: %s", str(exc)) + return JSONResponse(status_code=500, + content={"detail": "Internal server error", "code": "internal_error"}) + + +@app.exception_handler(404) +async def not_found_handler(request: Request, exc) -> JSONResponse: + return JSONResponse(status_code=404, + content={"detail": "Not found", "code": "not_found"}) + + +@app.exception_handler(ValidationError) +async def validation_error_handler(request: Request, exc: ValidationError) -> JSONResponse: + from uuid import UUID as _UUID + + errors: list[dict] = [] + for e in exc.errors(): + # Convert non-JSON-serializable values (UUID, datetime, etc.) + safe = {} + for k, v in e.items(): + if isinstance(v, _UUID): + safe[k] = str(v) + elif isinstance(v, (datetime,)): + safe[k] = v.isoformat() + else: + safe[k] = v + errors.append(safe) + return JSONResponse(status_code=422, + content={"detail": "Validation error", "code": "validation_error", + "errors": errors}) + + +# Health check +@app.get("/health") +async def health_check(): + db_connected = False + db_latency = 0.0 + try: + async with async_session_factory() as db_session: + start = time.time() + await db_session.execute(text("SELECT 1")) + db_latency = (time.time() - start) * 1000 + db_connected = True + except Exception: + db_connected = False + + return { + "status": "healthy" if db_connected else "degraded", + "version": "2.0.0-api", + "uptime": round(time.time() - _start_time, 2), + "db_connected": db_connected, + "db_latency_ms": round(db_latency, 2), + } + + +# API routes +from app.api.v1.router import api_router +app.include_router(api_router) + +from app.api.ws.candle_handler import router as ws_router +app.include_router(ws_router) diff --git a/backend/app/main_scheduler.py b/backend/app/main_scheduler.py new file mode 100644 index 0000000..3d8790a --- /dev/null +++ b/backend/app/main_scheduler.py @@ -0,0 +1,183 @@ +"""Entrypoint: Scheduler-only service (no HTTP server). +Runs candle fetcher, signal analysis, trade management, win rate recalc. +Heavy CPU work stays here, API stays fast. +""" +from __future__ import annotations + +import asyncio +import json +import logging +import signal +import sys +from datetime import datetime, timezone + +from apscheduler.schedulers.asyncio import AsyncIOScheduler +from apscheduler.triggers.interval import IntervalTrigger +from sqlalchemy.ext.asyncio import AsyncSession, async_sessionmaker, create_async_engine + +from app.config import settings +from app.database import Base + + +# ── Scheduler-specific engine: longer statement_timeout (30s) ── +# Unlike the API which needs fast-fail (<10s), the scheduler does heavy +# batch UPDATE queries (trade eviction executemany) that can take longer. +_scheduler_engine = create_async_engine( + settings.DATABASE_URL, + echo=(settings.LOG_LEVEL == "DEBUG"), + pool_pre_ping=True, + pool_size=20, # semaphore=8 limits concurrent analyses + max_overflow=5, + pool_timeout=5, + pool_recycle=600, + connect_args={ + "server_settings": { + "idle_in_transaction_session_timeout": "60000", + "statement_timeout": "30000", # 30s vs API's 10s + } + }, +) + +_scheduler_session_factory = async_sessionmaker( + _scheduler_engine, + class_=AsyncSession, + expire_on_commit=False, +) + +# Monkey-patch app.database so all downstream imports use scheduler engine +import app.database as _db_module +_db_module.engine = _scheduler_engine +_db_module.async_session_factory = _scheduler_session_factory + + +class JsonFormatter(logging.Formatter): + def format(self, record: logging.LogRecord) -> str: + log_entry = { + "timestamp": datetime.now(timezone.utc).isoformat(), + "level": record.levelname, + "logger": record.name, + "message": record.getMessage(), + "module": record.module, + "line": record.lineno, + } + if record.exc_info and record.exc_info[0]: + log_entry["exception"] = self.formatException(record.exc_info) + return json.dumps(log_entry, default=str) + + +log_handler = logging.StreamHandler() +log_handler.setFormatter(JsonFormatter()) +logging.getLogger().handlers = [log_handler] +logging.getLogger().setLevel(getattr(logging, settings.LOG_LEVEL.upper(), logging.INFO)) + +logger = logging.getLogger(__name__) + + +async def _close_stale_trades(): + from app.services.signal_service import close_stale_trades + await close_stale_trades() + + +async def _expire_signals(): + from app.services.signal_service import expire_old_signals + await expire_old_signals(max_age_days=7) + + +async def _recalc_win_rates_loop(): + """Periodic win rate recalculation every 6 hours.""" + from app.services.signal_booster import compute_strategy_win_rates + while True: + await asyncio.sleep(21600) # 6 hours + try: + async with async_session_factory() as db: + await compute_strategy_win_rates(db) + logger.info("Win rates refreshed (periodic recalc)") + except Exception: + logger.exception("Win rate periodic refresh failed") + + +async def main(): + logger.info("=== Trading Portal Scheduler ===") + logger.info("Mode: scheduler-only (no HTTP server)") + + # Auto-create tables (first run) + try: + from app.database import Base + from app import models # noqa: F401 + async with _scheduler_engine.begin() as conn: + await conn.run_sync(Base.metadata.create_all) + logger.info("Database tables verified/created") + except Exception: + logger.exception("Table creation failed (non-fatal)") + + # Create scheduler + scheduler = AsyncIOScheduler() + + # Candle fetcher — the core job (5-min interval) + from app.tasks.candle_fetcher import fetch_recent_candles, _TIMEFRAMES_OPTIMIZED + + scheduler.add_job( + fetch_recent_candles, + trigger=IntervalTrigger(seconds=300), + args=[None, 2, _TIMEFRAMES_OPTIMIZED, 25], + id="fetch_candles_optimized", + name="Fetch trading candles (top 100 bases, 5 exchanges, 4TFs)", + replace_existing=True, + coalesce=True, + max_instances=1, + misfire_grace_time=600, + ) + logger.info("Candle fetcher scheduled: every 5 min, 25/batch") + + # Stale trade management (every 5 min) + scheduler.add_job( + _close_stale_trades, + IntervalTrigger(minutes=5), + id="close-stale-trades", + replace_existing=True, + ) + + # Real trade sync (every 5 min) + from app.services.trade_executor import sync_real_trades + scheduler.add_job( + sync_real_trades, + IntervalTrigger(minutes=5), + id="sync-real-trades", + replace_existing=True, + ) + + # Signal aging (every 6 hours) + scheduler.add_job( + _expire_signals, + IntervalTrigger(hours=6), + id="expire-old-signals", + replace_existing=True, + ) + + # Win rate recalc (6h loop) + asyncio.ensure_future(_recalc_win_rates_loop()) + + # Start + scheduler.start() + logger.info("Scheduler started with all jobs") + + # Keep alive forever + stop_event = asyncio.Event() + + def _shutdown(sig, frame): + logger.info("Received signal %s — shutting down", sig) + stop_event.set() + + signal.signal(signal.SIGTERM, _shutdown) + signal.signal(signal.SIGINT, _shutdown) + + await stop_event.wait() + + # Graceful shutdown + scheduler.shutdown(wait=False) + await _scheduler_engine.dispose() + logger.info("Scheduler shutdown complete") + + +if __name__ == "__main__": + asyncio.run(main()) diff --git a/backend/app/models/__init__.py b/backend/app/models/__init__.py new file mode 100755 index 0000000..a9a1b3a --- /dev/null +++ b/backend/app/models/__init__.py @@ -0,0 +1,24 @@ +from app.models.user import User +from app.models.exchange import Exchange +from app.models.symbol import Symbol +from app.models.candle import Candle +from app.models.watchlist import Watchlist +from app.models.credential import ExchangeCredential +from app.models.refresh_token import RefreshToken +from app.models.real_trade import RealTrade +from app.models.signal import Signal, HypotheticalTrade +from app.models.audit_log import AuditLog + +__all__ = [ + "User", + "Exchange", + "Symbol", + "Candle", + "Watchlist", + "ExchangeCredential", + "RefreshToken", + "Signal", + "HypotheticalTrade", + "RealTrade", + "AuditLog", +] diff --git a/backend/app/models/alert.py b/backend/app/models/alert.py new file mode 100755 index 0000000..58d676a --- /dev/null +++ b/backend/app/models/alert.py @@ -0,0 +1,71 @@ +"""AlertCondition ORM model — multi-condition user alerts.""" + +from __future__ import annotations + +from datetime import datetime +import uuid + +from sqlalchemy import ( + Boolean, + DateTime, + ForeignKey, + Index, + Integer, + JSON, + String, +) +from sqlalchemy.dialects.postgresql import UUID as PGUUID +from sqlalchemy.orm import Mapped, mapped_column + +from app.database import Base + + +class AlertCondition(Base): + """A user-defined multi-condition alert. + + Each alert consists of a name, a list of conditions (stored as JSON), + and notification preferences. Alerts are evaluated after each signal + generation; all active alerts whose conditions are satisfied trigger + a notification. + """ + + __tablename__ = "alert_conditions" + + id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True) + user_id: Mapped[uuid.UUID] = mapped_column( + PGUUID(as_uuid=True), + ForeignKey("users.id"), + nullable=False, + comment="The user who owns this alert", + ) + name: Mapped[str] = mapped_column( + String(100), nullable=False, comment="Human-readable alert name" + ) + conditions: Mapped[list] = mapped_column( + JSON, + nullable=False, + default=list, + comment="Array of condition objects, e.g. [{'indicator': 'rsi', 'operator': '>', 'value': 70, 'timeframe': '1h'}]", + ) + notify_platform: Mapped[str] = mapped_column( + String(20), + nullable=False, + default="telegram", + comment="Notification channel: 'telegram', 'discord', or 'both'", + ) + is_active: Mapped[bool] = mapped_column( + Boolean, default=True, nullable=False + ) + created_at: Mapped[datetime] = mapped_column( + DateTime(timezone=True), nullable=False, default=datetime.now + ) + updated_at: Mapped[datetime] = mapped_column( + DateTime(timezone=True), nullable=False, default=datetime.now, onupdate=datetime.now + ) + + __table_args__ = ( + Index("ix_alert_conditions_user_active", "user_id", "is_active"), + ) + + def __repr__(self) -> str: + return f"" diff --git a/backend/app/models/audit_log.py b/backend/app/models/audit_log.py new file mode 100755 index 0000000..25d9c65 --- /dev/null +++ b/backend/app/models/audit_log.py @@ -0,0 +1,48 @@ +"""Audit Log model for tracking actions across the system.""" + +from __future__ import annotations + +import uuid +from datetime import datetime + +from sqlalchemy import JSON, DateTime, Index, Integer, String +from sqlalchemy.dialects.postgresql import UUID +from sqlalchemy.orm import Mapped, mapped_column +from sqlalchemy.sql import func + +from app.database import Base + + +class AuditLog(Base): + __tablename__ = "audit_logs" + + id: Mapped[int] = mapped_column( + Integer, primary_key=True, autoincrement=True + ) + user_id: Mapped[uuid.UUID | None] = mapped_column( + UUID(as_uuid=True), nullable=True, index=True + ) + action: Mapped[str] = mapped_column( + String(50), nullable=False + ) + resource: Mapped[str] = mapped_column( + String(100), nullable=False + ) + details: Mapped[dict | None] = mapped_column( + JSON, nullable=True + ) + created_at: Mapped[datetime] = mapped_column( + DateTime(timezone=True), + server_default=func.now(), + nullable=False, + ) + + __table_args__ = ( + Index("ix_audit_logs_action_created_at", "action", "created_at"), + ) + + def __repr__(self) -> str: + return ( + f"" + ) diff --git a/backend/app/models/candle.py b/backend/app/models/candle.py new file mode 100755 index 0000000..7d36781 --- /dev/null +++ b/backend/app/models/candle.py @@ -0,0 +1,71 @@ +from __future__ import annotations + +from datetime import datetime +from decimal import Decimal + +from sqlalchemy import ( + ForeignKey, + Index, + Integer, + Numeric, + PrimaryKeyConstraint, + String, + desc, +) +from sqlalchemy.dialects.postgresql import TIMESTAMP +from sqlalchemy.orm import Mapped, mapped_column + +from app.database import Base + + +class Candle(Base): + __tablename__ = "candles" + + symbol_id: Mapped[int] = mapped_column( + Integer, ForeignKey("symbols.id"), nullable=False + ) + timeframe: Mapped[str] = mapped_column( + String(10), nullable=False + ) + timestamp: Mapped[datetime] = mapped_column( + TIMESTAMP(timezone=True), nullable=False + ) + open: Mapped[Decimal] = mapped_column( + Numeric(20, 8), nullable=False + ) + high: Mapped[Decimal] = mapped_column( + Numeric(20, 8), nullable=False + ) + low: Mapped[Decimal] = mapped_column( + Numeric(20, 8), nullable=False + ) + close: Mapped[Decimal] = mapped_column( + Numeric(20, 8), nullable=False + ) + volume: Mapped[Decimal] = mapped_column( + Numeric(30, 8), nullable=False + ) + + __table_args__ = ( + PrimaryKeyConstraint( + "symbol_id", "timeframe", "timestamp", + name="pk_candles", + ), + Index( + "ix_candles_symbol_timeframe_ts_desc", + "symbol_id", + "timeframe", + desc("timestamp"), + ), + { + "postgresql_partition_by": "RANGE (timestamp)", + "info": {"partitioned": True}, + }, + ) + + def __repr__(self) -> str: + return ( + f"" + ) diff --git a/backend/app/models/credential.py b/backend/app/models/credential.py new file mode 100755 index 0000000..01ccffd --- /dev/null +++ b/backend/app/models/credential.py @@ -0,0 +1,73 @@ +from __future__ import annotations + +import uuid +from datetime import datetime + +from sqlalchemy import Boolean, ForeignKey, Integer, String +from sqlalchemy.dialects.postgresql import UUID, TIMESTAMP +from sqlalchemy.orm import Mapped, mapped_column, relationship +from sqlalchemy.sql import func + +from app.database import Base + + +class ExchangeCredential(Base): + __tablename__ = "exchange_credentials" + + id: Mapped[uuid.UUID] = mapped_column( + UUID(as_uuid=True), + primary_key=True, + default=func.gen_random_uuid(), + ) + user_id: Mapped[uuid.UUID] = mapped_column( + UUID(as_uuid=True), + ForeignKey("users.id", ondelete="CASCADE"), + nullable=False, + ) + exchange_id: Mapped[int] = mapped_column( + Integer, + ForeignKey("exchanges.id"), + nullable=False, + ) + api_key: Mapped[str] = mapped_column( + String(255), nullable=False + ) + api_secret_enc: Mapped[str] = mapped_column( + String(512), nullable=False + ) + api_secret_iv: Mapped[str] = mapped_column( + String(64), nullable=False + ) + passphrase: Mapped[str | None] = mapped_column( + String(255), nullable=True + ) + is_testnet: Mapped[bool] = mapped_column( + Boolean, default=False, nullable=False + ) + is_active: Mapped[bool] = mapped_column( + Boolean, default=True, nullable=False + ) + created_at: Mapped[datetime] = mapped_column( + TIMESTAMP(timezone=True), server_default=func.now(), nullable=False + ) + updated_at: Mapped[datetime] = mapped_column( + TIMESTAMP(timezone=True), + server_default=func.now(), + onupdate=func.now(), + nullable=False, + ) + + # Relationships + user: Mapped["User"] = relationship( + "User", back_populates="credentials" + ) + exchange: Mapped["Exchange"] = relationship( + "Exchange", back_populates="credentials" + ) + + def __repr__(self) -> str: + return ( + f"" + ) diff --git a/backend/app/models/exchange.py b/backend/app/models/exchange.py new file mode 100755 index 0000000..8038db2 --- /dev/null +++ b/backend/app/models/exchange.py @@ -0,0 +1,52 @@ +from __future__ import annotations + +from datetime import datetime + +from sqlalchemy import Boolean, Index, Integer, String +from sqlalchemy.dialects.postgresql import TIMESTAMP +from sqlalchemy.orm import Mapped, mapped_column, relationship +from sqlalchemy.sql import func + +from app.database import Base + + +class Exchange(Base): + __tablename__ = "exchanges" + + id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True) + name: Mapped[str] = mapped_column( + String(50), unique=True, nullable=False + ) + display_name: Mapped[str | None] = mapped_column( + String(100), nullable=True + ) + base_url: Mapped[str | None] = mapped_column( + String(255), nullable=True + ) + ws_url: Mapped[str | None] = mapped_column( + String(255), nullable=True + ) + is_active: Mapped[bool] = mapped_column( + Boolean, default=True, nullable=False + ) + created_at: Mapped[datetime] = mapped_column( + TIMESTAMP(timezone=True), server_default=func.now(), nullable=False + ) + + # P2-8: Index for active exchanges + __table_args__ = ( + Index("ix_exchanges_is_active", "is_active"), + ) + + # Relationships + symbols: Mapped[list["Symbol"]] = relationship( + "Symbol", back_populates="exchange", cascade="all, delete-orphan" + ) + credentials: Mapped[list["ExchangeCredential"]] = relationship( + "ExchangeCredential", + back_populates="exchange", + cascade="all, delete-orphan", + ) + + def __repr__(self) -> str: + return f"" diff --git a/backend/app/models/real_trade.py b/backend/app/models/real_trade.py new file mode 100755 index 0000000..a714051 --- /dev/null +++ b/backend/app/models/real_trade.py @@ -0,0 +1,95 @@ +"""RealTrade ORM model for actual exchange trade tracking.""" + +from __future__ import annotations + +import uuid +from datetime import datetime +from decimal import Decimal + +from sqlalchemy import ( + DateTime, + ForeignKey, + Index, + Integer, + Numeric, + String, +) +from sqlalchemy.dialects.postgresql import UUID as PG_UUID +from sqlalchemy.orm import Mapped, mapped_column + +from app.database import Base + + +class RealTrade(Base): + """A real trade placed on a connected exchange and persisted locally.""" + + __tablename__ = "real_trades" + + id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True) + user_id: Mapped[uuid.UUID] = mapped_column( + PG_UUID(as_uuid=True), ForeignKey("users.id"), nullable=False, + comment="FK to the user who placed this trade", + ) + exchange: Mapped[str] = mapped_column(String(20), nullable=False) + symbol: Mapped[str] = mapped_column(String(50), nullable=False) + + side: Mapped[str] = mapped_column( + String(10), nullable=False, comment="buy or sell" + ) + order_type: Mapped[str] = mapped_column( + String(10), nullable=False, default="market", + comment="market or limit", + ) + + # Order details + amount: Mapped[Decimal] = mapped_column(Numeric(20, 8), nullable=False) + price: Mapped[Decimal | None] = mapped_column( + Numeric(20, 8), nullable=True, + comment="Limit price (null for market orders)", + ) + filled_amount: Mapped[Decimal] = mapped_column( + Numeric(20, 8), nullable=False, default=Decimal("0"), + ) + + status: Mapped[str] = mapped_column( + String(20), nullable=False, default="open", + comment="open / filled / cancelled / rejected", + ) + + # P&L (computed when closed) + pnl: Mapped[Decimal | None] = mapped_column( + Numeric(20, 8), nullable=True, + comment="Realised P&L in quote currency", + ) + pnl_percent: Mapped[Decimal | None] = mapped_column( + Numeric(10, 4), nullable=True, + comment="P&L as percentage", + ) + + # Exchange reference + order_id: Mapped[str | None] = mapped_column( + String(100), nullable=True, + comment="Exchange-side order ID", + ) + + created_at: Mapped[datetime] = mapped_column( + DateTime(timezone=True), nullable=False, + default=datetime.utcnow, + ) + closed_at: Mapped[datetime | None] = mapped_column( + DateTime(timezone=True), nullable=True, + ) + + __table_args__ = ( + Index("ix_real_trades_user_id", "user_id"), + Index("ix_real_trades_symbol", "symbol"), + Index("ix_real_trades_status", "status"), + Index("ix_real_trades_created_at", "created_at"), + ) + + def __repr__(self) -> str: + return ( + f"" + ) diff --git a/backend/app/models/refresh_token.py b/backend/app/models/refresh_token.py new file mode 100755 index 0000000..4d555d4 --- /dev/null +++ b/backend/app/models/refresh_token.py @@ -0,0 +1,56 @@ +from __future__ import annotations + +import uuid +from datetime import datetime + +from sqlalchemy import Boolean, ForeignKey, Index, String +from sqlalchemy.dialects.postgresql import INET, UUID, TIMESTAMP +from sqlalchemy.orm import Mapped, mapped_column, relationship +from sqlalchemy.sql import func + +from app.database import Base + + +class RefreshToken(Base): + __tablename__ = "refresh_tokens" + + id: Mapped[uuid.UUID] = mapped_column( + UUID(as_uuid=True), + primary_key=True, + default=func.gen_random_uuid(), + ) + user_id: Mapped[uuid.UUID] = mapped_column( + UUID(as_uuid=True), + ForeignKey("users.id", ondelete="CASCADE"), + nullable=False, + ) + token_hash: Mapped[str] = mapped_column( + String(64), nullable=False + ) + expires_at: Mapped[datetime] = mapped_column( + TIMESTAMP(timezone=True), nullable=False + ) + revoked: Mapped[bool] = mapped_column( + Boolean, default=False, nullable=False + ) + created_at: Mapped[datetime] = mapped_column( + TIMESTAMP(timezone=True), server_default=func.now(), nullable=False + ) + user_agent: Mapped[str | None] = mapped_column( + String(255), nullable=True + ) + ip_address: Mapped[str | None] = mapped_column( + INET, nullable=True + ) + + __table_args__ = ( + Index("ix_refresh_tokens_user_id", "user_id"), + ) + + # Relationships + user: Mapped["User"] = relationship( + "User", back_populates="refresh_tokens" + ) + + def __repr__(self) -> str: + return f"" diff --git a/backend/app/models/signal.py b/backend/app/models/signal.py new file mode 100755 index 0000000..e71459d --- /dev/null +++ b/backend/app/models/signal.py @@ -0,0 +1,98 @@ +"""Signal and HypotheticalTrade ORM models for trading signal detection.""" + +from __future__ import annotations + +from datetime import datetime +from decimal import Decimal +import uuid + +from sqlalchemy import ( + DateTime, + ForeignKey, + Index, + Integer, + Numeric, + String, + Text, +) +from sqlalchemy.dialects.postgresql import UUID as PGUUID +from sqlalchemy.orm import Mapped, mapped_column + +from app.database import Base + + +class Signal(Base): + """A detected trading signal based on Double Bollinger Bands + RSI analysis.""" + + __tablename__ = "signals" + + id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True) + symbol: Mapped[str] = mapped_column(String(50), nullable=False, index=True) + exchange: Mapped[str] = mapped_column(String(20), nullable=False, default="mexc") + timeframe: Mapped[str] = mapped_column(String(10), nullable=False) + signal_type: Mapped[str] = mapped_column(String(30), nullable=False) + strength: Mapped[str] = mapped_column(String(20), nullable=False) + price: Mapped[Decimal] = mapped_column(Numeric(20, 8), nullable=False) + timestamp: Mapped[datetime] = mapped_column( + DateTime(timezone=True), nullable=False + ) + indicators_snapshot: Mapped[str | None] = mapped_column(Text, nullable=True) + status: Mapped[str] = mapped_column(String(20), nullable=False, default="ACTIVE") + note: Mapped[str | None] = mapped_column(Text, nullable=True) + created_at: Mapped[datetime] = mapped_column( + DateTime(timezone=True), nullable=False, default=datetime.now + ) + + __table_args__ = ( + Index("ix_signals_symbol_created", "symbol", "created_at"), + ) + + +class HypotheticalTrade(Base): + """A hypothetical (paper) trade automatically entered on signal generation. + + When a STRONG_BUY or BUY signal fires, a LONG trade is opened. + When a STRONG_SELL or SELL signal fires, a SHORT trade is opened. + Trades are closed when an opposing signal fires or when stopped out. + """ + + __tablename__ = "hypothetical_trades" + + id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True) + user_id: Mapped[uuid.UUID | None] = mapped_column( + PGUUID(as_uuid=True), ForeignKey("users.id"), nullable=True, + comment="The user who owns this trade", + ) + signal_id: Mapped[int | None] = mapped_column( + Integer, ForeignKey("signals.id"), nullable=True, + comment="The signal that opened this trade" + ) + symbol: Mapped[str] = mapped_column(String(50), nullable=False) + exchange: Mapped[str] = mapped_column(String(20), nullable=False, default="mexc") + timeframe: Mapped[str] = mapped_column(String(10), nullable=False) + direction: Mapped[str] = mapped_column(String(10), nullable=False) + entry_price: Mapped[Decimal] = mapped_column(Numeric(20, 8), nullable=False) + entry_time: Mapped[datetime] = mapped_column( + DateTime(timezone=True), nullable=False + ) + entry_reason: Mapped[str | None] = mapped_column(String(30), nullable=True) + exit_price: Mapped[Decimal | None] = mapped_column(Numeric(20, 8), nullable=True) + exit_time: Mapped[datetime | None] = mapped_column( + DateTime(timezone=True), nullable=True + ) + exit_reason: Mapped[str | None] = mapped_column(String(30), nullable=True) + quantity: Mapped[Decimal] = mapped_column(Numeric(20, 8), nullable=False) + pnl: Mapped[Decimal | None] = mapped_column(Numeric(20, 8), nullable=True) + pnl_percent: Mapped[Decimal | None] = mapped_column(Numeric(14, 4), nullable=True) + status: Mapped[str] = mapped_column(String(10), nullable=False, default="OPEN") + created_at: Mapped[datetime] = mapped_column( + DateTime(timezone=True), nullable=False, default=datetime.now + ) + closed_at: Mapped[datetime | None] = mapped_column( + DateTime(timezone=True), nullable=True + ) + + __table_args__ = ( + Index("ix_hyp_trades_symbol", "symbol"), + Index("ix_hyp_trades_status", "status"), + ) diff --git a/backend/app/models/symbol.py b/backend/app/models/symbol.py new file mode 100755 index 0000000..dfa5d58 --- /dev/null +++ b/backend/app/models/symbol.py @@ -0,0 +1,46 @@ +from __future__ import annotations + +from sqlalchemy import Boolean, ForeignKey, Index, Integer, String, UniqueConstraint +from sqlalchemy.orm import Mapped, mapped_column, relationship + +from app.database import Base + + +class Symbol(Base): + __tablename__ = "symbols" + + id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True) + exchange_id: Mapped[int] = mapped_column( + Integer, ForeignKey("exchanges.id"), nullable=False + ) + symbol: Mapped[str] = mapped_column( + String(50), nullable=False + ) + base: Mapped[str] = mapped_column( + String(20), nullable=False + ) + quote: Mapped[str] = mapped_column( + String(20), nullable=False + ) + is_active: Mapped[bool] = mapped_column( + Boolean, default=True, nullable=False + ) + is_trading: Mapped[bool] = mapped_column( + Boolean, default=False, nullable=False + ) + + __table_args__ = ( + UniqueConstraint("exchange_id", "symbol", name="uq_symbol_exchange_symbol"), + Index("ix_symbols_is_active", "is_active"), # P2-8 + ) + + # Relationships + exchange: Mapped["Exchange"] = relationship( + "Exchange", back_populates="symbols" + ) + watchlists: Mapped[list["Watchlist"]] = relationship( + "Watchlist", back_populates="symbol", cascade="all, delete-orphan" + ) + + def __repr__(self) -> str: + return f"" diff --git a/backend/app/models/user.py b/backend/app/models/user.py new file mode 100755 index 0000000..0e44bf4 --- /dev/null +++ b/backend/app/models/user.py @@ -0,0 +1,72 @@ +from __future__ import annotations + +import uuid +from datetime import datetime + +from sqlalchemy import Boolean, JSON, String, UniqueConstraint +from sqlalchemy.dialects.postgresql import UUID, TIMESTAMP +from sqlalchemy.orm import Mapped, mapped_column, relationship +from sqlalchemy.sql import func + +from app.database import Base + + +class User(Base): + __tablename__ = "users" + + id: Mapped[uuid.UUID] = mapped_column( + UUID(as_uuid=True), + primary_key=True, + default=func.gen_random_uuid(), + ) + username: Mapped[str] = mapped_column( + String(50), unique=True, nullable=False + ) + email: Mapped[str] = mapped_column( + String(255), unique=True, nullable=False + ) + password_hash: Mapped[str] = mapped_column( + String(255), nullable=False + ) + display_name: Mapped[str | None] = mapped_column( + String(100), nullable=True + ) + is_active: Mapped[bool] = mapped_column( + Boolean, default=True, nullable=False + ) + is_admin: Mapped[bool] = mapped_column( + Boolean, default=False, nullable=False + ) + role: Mapped[str] = mapped_column( + String(20), default="trader", nullable=False + ) + preferences: Mapped[dict | None] = mapped_column( + JSON, default={"default_exchange": "mexc", "default_timeframe": "1h"}, nullable=True + ) + created_at: Mapped[datetime] = mapped_column( + TIMESTAMP(timezone=True), server_default=func.now(), nullable=False + ) + updated_at: Mapped[datetime] = mapped_column( + TIMESTAMP(timezone=True), + server_default=func.now(), + onupdate=func.now(), + nullable=False, + ) + + # Relationships + watchlists: Mapped[list["Watchlist"]] = relationship( + "Watchlist", back_populates="user", cascade="all, delete-orphan" + ) + credentials: Mapped[list["ExchangeCredential"]] = relationship( + "ExchangeCredential", + back_populates="user", + cascade="all, delete-orphan", + ) + refresh_tokens: Mapped[list["RefreshToken"]] = relationship( + "RefreshToken", + back_populates="user", + cascade="all, delete-orphan", + ) + + def __repr__(self) -> str: + return f"" diff --git a/backend/app/models/watchlist.py b/backend/app/models/watchlist.py new file mode 100755 index 0000000..6ac4eb6 --- /dev/null +++ b/backend/app/models/watchlist.py @@ -0,0 +1,61 @@ +from __future__ import annotations + +import uuid +from datetime import datetime + +from sqlalchemy import ForeignKey, Integer, String, UniqueConstraint +from sqlalchemy.dialects.postgresql import UUID, TIMESTAMP +from sqlalchemy.orm import Mapped, mapped_column, relationship +from sqlalchemy.sql import func + +from app.database import Base + + +class Watchlist(Base): + __tablename__ = "user_watchlists" + + id: Mapped[uuid.UUID] = mapped_column( + UUID(as_uuid=True), + primary_key=True, + default=func.gen_random_uuid(), + ) + user_id: Mapped[uuid.UUID] = mapped_column( + UUID(as_uuid=True), + ForeignKey("users.id", ondelete="CASCADE"), + nullable=False, + ) + symbol_id: Mapped[int] = mapped_column( + Integer, + ForeignKey("symbols.id", ondelete="CASCADE"), + nullable=False, + ) + label: Mapped[str | None] = mapped_column( + String(50), nullable=True + ) + sort_order: Mapped[int] = mapped_column( + Integer, default=0, nullable=False + ) + created_at: Mapped[datetime] = mapped_column( + TIMESTAMP(timezone=True), server_default=func.now(), nullable=False + ) + + __table_args__ = ( + UniqueConstraint( + "user_id", "symbol_id", name="uq_watchlist_user_symbol" + ), + ) + + # Relationships + user: Mapped["User"] = relationship( + "User", back_populates="watchlists" + ) + symbol: Mapped["Symbol"] = relationship( + "Symbol", back_populates="watchlists" + ) + + def __repr__(self) -> str: + return ( + f"" + ) diff --git a/backend/app/schemas/__init__.py b/backend/app/schemas/__init__.py new file mode 100755 index 0000000..440024e --- /dev/null +++ b/backend/app/schemas/__init__.py @@ -0,0 +1,106 @@ +from app.schemas.auth import ( + RegisterRequest, + LoginRequest, + TokenResponse, + RefreshRequest, + UserResponse, + UserSessionResponse, + LogoutRequest, + ChangePasswordRequest, +) +from app.schemas.user import ( + UserUpdateRequest, + AdminCreateUserRequest, + AdminResetPasswordRequest, + AdminUserUpdateRequest, +) +from app.schemas.candle import ( + CandleResponse, + CandleListResponse, + IndicatorResponse, +) +from app.schemas.symbol import ( + SymbolResponse, + SymbolSearchResponse, + WatchlistResponse, + WatchlistCreateRequest, + WatchlistUpdateRequest, +) +from app.schemas.ws_message import ( + WSSubscription, + WSCandleUpdate, + WSTickerUpdate, + WSConnectionStatus, +) +from app.schemas.credential import ( + CredentialResponse, + CredentialCreateRequest, + CredentialUpdateRequest, +) +from app.schemas.exchange import ( + ExchangeResponse, + ExchangeCreateRequest, + ExchangeUpdateRequest, +) +from app.schemas.health import ( + HealthResponse, + DetailedHealthResponse, + DbHealth, + ExchangeHealth, +) +from app.schemas.strategy import ( + StrategyEntry, + StrategyListResponse, + StrategyConfigRequest, + STRATEGY_NAMES, + STRATEGY_DISPLAY, +) + +__all__ = [ + # auth + "RegisterRequest", + "LoginRequest", + "TokenResponse", + "RefreshRequest", + "UserResponse", + "UserSessionResponse", + "LogoutRequest", + "ChangePasswordRequest", + # user + "UserUpdateRequest", + "AdminUserUpdateRequest", + # candle + "CandleResponse", + "CandleListResponse", + "IndicatorResponse", + # symbol + "SymbolResponse", + "SymbolSearchResponse", + "WatchlistResponse", + "WatchlistCreateRequest", + "WatchlistUpdateRequest", + # ws_message + "WSSubscription", + "WSCandleUpdate", + "WSTickerUpdate", + "WSConnectionStatus", + # credential + "CredentialResponse", + "CredentialCreateRequest", + "CredentialUpdateRequest", + # exchange + "ExchangeResponse", + "ExchangeCreateRequest", + "ExchangeUpdateRequest", + # health + "HealthResponse", + "DetailedHealthResponse", + "DbHealth", + "ExchangeHealth", + # strategy + "StrategyEntry", + "StrategyListResponse", + "StrategyConfigRequest", + "STRATEGY_NAMES", + "STRATEGY_DISPLAY", +] diff --git a/backend/app/schemas/auth.py b/backend/app/schemas/auth.py new file mode 100755 index 0000000..926f5a8 --- /dev/null +++ b/backend/app/schemas/auth.py @@ -0,0 +1,69 @@ +from datetime import datetime +from typing import Optional +from uuid import UUID + +from pydantic import BaseModel, field_validator + + +class RegisterRequest(BaseModel): + username: str + email: str + password: str + + @field_validator("password") + @classmethod + def password_min_length(cls, v: str) -> str: + if len(v) < 8: + raise ValueError("password must be at least 8 characters") + return v + + +class LoginRequest(BaseModel): + username: str + password: str + + +class TokenResponse(BaseModel): + access_token: str + refresh_token: str + token_type: str = "bearer" + + +class RefreshRequest(BaseModel): + refresh_token: str + + +class UserResponse(BaseModel): + id: UUID + username: str + email: str + display_name: Optional[str] = None + is_active: bool = True + is_admin: bool = False + role: str = "trader" + preferences: Optional[dict] = None + created_at: datetime + + +class UserSessionResponse(BaseModel): + id: UUID + created_at: datetime + user_agent: Optional[str] = None + ip_address: Optional[str] = None + is_current: bool + + +class LogoutRequest(BaseModel): + refresh_token: str + + +class ChangePasswordRequest(BaseModel): + old_password: str + new_password: str + + @field_validator("new_password") + @classmethod + def new_password_min_length(cls, v: str) -> str: + if len(v) < 8: + raise ValueError("new_password must be at least 8 characters") + return v diff --git a/backend/app/schemas/candle.py b/backend/app/schemas/candle.py new file mode 100755 index 0000000..72db8ee --- /dev/null +++ b/backend/app/schemas/candle.py @@ -0,0 +1,29 @@ +from datetime import datetime +from decimal import Decimal +from typing import Optional + +from pydantic import BaseModel + + +class CandleResponse(BaseModel): + symbol_id: int + timeframe: str + timestamp: datetime + open: float + high: float + low: float + close: float + volume: float + + +class CandleListResponse(BaseModel): + candles: list[CandleResponse] + cursor: Optional[str] = None + has_more: bool + + +class IndicatorResponse(BaseModel): + symbol_id: int + timeframe: str + timestamp: datetime + indicators: dict diff --git a/backend/app/schemas/credential.py b/backend/app/schemas/credential.py new file mode 100755 index 0000000..cacdd95 --- /dev/null +++ b/backend/app/schemas/credential.py @@ -0,0 +1,34 @@ +from typing import Optional +from uuid import UUID + +from pydantic import BaseModel, field_validator + + +class CredentialResponse(BaseModel): + id: UUID + exchange_id: int + exchange_name: str + api_key: str + is_testnet: bool + is_active: bool + + @field_validator("api_key") + @classmethod + def mask_api_key(cls, v: str) -> str: + """Show full API key so users can copy it (middle chars left visible for reference).""" + return v + + +class CredentialCreateRequest(BaseModel): + exchange_id: int + api_key: str + api_secret: str + passphrase: Optional[str] = None + is_testnet: bool = False + + +class CredentialUpdateRequest(BaseModel): + api_key: Optional[str] = None + api_secret: Optional[str] = None + passphrase: Optional[str] = None + is_active: Optional[bool] = None diff --git a/backend/app/schemas/exchange.py b/backend/app/schemas/exchange.py new file mode 100755 index 0000000..66095db --- /dev/null +++ b/backend/app/schemas/exchange.py @@ -0,0 +1,24 @@ +from typing import Optional + +from pydantic import BaseModel + + +class ExchangeResponse(BaseModel): + id: int + name: str + display_name: str + is_active: bool = True + + +class ExchangeCreateRequest(BaseModel): + name: str + display_name: str + base_url: str + ws_url: str + + +class ExchangeUpdateRequest(BaseModel): + display_name: Optional[str] = None + base_url: Optional[str] = None + ws_url: Optional[str] = None + is_active: Optional[bool] = None diff --git a/backend/app/schemas/health.py b/backend/app/schemas/health.py new file mode 100755 index 0000000..9fa68cd --- /dev/null +++ b/backend/app/schemas/health.py @@ -0,0 +1,31 @@ +from datetime import datetime +from typing import Optional + +from pydantic import BaseModel + + +class DbHealth(BaseModel): + connected: bool + latency_ms: float + pool_size: int + + +class ExchangeHealth(BaseModel): + exchange: str + connected: bool + last_sync: Optional[datetime] = None + + +class HealthResponse(BaseModel): + status: str + version: str + uptime: float + db_connected: bool + + +class DetailedHealthResponse(BaseModel): + status: str + version: str + uptime: float + db: DbHealth + exchange_connections: list[ExchangeHealth] diff --git a/backend/app/schemas/real_trade.py b/backend/app/schemas/real_trade.py new file mode 100755 index 0000000..d154bc2 --- /dev/null +++ b/backend/app/schemas/real_trade.py @@ -0,0 +1,78 @@ +"""Pydantic schemas for real trade responses and requests.""" + +from __future__ import annotations + +from datetime import datetime +from decimal import Decimal +from typing import Optional +from uuid import UUID + +from pydantic import BaseModel, field_validator + + +class RealTradeResponse(BaseModel): + """Single real trade record returned to the frontend.""" + + id: int + user_id: str + exchange: str + symbol: str + side: str + order_type: str + amount: float + price: Optional[float] = None + filled_amount: float + status: str + pnl: Optional[float] = None + pnl_percent: Optional[float] = None + order_id: Optional[str] = None + created_at: datetime + closed_at: Optional[datetime] = None + + model_config = {"from_attributes": True} + + @field_validator("user_id", mode="before") + @classmethod + def _coerce_user_id(cls, v: object) -> str: + if isinstance(v, UUID): + return str(v) + return str(v) + + +class RealTradeListResponse(BaseModel): + """Paginated list of real trades with aggregate stats.""" + + trades: list[RealTradeResponse] + total: int + total_pnl: Optional[float] = None + win_rate: Optional[float] = None + + +class RealTradeCreateRequest(BaseModel): + """Payload to create a real trade record (used after placing an order).""" + + exchange: str + symbol: str + side: str + order_type: str = "market" + amount: float + price: Optional[float] = None + filled_amount: float = 0 + status: str = "open" + order_id: Optional[str] = None + + +class WinRatePeriod(BaseModel): + """Win-rate data for a single period (daily / weekly / monthly).""" + + trades: int + wins: int + win_rate: float + + +class WinRateResponse(BaseModel): + """Win-rate breakdown across daily, weekly, and monthly periods.""" + + daily: WinRatePeriod + weekly: WinRatePeriod + monthly: WinRatePeriod diff --git a/backend/app/schemas/signal.py b/backend/app/schemas/signal.py new file mode 100755 index 0000000..23c6fd5 --- /dev/null +++ b/backend/app/schemas/signal.py @@ -0,0 +1,89 @@ +"""Pydantic schemas for signal and trade responses.""" + +from __future__ import annotations + +from datetime import datetime +from decimal import Decimal +from typing import Optional + +from pydantic import BaseModel, model_validator +import json + + +class SignalResponse(BaseModel): + id: int + symbol: str + exchange: str + timeframe: str + signal_type: str + strength: str + price: float + timestamp: datetime + indicators_snapshot: Optional[str] = None + confidence: Optional[float] = None + status: str + note: Optional[str] = None + created_at: datetime + + model_config = {"from_attributes": True} + + @model_validator(mode="after") + def _extract_confidence(self) -> "SignalResponse": + if self.confidence is None and self.indicators_snapshot: + try: + snap = json.loads(self.indicators_snapshot) + self.confidence = snap.get("confidence") + except (json.JSONDecodeError, TypeError, AttributeError): + pass + return self + + +class TradeResponse(BaseModel): + id: int + signal_id: Optional[int] = None + symbol: str + exchange: str + timeframe: str + direction: str + entry_price: float + entry_time: datetime + entry_reason: Optional[str] = None + exit_price: Optional[float] = None + exit_time: Optional[datetime] = None + exit_reason: Optional[str] = None + quantity: float + pnl: Optional[float] = None + pnl_percent: Optional[float] = None + status: str + created_at: datetime + closed_at: Optional[datetime] = None + + model_config = {"from_attributes": True} + + +class SignalListResponse(BaseModel): + signals: list[SignalResponse] + total: int + + +class TradeListResponse(BaseModel): + trades: list[TradeResponse] + total: int + total_pnl: Optional[float] = None + win_rate: Optional[float] = None + + +class ReviewResponse(BaseModel): + period: str # "weekly" or "monthly" + start_date: str + end_date: str + total_signals: int + total_trades: int + wins: int + losses: int + win_rate: float + total_pnl: float + best_trade: Optional[TradeResponse] = None + worst_trade: Optional[TradeResponse] = None + signals_by_type: dict[str, int] + symbol_performance: list[dict] diff --git a/backend/app/schemas/strategy.py b/backend/app/schemas/strategy.py new file mode 100755 index 0000000..011adfa --- /dev/null +++ b/backend/app/schemas/strategy.py @@ -0,0 +1,66 @@ +"""Pydantic schemas for per-user strategy configuration.""" + +from __future__ import annotations + +from typing import Optional + +from pydantic import BaseModel + + +# Available strategy names — full list of 13 voting algorithms +STRATEGY_NAMES = [ + "double_bb_rsi", + "macd_crossover", + "supertrend", + "volume_breakout", + "ichimoku_cloud", + "divergence", + "smc", + "mtf", + "obv", + "stoch_rsi", + "mfi", + "fvg", + "candlestick", +] + +STRATEGY_DISPLAY: dict[str, str] = { + "double_bb_rsi": "Double BB + RSI", + "macd_crossover": "MACD Crossover", + "supertrend": "SuperTrend", + "volume_breakout": "Volume Breakout", + "ichimoku_cloud": "Ichimoku Cloud", + "divergence": "Divergence", + "smc": "Market Structure (SMC)", + "mtf": "Multi-Timeframe", + "obv": "OBV Crossover", + "stoch_rsi": "Stochastic RSI", + "mfi": "Money Flow Index", + "fvg": "Fair Value Gap", + "candlestick": "Candlestick Patterns", +} + + +class StrategyEntry(BaseModel): + """A single strategy with its enabled status.""" + + name: str + display_name: str + enabled: bool = False + + +class StrategyListResponse(BaseModel): + """Response for GET /api/v1/strategies.""" + + strategies: list[StrategyEntry] + thresholds: dict[str, float] = {} + + +class StrategyConfigRequest(BaseModel): + """Request body for PUT /api/v1/strategies. + + Only provided fields will be updated. + """ + + enabled_strategies: Optional[list[str]] = None + thresholds: Optional[dict[str, float]] = None diff --git a/backend/app/schemas/symbol.py b/backend/app/schemas/symbol.py new file mode 100755 index 0000000..fca2549 --- /dev/null +++ b/backend/app/schemas/symbol.py @@ -0,0 +1,37 @@ +from typing import Optional +from uuid import UUID + +from pydantic import BaseModel + + +class SymbolResponse(BaseModel): + id: int + exchange_id: int + symbol: str + base: str + quote: str + is_active: bool = True + + +class SymbolSearchResponse(BaseModel): + symbols: list[SymbolResponse] + + +class WatchlistResponse(BaseModel): + id: UUID + symbol_id: int + symbol: str + exchange: str + label: Optional[str] = None + sort_order: int + + +class WatchlistCreateRequest(BaseModel): + symbol_id: int + label: Optional[str] = None + sort_order: Optional[int] = None + + +class WatchlistUpdateRequest(BaseModel): + label: Optional[str] = None + sort_order: Optional[int] = None diff --git a/backend/app/schemas/user.py b/backend/app/schemas/user.py new file mode 100755 index 0000000..456e7a2 --- /dev/null +++ b/backend/app/schemas/user.py @@ -0,0 +1,63 @@ +from typing import Optional +import re + +from pydantic import BaseModel, field_validator + + +class UserUpdateRequest(BaseModel): + display_name: Optional[str] = None + email: Optional[str] = None + preferences: Optional[dict] = None + + +_EMAIL_RE = re.compile(r"^[a-zA-Z0-9._%+-]+@[a-zA-Z0-9.-]+\.[a-zA-Z]{2,}$") + +def _validate_email(email: str) -> str: + if not _EMAIL_RE.match(email): + raise ValueError("invalid email format") + return email + +def _validate_strong_password(password: str) -> str: + if len(password) < 8: + raise ValueError("password must be at least 8 characters") + if not re.search(r"\d", password): + raise ValueError("password must contain at least 1 number") + if not re.search(r"[^a-zA-Z0-9]", password): + raise ValueError("password must contain at least 1 special character") + return password + + +class AdminUserUpdateRequest(BaseModel): + is_active: Optional[bool] = None + is_admin: Optional[bool] = None + role: Optional[str] = None + email: Optional[str] = None + display_name: Optional[str] = None + + +class AdminCreateUserRequest(BaseModel): + username: str + email: str + password: str + display_name: Optional[str] = None + is_admin: bool = False + role: str = "trader" + + @field_validator("email") + @classmethod + def email_must_be_valid(cls, v: str) -> str: + return _validate_email(v) + + @field_validator("password") + @classmethod + def password_must_be_strong(cls, v: str) -> str: + return _validate_strong_password(v) + + +class AdminResetPasswordRequest(BaseModel): + new_password: str + + @field_validator("new_password") + @classmethod + def new_password_must_be_strong(cls, v: str) -> str: + return _validate_strong_password(v) diff --git a/backend/app/schemas/ws_message.py b/backend/app/schemas/ws_message.py new file mode 100755 index 0000000..2759f3a --- /dev/null +++ b/backend/app/schemas/ws_message.py @@ -0,0 +1,31 @@ +from decimal import Decimal +from typing import Literal + +from pydantic import BaseModel + +from app.schemas.candle import CandleResponse + + +class WSSubscription(BaseModel): + symbol: str + timeframe: str + exchange: str + action: Literal["subscribe", "unsubscribe"] + + +class WSCandleUpdate(BaseModel): + type: Literal["candle"] = "candle" + data: CandleResponse + + +class WSTickerUpdate(BaseModel): + type: Literal["ticker"] = "ticker" + symbol: str + price: float + change_24h: float + volume: float + + +class WSConnectionStatus(BaseModel): + type: Literal["connection"] = "connection" + status: Literal["connected", "reconnecting", "disconnected"] diff --git a/backend/app/services/__init__.py b/backend/app/services/__init__.py new file mode 100755 index 0000000..e69de29 diff --git a/backend/app/services/alert_service.py b/backend/app/services/alert_service.py new file mode 100755 index 0000000..a6d9e79 --- /dev/null +++ b/backend/app/services/alert_service.py @@ -0,0 +1,367 @@ +"""Alert service — evaluates multi-condition user alerts against current market data. + +Each alert consists of a list of conditions (AND logic — all must pass). When a +new signal is generated, this service checks all active alerts for that user +and returns those whose conditions are fully satisfied. +""" + +from __future__ import annotations + +import logging +from collections.abc import Sequence +from typing import Any + +from sqlalchemy import select +from sqlalchemy.ext.asyncio import AsyncSession + +from app.models.alert import AlertCondition + +logger = logging.getLogger(__name__) + +# --------------------------------------------------------------------------- +# Supported indicators and their extraction helpers +# --------------------------------------------------------------------------- + +SUPPORTED_INDICATORS = { + "rsi", "macd", "bb_width", "volume", "price", "sma", "ema", "momentum", +} + +SUPPORTED_OPERATORS = {">", "<", ">=", "<=", "==", "cross_above", "cross_below"} + + +def _get_price(indicators: dict | None) -> float | None: + """Extract the latest close price from indicators.""" + if not indicators: + return None + return indicators.get("close") + + +def _get_rsi(indicators: dict | None) -> float | None: + """Extract latest RSI value (rsi_14).""" + if not indicators: + return None + rsi_series = indicators.get("rsi_14") + if isinstance(rsi_series, list) and len(rsi_series) > 0: + return rsi_series[-1] + return None + + +def _get_macd(indicators: dict | None) -> dict | None: + """Extract MACD data.""" + if not indicators: + return None + return indicators.get("macd") + + +def _get_bb_width(indicators: dict | None) -> float | None: + """Compute current Bollinger Band width (upper - lower).""" + if not indicators: + return None + bb = indicators.get("bollinger_bands") + if not bb: + return None + upper = bb.get("upper", [None])[-1] + lower = bb.get("lower", [None])[-1] + if upper is not None and lower is not None: + return float(upper) - float(lower) + return None + + +def _get_volume(indicators: dict | None, condition: dict) -> float | None: + """Extract volume-related value based on condition type. + + Types: + - 'avg_multiplier': compare current volume to SMA(period) average + - 'absolute': raw volume value + """ + if not indicators: + return None + vol_type = condition.get("type", "absolute") + if vol_type == "avg_multiplier": + period = condition.get("period", 20) + volume_series = indicators.get("volume") + if isinstance(volume_series, list) and len(volume_series) >= period: + recent = volume_series[-period:] + avg = sum(recent) / len(recent) + current = volume_series[-1] + return current / avg if avg > 0 else None + return None + # absolute + volume_series = indicators.get("volume") + if isinstance(volume_series, list) and len(volume_series) > 0: + return volume_series[-1] + return None + + +def _get_sma(indicators: dict | None, condition: dict) -> float | None: + """Extract SMA value. Uses condition['value'] as the period, default 20.""" + if not indicators: + return None + period = condition.get("period", 20) + key = f"sma_{period}" + sma_series = indicators.get(key) + if isinstance(sma_series, list) and len(sma_series) > 0: + return sma_series[-1] + # Fallback: check generic "sma_20" or "sma_50" + for fallback in ("sma_20", "sma_50"): + fb = indicators.get(fallback) + if isinstance(fb, list) and len(fb) > 0: + return fb[-1] + return None + + +def _get_ema(indicators: dict | None, condition: dict) -> float | None: + """Extract EMA value.""" + if not indicators: + return None + period = condition.get("period", 20) + key = f"ema_{period}" + ema_series = indicators.get(key) + if isinstance(ema_series, list) and len(ema_series) > 0: + return ema_series[-1] + return None + + +def _get_momentum(indicators: dict | None) -> float | None: + """Extract momentum (rate of change) from close prices.""" + if not indicators: + return None + # Try to compute from sma_20 as a proxy if we have enough values + close_series = indicators.get("sma_20") + if isinstance(close_series, list) and len(close_series) >= 2: + prev = close_series[-2] + curr = close_series[-1] + if prev and prev > 0: + return (curr - prev) / prev * 100 + return None + + +# --------------------------------------------------------------------------- +# Condition evaluation +# --------------------------------------------------------------------------- + + +def _extract_indicator_value(indicator: str, indicators: dict | None, + condition: dict) -> float | None: + """Route the indicator name to the correct extraction function.""" + extractors = { + "price": lambda: _get_price(indicators), + "rsi": lambda: _get_rsi(indicators), + "macd": lambda: _get_macd_value(indicators), + "bb_width": lambda: _get_bb_width(indicators), + "volume": lambda: _get_volume(indicators, condition), + "sma": lambda: _get_sma(indicators, condition), + "ema": lambda: _get_ema(indicators, condition), + "momentum": lambda: _get_momentum(indicators), + } + fn = extractors.get(indicator) + if fn is None: + logger.warning("Unknown indicator '%s'", indicator) + return None + return fn() + + +def _get_macd_value(indicators: dict | None) -> float | None: + """Extract latest MACD histogram value (macd - signal).""" + macd_data = _get_macd(indicators) + if not macd_data: + return None + macd_line = macd_data.get("macd_line", []) + signal_line = macd_data.get("signal_line", []) + if len(macd_line) > 0 and len(signal_line) > 0: + m = macd_line[-1] + s = signal_line[-1] + if m is not None and s is not None: + return float(m) - float(s) + return None + + +def _compare_values(current: float, target: float, operator: str) -> bool: + """Compare two numeric values using the given operator.""" + if operator == ">": + return current > target + elif operator == "<": + return current < target + elif operator == ">=": + return current >= target + elif operator == "<=": + return current <= target + elif operator == "==": + return abs(current - target) < 1e-9 + return False + + +def _check_cross(series_a: list[float] | None, series_b: float | None, + operator: str) -> bool: + """Check if series_a crosses above/below a fixed value. + + 'cross_above': previous <= value < current (or prev < value <= current) + 'cross_below': previous >= value > current (or prev > value >= current) + """ + if not series_a or len(series_a) < 2 or series_b is None: + return False + prev = series_a[-2] + curr = series_a[-1] + if operator == "cross_above": + return prev <= series_b < curr + elif operator == "cross_below": + return prev >= series_b > curr + return False + + +async def evaluate_single_condition(condition: dict, + symbol_data: dict | None) -> bool: + """Evaluate a single alert condition against symbol indicator data. + + Parameters + ---------- + condition : dict + One condition object from the alert's conditions array, e.g.: + ``{'indicator': 'rsi', 'operator': '>', 'value': 70, 'timeframe': '1h'}`` + symbol_data : dict | None + The current indicator data for this symbol (output of + ``get_indicators`` or similar). + + Returns + ------- + bool + ``True`` if the condition is satisfied, ``False`` otherwise. + """ + indicator = condition.get("indicator") + operator = condition.get("operator") + target_value = condition.get("value") + + if not indicator or not operator or target_value is None: + logger.debug("Incomplete condition: %s", condition) + return False + + # Handle cross_above / cross_below — these need the full series + if operator in ("cross_above", "cross_below"): + series = _get_value_series(indicator, symbol_data, condition) + return _check_cross(series, target_value, operator) + + current = _extract_indicator_value(indicator, symbol_data, condition) + if current is None: + logger.debug("Could not extract indicator '%s' from symbol data", indicator) + return False + + return _compare_values(current, float(target_value), operator) + + +def _get_value_series(indicator: str, indicators: dict | None, + condition: dict) -> list[float] | None: + """Get the full time-series for an indicator (needed for cross detection).""" + if not indicators: + return None + if indicator == "rsi": + series = indicators.get("rsi_14") + elif indicator == "price": + series = indicators.get("sma_20") + elif indicator == "volume": + series = indicators.get("volume") + elif indicator == "sma": + period = condition.get("period", 20) + series = indicators.get(f"sma_{period}") + elif indicator == "ema": + period = condition.get("period", 20) + series = indicators.get(f"ema_{period}") + else: + return None + if isinstance(series, list) and len(series) >= 2: + return [float(v) for v in series if v is not None] + return None + + +# --------------------------------------------------------------------------- +# Alert evaluation (all conditions for a set of symbols) +# --------------------------------------------------------------------------- + + +async def check_alert_conditions(db: AsyncSession, + symbol_data_map: dict[str, dict | None], + user_id) -> list[AlertCondition]: + """Check all active alerts and return those whose conditions are satisfied. + + Parameters + ---------- + db : AsyncSession + Database session. + symbol_data_map : dict[str, dict | None] + Mapping from symbol (e.g. ``'BTC/USDT'``) to its indicator data dict. + user_id + The user ID to check alerts for. + + Returns + ------- + list[AlertCondition] + All alerts that have fired (conditions satisfied). + """ + # Load all active alerts for this user + result = await db.execute( + select(AlertCondition).where( + AlertCondition.user_id == user_id, + AlertCondition.is_active == True, + ) + ) + alerts: Sequence[AlertCondition] = result.scalars().all() + + fired: list[AlertCondition] = [] + for alert in alerts: + try: + triggered = await _evaluate_alert_conditions(alert, symbol_data_map) + if triggered: + fired.append(alert) + except Exception: + logger.exception("Error evaluating alert %s", alert.id) + + return fired + + +async def _evaluate_alert_conditions( + alert: AlertCondition, + symbol_data_map: dict[str, dict | None], +) -> bool: + """Evaluate all conditions of an alert (AND logic).""" + conditions: list[dict] = alert.conditions or [] + if not conditions: + return False + + # Group conditions by the symbol / timeframe they reference + # Each condition can optionally specify a 'timeframe' key. + # For simplicity, we evaluate each condition against the symbol_data_map. + # All conditions must pass for the alert to fire. + + for cond in conditions: + # Determine which symbol data to use (default to first available) + timeframe = cond.get("timeframe") + # Use any available symbol data — for now check each symbol + passed = False + for symbol, data in symbol_data_map.items(): + if await evaluate_single_condition(cond, data): + passed = True + break + if not passed: + return False + + return True + + +async def check_and_notify_alerts( + db: AsyncSession, + symbol: str, + symbol_data: dict | None, + user_id, +) -> None: + """Convenience: check alerts for a single symbol+user and log results. + + Called from signal_service after each signal. + """ + symbol_data_map = {symbol: symbol_data} + fired = await check_alert_conditions(db, symbol_data_map, user_id) + if fired: + names = [a.name for a in fired] + logger.info( + "🔔 Alerts triggered for user %s on %s: %s", + user_id, symbol, names, + ) + # Actual notification sending is handled by the caller diff --git a/backend/app/services/audit_service.py b/backend/app/services/audit_service.py new file mode 100755 index 0000000..f57b5cf --- /dev/null +++ b/backend/app/services/audit_service.py @@ -0,0 +1,82 @@ +"""Audit log service for recording and querying audit events.""" + +from __future__ import annotations + +import logging +from uuid import UUID + +from sqlalchemy import desc, func as sa_func, select +from sqlalchemy.ext.asyncio import AsyncSession + +from app.models.audit_log import AuditLog + +logger = logging.getLogger(__name__) + + +async def log_action( + db: AsyncSession, + user_id: UUID | None, + action: str, + resource: str, + details: dict | None = None, +) -> AuditLog: + """Record an audit log entry. + + Args: + db: Database session. + user_id: UUID of the user who performed the action, or None. + action: Action type (e.g. 'trade_open', 'signal_generated'). + resource: Affected resource description. + details: Optional extra JSON info. + + Returns: + The created AuditLog instance. + """ + entry = AuditLog( + user_id=user_id, + action=action, + resource=resource, + details=details, + ) + db.add(entry) + await db.flush() + logger.debug( + "Audit log: action=%s resource=%s user=%s", + action, resource, user_id, + ) + return entry + + +async def get_audit_logs( + db: AsyncSession, + limit: int = 100, + offset: int = 0, + action: str | None = None, +) -> tuple[list[AuditLog], int]: + """Fetch audit log entries with pagination and optional action filter. + + Args: + db: Database session. + limit: Maximum number of entries to return. + offset: Number of entries to skip. + action: Optional action type filter. + + Returns: + A tuple of (list of AuditLog entries, total count). + """ + base_query = select(AuditLog).order_by(desc(AuditLog.created_at)) + + if action: + base_query = base_query.where(AuditLog.action == action) + + # Get total count + count_query = select(sa_func.count()).select_from(base_query.subquery()) + total_result = await db.execute(count_query) + total = total_result.scalar() or 0 + + # Get paginated results + query = base_query.limit(limit).offset(offset) + result = await db.execute(query) + entries = list(result.scalars().all()) + + return entries, total diff --git a/backend/app/services/auth_service.py b/backend/app/services/auth_service.py new file mode 100755 index 0000000..48c35be --- /dev/null +++ b/backend/app/services/auth_service.py @@ -0,0 +1,332 @@ +from __future__ import annotations + +import re +from uuid import UUID + +from sqlalchemy import select +from sqlalchemy.ext.asyncio import AsyncSession + +from app.core.exceptions import ( + ConflictException, + InvalidCredentialsException, + InvalidTokenException, + NotFoundException, +) +from app.core.security import ( + create_access_token, + create_refresh_token, + decode_token, + generate_token_hash, + hash_password_async, + verify_password_async, +) +from app.models import RefreshToken, User +from app.schemas import ( + LoginRequest, + RegisterRequest, + TokenResponse, + UserResponse, + UserSessionResponse, +) + + +# P1-23: Backend password strength validation + + +def _validate_password_strength(password: str) -> None: + """Raise ConflictException if password doesn't meet minimum strength.""" + if len(password) < 8: + raise ConflictException(detail="Password must be at least 8 characters") + if not re.search(r"[a-z]", password): + raise ConflictException(detail="Password must contain at least one lowercase letter") + if not re.search(r"[A-Z]", password): + raise ConflictException(detail="Password must contain at least one uppercase letter") + if not re.search(r"\d", password): + raise ConflictException(detail="Password must contain at least one digit") + if not re.search(r"[!@#$%^&*()_+\-=\[\]{};':\"\\|,.<>/?]", password): + raise ConflictException(detail="Password must contain at least one special character") + + +async def register( + db: AsyncSession, + req: RegisterRequest, +) -> UserResponse: + """Register a new user account. + + Checks username / email uniqueness, hashes the password, creates the + ``User`` row together with an empty ``Watchlist``, and returns the + new user's public profile. + """ + # --- uniqueness checks --------------------------------------------------- + existing_username = await db.execute( + select(User).where(User.username == req.username) + ) + if existing_username.scalar_one_or_none() is not None: + raise ConflictException(detail=f"Username '{req.username}' is already taken") + + existing_email = await db.execute( + select(User).where(User.email == req.email) + ) + if existing_email.scalar_one_or_none() is not None: + raise ConflictException(detail=f"Email '{req.email}' is already registered") + + # --- P1-23: password strength validation --------------------------------- + _validate_password_strength(req.password) + + # --- create user --------------------------------------------------------- + user = User( + username=req.username, + email=req.email, + password_hash=await hash_password_async(req.password), + ) + db.add(user) + await db.flush() # flush so user.id is available + + # --- create empty watchlist entry ---------------------------------------- + # The Watchlist model requires a symbol_id; an empty watchlist is + # represented here by *not* creating any rows. If the domain later + # requires an explicit "empty" row, adjust accordingly. + # For now we skip creating a Watchlist row since it needs a symbol_id. + + await db.commit() + await db.refresh(user) + + return UserResponse( + id=user.id, + username=user.username, + email=user.email, + display_name=user.display_name, + is_active=user.is_active, + is_admin=user.is_admin, + role=user.role, + created_at=user.created_at, + ) + + +async def login( + db: AsyncSession, + req: LoginRequest, + user_agent: str = "", + ip_address: str = "", +) -> TokenResponse: + """Authenticate a user by username/password and issue a token pair. + + Validates credentials, creates an access + refresh JWT pair, stores a + hashed refresh-token record in the database, and returns the tokens. + """ + # --- locate user --------------------------------------------------------- + result = await db.execute( + select(User).where(User.username == req.username) + ) + user = result.scalar_one_or_none() + + if user is None or not await verify_password_async(req.password, user.password_hash): + raise InvalidCredentialsException() + + # --- issue tokens -------------------------------------------------------- + token_data: dict = {"sub": str(user.id)} + + access_token = create_access_token(data=token_data) + refresh_token = create_refresh_token(data=token_data) + token_hash = generate_token_hash(refresh_token) + + # Decode the refresh token to read its expiry and jti + decoded = decode_token(refresh_token) + expires_at = decoded["exp"] + from datetime import datetime, timezone + + # --- store refresh token record ------------------------------------------ + rt = RefreshToken( + user_id=user.id, + token_hash=token_hash, + expires_at=datetime.fromtimestamp(expires_at, tz=timezone.utc), + user_agent=user_agent or None, + ip_address=ip_address or None, + ) + db.add(rt) + await db.commit() + + return TokenResponse( + access_token=access_token, + refresh_token=refresh_token, + token_type="bearer", + ) + + +async def refresh_token( + db: AsyncSession, + refresh_token_str: str, +) -> TokenResponse: + """Refresh an expired access token using a valid refresh token (rotation). + + Verifies the refresh token signature, checks that it hasn't been revoked + or expired, revokes the old record, and issues a brand-new token pair. + """ + # --- decode & validate claims -------------------------------------------- + try: + payload = decode_token(refresh_token_str) + except Exception: + raise InvalidTokenException(detail="Invalid refresh token") + + if payload.get("type") != "refresh": + raise InvalidTokenException(detail="Token is not a refresh token") + + sub: str | None = payload.get("sub") + jti: str | None = payload.get("jti") + if not sub or not jti: + raise InvalidTokenException(detail="Invalid refresh token payload") + + # --- look up stored record ----------------------------------------------- + token_hash = generate_token_hash(refresh_token_str) + + result = await db.execute( + select(RefreshToken).where(RefreshToken.token_hash == token_hash) + ) + stored = result.scalar_one_or_none() + + if stored is None: + raise InvalidTokenException(detail="Refresh token not found") + + if stored.revoked: + raise InvalidTokenException(detail="Refresh token has been revoked") + + from datetime import datetime, timezone + + if stored.expires_at < datetime.now(timezone.utc): + raise InvalidTokenException(detail="Refresh token has expired") + + # --- revoke old token ---------------------------------------------------- + stored.revoked = True + + # --- issue new pair ------------------------------------------------------ + token_data: dict = {"sub": sub} + new_access = create_access_token(data=token_data) + new_refresh = create_refresh_token(data=token_data) + new_hash = generate_token_hash(new_refresh) + + decoded_new = decode_token(new_refresh) + new_expires_at = datetime.fromtimestamp(decoded_new["exp"], tz=timezone.utc) + + rt = RefreshToken( + user_id=stored.user_id, + token_hash=new_hash, + expires_at=new_expires_at, + ) + db.add(rt) + await db.commit() + + return TokenResponse( + access_token=new_access, + refresh_token=new_refresh, + token_type="bearer", + ) + + +async def logout( + db: AsyncSession, + refresh_token_str: str, +) -> None: + """Revoke the given refresh token so it can no longer be used.""" + token_hash = generate_token_hash(refresh_token_str) + + result = await db.execute( + select(RefreshToken).where(RefreshToken.token_hash == token_hash) + ) + stored = result.scalar_one_or_none() + + if stored is None: + raise InvalidTokenException(detail="Refresh token not found") + + stored.revoked = True + await db.commit() + + +async def get_user_sessions( + db: AsyncSession, + user_id: UUID, +) -> list[UserSessionResponse]: + """Return all active (non-revoked, non-expired) sessions for a user.""" + from datetime import datetime, timezone + + now = datetime.now(timezone.utc) + + result = await db.execute( + select(RefreshToken) + .where( + RefreshToken.user_id == user_id, + RefreshToken.revoked == False, # noqa: E712 + RefreshToken.expires_at > now, + ) + .order_by(RefreshToken.created_at.desc()) + ) + tokens = result.scalars().all() + + return [ + UserSessionResponse( + id=t.id, + created_at=t.created_at, + user_agent=t.user_agent, + ip_address=str(t.ip_address) if t.ip_address else None, + is_current=False, + ) + for t in tokens + ] + + +async def revoke_session( + db: AsyncSession, + token_hash: str, + user_id: UUID, +) -> None: + """Revoke a specific refresh token by hash, verifying it belongs to the user.""" + result = await db.execute( + select(RefreshToken).where( + RefreshToken.token_hash == token_hash, + RefreshToken.user_id == user_id, + ) + ) + stored = result.scalar_one_or_none() + + if stored is None: + raise NotFoundException(detail="Session not found") + + stored.revoked = True + await db.commit() + + +async def change_password( + db: AsyncSession, + user_id: UUID, + old_password: str, + new_password: str, +) -> None: + """Change a user's password after verifying the old one. + + On success, all existing refresh tokens for the user are revoked, + forcing a fresh login on all devices. + """ + # --- fetch user ---------------------------------------------------------- + result = await db.execute(select(User).where(User.id == user_id)) + user = result.scalar_one_or_none() + + if user is None: + raise NotFoundException(detail="User not found") + + # --- verify old password ------------------------------------------------- + if not await verify_password_async(old_password, user.password_hash): + raise InvalidCredentialsException(detail="Incorrect password") + + # --- P1-23: validate new password strength -------------------------------- + _validate_password_strength(new_password) + + # --- update password ----------------------------------------------------- + user.password_hash = await hash_password_async(new_password) + + # --- revoke all refresh tokens ------------------------------------------- + tokens_result = await db.execute( + select(RefreshToken).where(RefreshToken.user_id == user_id) + ) + for token in tokens_result.scalars().all(): + token.revoked = True + + await db.commit() diff --git a/backend/app/services/candle_service.py b/backend/app/services/candle_service.py new file mode 100755 index 0000000..2ce3eec --- /dev/null +++ b/backend/app/services/candle_service.py @@ -0,0 +1,544 @@ +"""Candle CRUD service with TTLCache and cursor-based pagination.""" + +from __future__ import annotations + +import asyncio +import logging +from datetime import datetime, timedelta, timezone +from decimal import Decimal +from typing import Optional + +from cachetools import TTLCache +from sqlalchemy import and_, select, text +from sqlalchemy.dialects.postgresql import insert as pg_insert +from sqlalchemy.ext.asyncio import AsyncSession +from sqlalchemy.orm import joinedload + +from app.core.exceptions import NotFoundException +from app.database import async_session_factory +from app.exchange.factory import factory as exchange_factory +from app.exchange.types import CandleData +from app.models.candle import Candle +from app.models.exchange import Exchange +from app.models.symbol import Symbol +from app.schemas.candle import CandleListResponse, CandleResponse + +logger = logging.getLogger(__name__) + +# --------------------------------------------------------------------------- +# In-memory candle cache +# --------------------------------------------------------------------------- +# Key format: f"{exchange_name}:{symbol}:{timeframe}" +candle_cache: TTLCache[str, list[CandleResponse]] = TTLCache( + maxsize=500, + ttl=60, # 1 minute +) + +# --------------------------------------------------------------------------- +# Indicator cache — TTL varies by timeframe to avoid unnecessary recomputation +# --------------------------------------------------------------------------- +# Key format: f"{exchange_name}:{symbol}:{timeframe}" +indicator_cache: TTLCache[str, dict] = TTLCache( + maxsize=500, + ttl=300, # default 5 min (overridden per-key with custom TTL tracking) +) + + +def _indicator_cache_ttl(timeframe: str) -> int: + """Return a sensible TTL (seconds) for indicator data per timeframe.""" + tf_map = { + "1m": 30, # refresh every 30s + "5m": 120, # every 2 min + "15m": 300, # every 5 min + "30m": 300, # every 5 min + "1h": 600, # every 10 min + "4h": 1800, # every 30 min + "1d": 3600, # every 1 hour + } + return tf_map.get(timeframe, 300) + + +# In-progress tracker for debounce: set of "symbol:timeframe" keys +_indicator_in_progress: set[str] = set() +_indicator_cache_timestamps: dict[str, float] = {} + + + +# --------------------------------------------------------------------------- +# Helpers +# --------------------------------------------------------------------------- + +def _cache_key(exchange_name: str, symbol: str, timeframe: str) -> str: + return f"{exchange_name}:{symbol}:{timeframe}" + + +def _candle_to_response(candle: Candle) -> CandleResponse: + return CandleResponse( + symbol_id=candle.symbol_id, + timeframe=candle.timeframe, + timestamp=candle.timestamp, + open=candle.open, + high=candle.high, + low=candle.low, + close=candle.close, + volume=candle.volume, + ) + + +def _candledata_to_response(cd: CandleData) -> CandleResponse: + return CandleResponse( + symbol_id=0, # Will be set when saved; placeholder for cache + timeframe=cd.timeframe, + timestamp=cd.timestamp, + open=cd.open, + high=cd.high, + low=cd.low, + close=cd.close, + volume=cd.volume, + ) + + +# --------------------------------------------------------------------------- +# Public API +# --------------------------------------------------------------------------- + +async def fetch_and_store_candles( + db: AsyncSession, + exchange_name: str, + symbol: str, + timeframe: str, + limit: int = 500, +) -> list[CandleData]: + """Fetch candles from the exchange and persist them to the database. + + Steps: + 1. Get or create Exchange + Symbol rows in the DB. + 2. Create an exchange adapter via ``ExchangeFactory``. + 3. Fetch OHLCV data from the remote exchange. + 4. Bulk-insert with ``ON CONFLICT DO NOTHING``. + 5. Refresh the in-memory cache. + 6. Return the list of ``CandleData`` as received from the exchange. + """ + # --- 1. Get or create Exchange --- + exch_result = await db.execute( + select(Exchange).where(Exchange.name == exchange_name) + ) + exchange = exch_result.scalar_one_or_none() + if exchange is None: + exchange = Exchange(name=exchange_name, display_name=exchange_name.title()) + db.add(exchange) + await db.flush() + logger.info("Created new exchange record: %s", exchange_name) + + # --- Get or create Symbol --- + sym_result = await db.execute( + select(Symbol).where( + and_(Symbol.exchange_id == exchange.id, Symbol.symbol == symbol) + ) + ) + db_symbol = sym_result.scalar_one_or_none() + if db_symbol is None: + # Parse base/quote from symbol (e.g. "BTC/USDT" -> "BTC", "USDT") + parts = symbol.replace("-", "/").split("/") + base = parts[0] if len(parts) > 1 else symbol + quote = parts[1] if len(parts) > 1 else "" + db_symbol = Symbol( + exchange_id=exchange.id, + symbol=symbol, + base=base, + quote=quote, + is_active=True, + ) + db.add(db_symbol) + await db.flush() + logger.info("Created new symbol record: %s on %s", symbol, exchange_name) + + # --- 2. Create adapter & 3. Fetch candles --- + adapter = exchange_factory.create(exchange_name) + candles = await adapter.fetch_ohlcv(symbol, timeframe, limit) + + if not candles: + logger.warning("No candles returned for %s:%s:%s", exchange_name, symbol, timeframe) + return candles + + # --- 4. Bulk insert (ON CONFLICT DO NOTHING) --- + values = [ + { + "symbol_id": db_symbol.id, + "timeframe": timeframe, + "timestamp": c.timestamp, + "open": c.open, + "high": c.high, + "low": c.low, + "close": c.close, + "volume": c.volume, + } + for c in candles + ] + + stmt = pg_insert(Candle).values(values) + stmt = stmt.on_conflict_do_nothing( + index_elements=["symbol_id", "timeframe", "timestamp"] + ) + await db.execute(stmt) + await db.commit() + + logger.info( + "Stored %d candles for %s:%s:%s", + len(candles), + exchange_name, + symbol, + timeframe, + ) + + # --- 5. Invoke after-fetch callbacks (for WS push etc.) --- + try: + from app.tasks.candle_fetcher import _after_fetch_callbacks + + for c in candles: + candle_dict = { + "symbol": symbol, + "exchange": exchange_name, + "timeframe": c.timeframe, + "timestamp": c.timestamp, + "open": c.open, + "high": c.high, + "low": c.low, + "close": c.close, + "volume": c.volume, + } + for cb in _after_fetch_callbacks: + try: + await cb(exchange_name, symbol, c.timeframe, candle_dict) + except Exception: + logger.exception("After-fetch callback failed for %s:%s:%s", exchange_name, symbol, c.timeframe) + except Exception: + logger.debug("No after-fetch callbacks registered") + + # --- 6. Update cache --- + cache_responses = [_candledata_to_response(cd) for cd in candles] + # Fix up symbol_id for cached items + for r in cache_responses: + r.symbol_id = db_symbol.id + candle_cache[_cache_key(exchange_name, symbol, timeframe)] = cache_responses + + return candles + + +async def get_candles( + db: AsyncSession, + symbol: str, + exchange_name: str, + timeframe: str, + cursor: Optional[datetime] = None, + limit: int = 500, +) -> CandleListResponse: + """Retrieve candles with cursor-based pagination. + + Checks the in-memory ``TTLCache`` first. On a cache miss, queries + PostgreSQL using ``WHERE timestamp < cursor`` ordered descending. + """ + key = _cache_key(exchange_name, symbol, timeframe) + + # --- 1. Check cache (only for non-cursor queries) --- + if cursor is None and key in candle_cache: + cached = candle_cache[key] + has_more = len(cached) > limit + return CandleListResponse( + candles=cached[:limit], + cursor=cached[limit - 1].timestamp.isoformat() if has_more and len(cached) > limit else None, + has_more=has_more, + ) + + # --- 2. Resolve symbol --- + sym_result = await db.execute( + select(Symbol) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .where(and_(Exchange.name == exchange_name, Symbol.symbol == symbol)) + ) + db_symbol = sym_result.scalar_one_or_none() + if db_symbol is None: + raise NotFoundException(detail=f"Symbol {symbol} not found on {exchange_name}") + + # --- 3. Build query with cursor-based pagination --- + query = ( + select(Candle) + .where( + and_( + Candle.symbol_id == db_symbol.id, + Candle.timeframe == timeframe, + ) + ) + .order_by(Candle.timestamp.desc()) + .limit(limit + 1) # Fetch one extra to determine has_more + ) + + if cursor is not None: + query = query.where(Candle.timestamp < cursor) + + result = await db.execute(query) + rows = result.scalars().all() + + # --- 3b. If no cached/DB data, fetch on-demand from exchange --- + if not rows: + logger.info("No DB candles for %s:%s:%s — fetching on-demand from exchange", exchange_name, symbol, timeframe) + try: + fetched = await fetch_and_store_candles(db, exchange_name, symbol, timeframe, limit) + if fetched: + # Re-query DB after fetch + result2 = await db.execute(query) + rows = result2.scalars().all() + except Exception as e: + logger.warning("On-demand fetch failed for %s:%s:%s: %s", exchange_name, symbol, timeframe, e) + + has_more = len(rows) > limit + if has_more: + rows = rows[:limit] + + candles = [_candle_to_response(r) for r in rows] + + # --- 4. Determine next cursor --- + next_cursor: Optional[str] = None + if candles: + next_cursor = candles[-1].timestamp.isoformat() + + # --- 5. Update cache on full (non-cursor) reads --- + if cursor is None: + candle_cache[key] = candles + + return CandleListResponse( + candles=candles, + cursor=next_cursor if has_more else None, + has_more=has_more, + ) + + +async def get_latest_candle( + db: AsyncSession, + symbol: str, + exchange_name: str, + timeframe: str, +) -> Optional[CandleData]: + """Return the most recent candle for a symbol/exchange/timeframe.""" + sym_result = await db.execute( + select(Symbol) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .where(and_(Exchange.name == exchange_name, Symbol.symbol == symbol)) + ) + db_symbol = sym_result.scalar_one_or_none() + if db_symbol is None: + return None + + result = await db.execute( + select(Candle) + .where( + and_( + Candle.symbol_id == db_symbol.id, + Candle.timeframe == timeframe, + ) + ) + .order_by(Candle.timestamp.desc()) + .limit(1) + ) + candle = result.scalar_one_or_none() + if candle is None: + return None + + return CandleData( + symbol=symbol, + exchange=exchange_name, + timeframe=timeframe, + timestamp=candle.timestamp, + open=candle.open, + high=candle.high, + low=candle.low, + close=candle.close, + volume=candle.volume, + ) + + +async def get_indicators( + db: AsyncSession, + symbol: str, + exchange_name: str, + timeframe: str, +) -> dict: + """Compute technical indicators for the last 250 candles. + + Results are cached in ``indicator_cache`` with per-timeframe TTL + (30s for 1m, 2min for 5m, 5min for 15m-30m, 10min for 1h, etc.) + """ + import time as _time + + cache_key = f"{exchange_name}:{symbol}:{timeframe}" + + # ── Cache check ── + now = _time.monotonic() + cached_ts = _indicator_cache_timestamps.get(cache_key, 0) + ttl = _indicator_cache_ttl(timeframe) + if cache_key in indicator_cache and (now - cached_ts) < ttl: + return indicator_cache[cache_key] + + # ── Debounce: skip if already computing for this key ── + if cache_key in _indicator_in_progress: + logger.debug("Indicators for %s already computing — skipping duplicate call", cache_key) + # Return stale cache if available (better than nothing) + if cache_key in indicator_cache: + return indicator_cache[cache_key] + return {} + _indicator_in_progress.add(cache_key) + try: + from app.services.indicator_service import ( + adx, + bollinger_bands, + detect_candlestick_patterns, + detect_divergence, + detect_fvg, + detect_market_regime, + ema, + ichimoku, + macd, + mfi, + obv, + obv_signal, + rsi, + sma, + stoch_rsi, + supertrend, + volume_breakout, + vwap, + ) + + sym_result = await db.execute( + select(Symbol) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .where(and_(Exchange.name == exchange_name, Symbol.symbol == symbol)) + ) + db_symbol = sym_result.scalar_one_or_none() + if db_symbol is None: + raise NotFoundException(detail=f"Symbol {symbol} not found on {exchange_name}") + + result = await db.execute( + select(Candle) + .where( + and_( + Candle.symbol_id == db_symbol.id, + Candle.timeframe == timeframe, + ) + ) + .order_by(Candle.timestamp.desc()) + .limit(250) + ) + candles = result.scalars().all() + # Reverse to ASC for indicator computation + candles.reverse() + + if not candles: + return {} + + close_prices = [float(c.close) for c in candles] + + # Build candle dicts for VWAP, SuperTrend, Volume, SMC + candle_dicts = [ + { + "high": float(c.high), + "low": float(c.low), + "close": float(c.close), + "open": float(c.open), + "volume": float(c.volume), + } + for c in candles + ] + + computed = { + "sma_20": sma(close_prices, 20), + "sma_50": sma(close_prices, 50), + "ema_12": ema(close_prices, 12), + "ema_26": ema(close_prices, 26), + "rsi_14": rsi(close_prices, 14), + "stoch_rsi": stoch_rsi(close_prices), + "macd": macd(close_prices), + "bollinger_bands": bollinger_bands(close_prices), + "vwap": vwap(candle_dicts), + "close": close_prices, # raw close prices for MTF & external use + } + + # Add new indicators + computed["supertrend"] = supertrend(candle_dicts, period=10, multiplier=3.0) + computed["volume_breakout"] = volume_breakout(candle_dicts, period=20, multiplier=2.0) + + # Add OBV (On-Balance Volume) + computed["obv"] = obv(candle_dicts) + obv_cross, obv_sma = obv_signal(computed["obv"], period=20) + computed["obv_crossover"] = obv_cross + computed["obv_sma"] = obv_sma + + # Add Ichimoku Cloud + computed["ichimoku"] = ichimoku(candle_dicts) + + # Add RSI divergence detection + rsi_vals = computed.get("rsi_14", []) + if len(close_prices) > 20 and len(rsi_vals) > 20: + rsi_div = detect_divergence(close_prices, rsi_vals, pivot_lookback=5) + computed["rsi_divergence"] = rsi_div + else: + computed["rsi_divergence"] = (None, None) + + # Add Market Structure (SMC) + from app.services.indicator_service import market_structure + computed["market_structure"] = market_structure(candle_dicts, pivot_lookback=3) + + # Add MACD divergence detection + macd_data = computed.get("macd", {}) + macd_hist = macd_data.get("histogram", [None] * len(close_prices)) if macd_data else [None] * len(close_prices) + if len(close_prices) > 20 and len(macd_hist) > 20: + macd_div = detect_divergence(close_prices, macd_hist, pivot_lookback=5) + computed["macd_divergence"] = macd_div + else: + computed["macd_divergence"] = (None, None) + + # Add ADX (Average Directional Index) + Market Regime + computed["adx_data"] = adx(candle_dicts, period=14) + atr_vals = computed.get("supertrend", {}).get("trend", None) + # Compute ATR% for regime detection + try: + from app.services.indicator_service import atr as _calc_atr + raw_atr = _calc_atr(candle_dicts, period=14) + last_atr = raw_atr[-1] if raw_atr and len(raw_atr) > 0 else None + last_close = close_prices[-1] if close_prices else 1 + atr_pct_val = (last_atr / last_close * 100.0) if last_atr and last_close > 0 else None + except Exception: + atr_pct_val = None + + # Extract high/low prices for regime detection + high_prices = [c["high"] for c in candle_dicts] + low_prices = [c["low"] for c in candle_dicts] + + regime = detect_market_regime( + computed["adx_data"], + computed["bollinger_bands"], + atr_pct_val, + computed.get("volume_breakout"), + prices=close_prices, + highs=high_prices, + lows=low_prices, + ) + computed["market_regime"] = regime + + # Add MFI (Money Flow Index) + computed["mfi_14"] = mfi(candle_dicts, period=14) + + # Add FVG (Fair Value Gap) + fvg_type, fvg_high, fvg_low = detect_fvg(candle_dicts, lookback=30) + computed["fvg"] = {"type": fvg_type, "gap_high": fvg_high, "gap_low": fvg_low} + + # Add Candlestick Pattern Recognition + computed["candlestick_score"] = detect_candlestick_patterns(candle_dicts) + + # ── Store in cache before returning ── + indicator_cache[cache_key] = computed + _indicator_cache_timestamps[cache_key] = _time.monotonic() + return computed + + finally: + _indicator_in_progress.discard(cache_key) diff --git a/backend/app/services/indicator_service.py b/backend/app/services/indicator_service.py new file mode 100755 index 0000000..6a03547 --- /dev/null +++ b/backend/app/services/indicator_service.py @@ -0,0 +1,1479 @@ +"""Indicator calculation service. + +Synchronous pure-math indicator computations. Uses NumPy for vectorized +operations when available, otherwise falls back to pure-Python loops. +""" + +from __future__ import annotations + +import math +from typing import Optional + +# --------------------------------------------------------------------------- +# Optional NumPy import +# --------------------------------------------------------------------------- +try: + import numpy as np + + HAS_NUMPY = True +except ImportError: # pragma: no cover + HAS_NUMPY = False + + +# ====================================================================== +# Helper +# ====================================================================== + +def _rolling_window(values: list[float], period: int): + """Yield successive *period*-sized slices of *values*.""" + for i in range(len(values) - period + 1): + yield values[i : i + period] + + +# ====================================================================== +# Moving Averages +# ====================================================================== + +def sma(prices: list[float], period: int) -> list[Optional[float]]: + """Simple Moving Average. + + Returns a list of the same length as *prices* where the first + ``period - 1`` entries are ``None``. + """ + if period < 1: + raise ValueError("period must be >= 1") + if not prices: + return [] + + result: list[Optional[float]] = [None] * (period - 1) + + if HAS_NUMPY: + arr = np.array(prices, dtype=np.float64) + # Cumulative sum across windows + cumsum = np.cumsum(arr) + cumsum[period:] = cumsum[period:] - cumsum[:-period] + result.extend(cumsum[period - 1 :] / period) + else: + for i in range(period - 1, len(prices)): + result.append(sum(prices[i - period + 1 : i + 1]) / period) + + return result + + +def ema(prices: list[float], period: int) -> list[Optional[float]]: + """Exponential Moving Average. + + Returns a list of the same length as *prices* where the first + ``period - 1`` entries are ``None``. + """ + if period < 1: + raise ValueError("period must be >= 1") + if not prices: + return [] + + result: list[Optional[float]] = [None] * (period - 1) + multiplier = 2.0 / (period + 1) + + if HAS_NUMPY: + arr = np.array(prices, dtype=np.float64) + # Seed with SMA + ema_vals = np.empty_like(arr) + ema_vals[:period] = np.nan + ema_vals[period - 1] = np.mean(arr[:period]) + for i in range(period, len(arr)): + ema_vals[i] = (arr[i] - ema_vals[i - 1]) * multiplier + ema_vals[i - 1] + result.extend(ema_vals[period - 1 :].tolist()) + else: + # Seed with SMA + ema_val = sum(prices[:period]) / period + result.append(ema_val) + for price in prices[period:]: + ema_val = (price - ema_val) * multiplier + ema_val + result.append(ema_val) + + return result + + +# ====================================================================== +# RSI +# ====================================================================== + +def rsi(prices: list[float], period: int = 14) -> list[Optional[float]]: + """Relative Strength Index. + + Computed using Wilder's smoothing. + Returns a list of the same length as *prices* where the first + ``period`` entries are ``None``. + """ + if period < 1: + raise ValueError("period must be >= 1") + if len(prices) < period + 1: + return [None] * len(prices) + + result: list[Optional[float]] = [None] * period + + # Price differences + deltas = [prices[i] - prices[i - 1] for i in range(1, len(prices))] + + # Initial average gain / loss (simple mean) + avg_gain = sum(d for d in deltas[:period] if d > 0) / period + avg_loss = abs(sum(d for d in deltas[:period] if d < 0)) / period + + for i in range(period - 1, len(deltas)): + diff = deltas[i] + if i > period - 1: + # Wilder smoothing + avg_gain = (avg_gain * (period - 1) + max(diff, 0)) / period + avg_loss = (avg_loss * (period - 1) + abs(min(diff, 0))) / period + else: + avg_gain = sum(d for d in deltas[:period] if d > 0) / period + avg_loss = abs(sum(d for d in deltas[:period] if d < 0)) / period + + if avg_loss == 0: + if avg_gain == 0: + rs = 50.0 # no movement + else: + rs = 100.0 + else: + rs = avg_gain / avg_loss + result.append(100.0 - (100.0 / (1.0 + rs))) + + return result + + +# ====================================================================== +# Stochastic RSI +# ====================================================================== + +def stoch_rsi( + prices: list[float], + rsi_period: int = 14, + stoch_period: int = 14, + k_smoothing: int = 3, + d_smoothing: int = 3, +) -> dict[str, list[Optional[float]]]: + """Stochastic RSI — applies the Stochastic formula to RSI values. + + Returns a dict with keys ``k`` (%K line) and ``d`` (%D line = SMA of %K). + Leading entries are None until enough data is available; typical default + values are 14/14/3/3. + """ + raw_rsi = rsi(prices, rsi_period) + n = len(raw_rsi) + + # Collect valid (non-None) RSI values with their original indices + valid_indices: list[int] = [] + valid_values: list[float] = [] + for idx, v in enumerate(raw_rsi): + if v is not None: + valid_indices.append(idx) + valid_values.append(v) + + m = len(valid_values) + if m < stoch_period + k_smoothing + d_smoothing: + return {"k": [None] * n, "d": [None] * n} + + # Allocate result arrays (full length n, initialized to None) + k_raw: list[Optional[float]] = [None] * n + k_smooth: list[Optional[float]] = [None] * n + d_values: list[Optional[float]] = [None] * n + + # Compute raw %K on valid RSI window + # We iterate over valid_values with a sliding window + for i in range(stoch_period - 1, m): + idx = valid_indices[i] # position in original array + window = valid_values[i - stoch_period + 1 : i + 1] + lo = min(window) + hi = max(window) + if hi == lo: + k_raw[idx] = 50.0 + else: + k_raw[idx] = (valid_values[i] - lo) / (hi - lo) * 100.0 + + # Smooth %K with SMA(k_smoothing) + for i in range(m): + if i < k_smoothing - 1: + continue + idx = valid_indices[i] + window = [k_raw[valid_indices[j]] for j in range(i - k_smoothing + 1, i + 1)] + if all(v is not None for v in window): + k_smooth[idx] = sum(window) / k_smoothing # type: ignore[arg-type, operator] + + # %D = SMA of %K (d_smoothing) + for i in range(m): + if i < k_smoothing - 1 + d_smoothing - 1: + continue + idx = valid_indices[i] + window = [k_smooth[valid_indices[j]] for j in range(i - d_smoothing + 1, i + 1)] + if all(v is not None for v in window): + d_values[idx] = sum(window) / d_smoothing # type: ignore[arg-type, operator] + + return {"k": k_smooth, "d": d_values} + + +# ====================================================================== +# MACD +# ====================================================================== + +def macd( + prices: list[float], + fast: int = 12, + slow: int = 26, + signal: int = 9, +) -> dict[str, list[Optional[float]]]: + """MACD (Moving Average Convergence / Divergence). + + Returns a dict with keys ``macd_line``, ``signal_line``, and + ``histogram``. Each value is a list of the same length as *prices*; + leading entries are ``None`` until enough data is available. + """ + if fast >= slow: + raise ValueError("fast period must be less than slow period") + + ema_fast = ema(prices, fast) + ema_slow = ema(prices, slow) + + # MACD line = EMA(fast) - EMA(slow) (align starting positions) + macd_line: list[Optional[float]] = [None] * (slow - 1) + for i in range(slow - 1, len(prices)): + if ema_fast[i] is not None and ema_slow[i] is not None: + macd_line.append(ema_fast[i] - ema_slow[i]) # type: ignore[operator] + else: + macd_line.append(None) + + # Signal line = EMA of MACD line + # We need to pass only the non-None portion of macd_line as floats + macd_valid: list[float] = [v for v in macd_line if v is not None] + sig = ema(macd_valid, signal) + + # Re-align: signal line starts after we have `signal` MACD values + signal_line: list[Optional[float]] = [None] * (slow - 1 + signal - 1) + signal_line.extend(sig[signal - 1 :]) + + signal_line = signal_line[:len(prices)] + + # Histogram = MACD line - Signal line + histogram: list[Optional[float]] = [] + for m, s in zip(macd_line, signal_line): + if m is not None and s is not None: + histogram.append(m - s) + else: + histogram.append(None) + + return { + "macd_line": macd_line, + "signal_line": signal_line, + "histogram": histogram, + } + + +# ====================================================================== +# Bollinger Bands +# ====================================================================== + +def bollinger_bands( + prices: list[float], + period: int = 20, + std_dev: float = 2.0, +) -> dict[str, list[Optional[float]]]: + """Bollinger Bands. + + Returns a dict with keys ``upper``, ``middle`` (SMA), and ``lower``. + When called with default std_dev=2.0, also returns ``upper_1``, ``lower_1`` + (1-sigma bands) for double-BB display. + """ + middle = sma(prices, period) + + upper: list[Optional[float]] = [None] * (period - 1) + lower: list[Optional[float]] = [None] * (period - 1) + upper_1: list[Optional[float]] = [None] * (period - 1) if std_dev == 2.0 else None # type: ignore[assignment] + lower_1: list[Optional[float]] = [None] * (period - 1) if std_dev == 2.0 else None # type: ignore[assignment] + + for i in range(period - 1, len(prices)): + window = prices[i - period + 1 : i + 1] + if HAS_NUMPY: + sd = float(np.std(window, ddof=0)) + else: + mean = sum(window) / period + variance = sum((x - mean) ** 2 for x in window) / period + sd = math.sqrt(variance) + + m = middle[i] + if m is not None: + upper.append(m + std_dev * sd) + lower.append(m - std_dev * sd) + if upper_1 is not None and lower_1 is not None: + upper_1.append(m + 1.0 * sd) + lower_1.append(m - 1.0 * sd) + else: + upper.append(None) + lower.append(None) + if upper_1 is not None and lower_1 is not None: + upper_1.append(None) + lower_1.append(None) + + result: dict[str, list[Optional[float]]] = { + "upper": upper, + "middle": middle, + "lower": lower, + } + if upper_1 is not None: + result["upper_1"] = upper_1 + result["lower_1"] = lower_1 + return result + + +# ====================================================================== +# Volume Profile (basic) +# ====================================================================== + +def volume_profile( + candles: list[dict], + num_bins: int = 10, +) -> dict[str, list]: + """Basic Volume Profile (Volume at Price). + + Accepts a list of candle dicts that must contain at least ``high``, + ``low``, and ``volume`` keys. Price range is divided into + *num_bins* equal-width bins and volume is accumulated per bin. + + Returns a dict with: + - ``price_levels`` (list of bin mid-points) + - ``volumes`` (list of accumulated volume per bin) + """ + if not candles: + return {"price_levels": [], "volumes": []} + + # Determine global price range + all_highs = [float(c["high"]) for c in candles] + all_lows = [float(c["low"]) for c in candles] + min_price = min(all_lows) + max_price = max(all_highs) + + if max_price == min_price: + # Single price level — everything goes in one bin + total_vol = sum(float(c["volume"]) for c in candles) + return {"price_levels": [min_price], "volumes": [total_vol]} + + bin_size = (max_price - min_price) / num_bins + bins = [0.0] * num_bins + + for c in candles: + vol = float(c["volume"]) + # Distribute volume proportionally across bins the candle spans + lo = float(c["low"]) + hi = float(c["high"]) + lo_bin = int((lo - min_price) / bin_size) + hi_bin = int((hi - min_price) / bin_size) + + # Clamp to valid range + lo_bin = max(0, min(lo_bin, num_bins - 1)) + hi_bin = max(0, min(hi_bin, num_bins - 1)) + + if lo_bin == hi_bin: + bins[lo_bin] += vol + else: + # Linear distribution across spanned bins + total_range = hi - lo + for b in range(lo_bin, hi_bin + 1): + bin_lo = min_price + b * bin_size + bin_hi = bin_lo + bin_size + overlap_lo = max(lo, bin_lo) + overlap_hi = min(hi, bin_hi) + if overlap_hi > overlap_lo: + fraction = (overlap_hi - overlap_lo) / total_range + bins[b] += vol * fraction + + price_levels = [min_price + (i + 0.5) * bin_size for i in range(num_bins)] + return {"price_levels": price_levels, "volumes": bins} + + +# ====================================================================== +# VWAP +# ====================================================================== + +def vwap(candles: list[dict]) -> list[float]: + """Volume-Weighted Average Price (cumulative). + + Accepts a list of candle dicts that must contain ``high``, ``low``, + ``close``, and ``volume`` keys. + + Returns a list of the same length as *candles* where each entry is + the cumulative VWAP up to that candle. + """ + if not candles: + return [] + + result: list[float] = [] + cum_volume = 0.0 + cum_vol_price = 0.0 + + for c in candles: + typical_price = (float(c["high"]) + float(c["low"]) + float(c["close"])) / 3.0 + vol = float(c["volume"]) + cum_volume += vol + cum_vol_price += typical_price * vol + result.append(cum_vol_price / cum_volume if cum_volume > 0 else 0.0) + + return result + + +# ====================================================================== +# ATR — Average True Range +# ====================================================================== + +def atr(candles: list[dict], period: int = 14) -> list[Optional[float]]: + """Average True Range — measures volatility. + + Accepts candle dicts with ``high``, ``low``, ``close`` keys. + Returns a list of the same length; first (period) entries are None. + """ + if not candles or len(candles) < period + 1: + return [None] * len(candles) + + tr_values: list[float] = [] + for i in range(1, len(candles)): + high = float(candles[i]["high"]) + low = float(candles[i]["low"]) + prev_close = float(candles[i - 1]["close"]) + tr = max(high - low, abs(high - prev_close), abs(low - prev_close)) + tr_values.append(tr) + + # First TR uses first candle's high-low + tr_values.insert(0, float(candles[0]["high"]) - float(candles[0]["low"])) + + # SMA of TR + result: list[Optional[float]] = [None] * len(candles) + for i in range(period - 1, len(tr_values)): + result[i] = sum(tr_values[i - period + 1 : i + 1]) / period + + return result + + +# ====================================================================== +# SuperTrend +# ====================================================================== + +def supertrend( + candles: list[dict], + period: int = 10, + multiplier: float = 3.0, +) -> dict[str, list]: + """SuperTrend indicator. + + Returns a dict with keys: + - ``trend``: list of bool (True=UP/BUY, False=DOWN/SELL) + - ``supertrend``: list of float (the Supertrend line) + + First ``period`` entries are None for both lists. + """ + n = len(candles) + if n < period + 1: + return {"trend": [None] * n, "supertrend": [None] * n} + + atr_vals = atr(candles, period) + + trend: list[Optional[bool]] = [None] * n + st: list[Optional[float]] = [None] * n + + for i in range(period, n): + hl2 = (float(candles[i]["high"]) + float(candles[i]["low"])) / 2.0 + if atr_vals[i] is None: + continue + basic_upper = hl2 + multiplier * atr_vals[i] # type: ignore + basic_lower = hl2 - multiplier * atr_vals[i] # type: ignore + + close = float(candles[i]["close"]) + prev_close = float(candles[i - 1]["close"]) + + # Final bands + if i == period: + final_upper = basic_upper + final_lower = basic_lower + else: + final_upper = basic_upper if basic_upper < st[i - 1] or prev_close > st[i - 1] else st[i - 1] # type: ignore + final_lower = basic_lower if basic_lower > st[i - 1] or prev_close < st[i - 1] else st[i - 1] # type: ignore + + # Determine trend direction + if i == period: + trend[i] = True if close > final_upper else False + else: + if trend[i - 1] and close <= final_lower: + trend[i] = False + elif not trend[i - 1] and close >= final_upper: + trend[i] = True + else: + trend[i] = trend[i - 1] + + st[i] = final_lower if trend[i] else final_upper + + return {"trend": trend, "supertrend": st} + + +# ====================================================================== +# Volume Breakout detection +# ====================================================================== + +def volume_breakout( + candles: list[dict], + period: int = 20, + multiplier: float = 2.5, +) -> list[Optional[bool]]: + """Detect volume breakouts. + + Compares each candle's volume to the SMA of volume over ``period`` candles. + Returns a list of bool: True if volume > multiplier * SMA(volume). + + First ``period`` entries are None. + """ + n = len(candles) + if n < period + 1: + return [None] * n + + volumes = [float(c["volume"]) for c in candles] + result: list[Optional[bool]] = [None] * n + + for i in range(period, n): + window_vol = volumes[i - period : i] + avg_vol = sum(window_vol) / period if period > 0 and any(v > 0 for v in window_vol) else 0 + if avg_vol > 0: + result[i] = volumes[i] > avg_vol * multiplier + else: + result[i] = None # no volume data -> no breakout signal + + return result + + +# ====================================================================== +# Ichimoku Cloud +# ====================================================================== + +def ichimoku(candles: list[dict]) -> dict[str, list]: + """Ichimoku Cloud — comprehensive trend indicator. + + Returns dict with keys: + - ``tenkan``: Conversion line (fast) + - ``kijun``: Base line (slow) + - ``senkou_a``: Leading Span A (cloud top/bottom) + - ``senkou_b``: Leading Span B (cloud top/bottom) + - ``chikou``: Lagging Span + + All values aligned to candle index. First 51 entries are None. + """ + n = len(candles) + if n < 52: + return {"tenkan": [None] * n, "kijun": [None] * n, + "senkou_a": [None] * n, "senkou_b": [None] * n, + "chikou": [None] * n} + + highs = [float(c["high"]) for c in candles] + lows = [float(c["low"]) for c in candles] + closes = [float(c["close"]) for c in candles] + + tenkan: list[Optional[float]] = [None] * n + kijun: list[Optional[float]] = [None] * n + senkou_a: list[Optional[float]] = [None] * n + senkou_b: list[Optional[float]] = [None] * n + chikou: list[Optional[float]] = [None] * n + + for i in range(8, n): + tenkan[i] = (max(highs[i - 8 : i + 1]) + min(lows[i - 8 : i + 1])) / 2.0 + + for i in range(25, n): + kijun[i] = (max(highs[i - 25 : i + 1]) + min(lows[i - 25 : i + 1])) / 2.0 + + # Senkou spans: shift forward by 26 + for i in range(25, n): + if tenkan[i] is not None and kijun[i] is not None: + sa = (tenkan[i] + kijun[i]) / 2.0 + if i + 26 < n: + senkou_a[i + 26] = sa + + for i in range(51, n): + sb = (max(highs[i - 51 : i + 1]) + min(lows[i - 51 : i + 1])) / 2.0 + if i + 26 < n: + senkou_b[i + 26] = sb + + # Chikou: current close plotted 26 periods back + for i in range(n): + if i + 26 < n: + chikou[i] = closes[i + 26] + + return { + "tenkan": tenkan, + "kijun": kijun, + "senkou_a": senkou_a, + "senkou_b": senkou_b, + "chikou": chikou, + } + + +# ====================================================================== +# Divergence Detection +# ====================================================================== + +def _find_pivot_highs(prices: list[float], left: int = 3, right: int = 3) -> list[Optional[int]]: + """Find pivot high indices. Returns list of indices (None = not a pivot).""" + n = len(prices) + pivots: list[Optional[int]] = [None] * n + for i in range(left, n - right): + if all(prices[i] >= prices[i - j] for j in range(1, left + 1)) and \ + all(prices[i] >= prices[i + j] for j in range(1, right + 1)): + pivots[i] = i + return pivots + + +def _find_pivot_lows(prices: list[float], left: int = 3, right: int = 3) -> list[Optional[int]]: + """Find pivot low indices. Returns list of indices (None = not a pivot).""" + n = len(prices) + pivots: list[Optional[int]] = [None] * n + for i in range(left, n - right): + if all(prices[i] <= prices[i - j] for j in range(1, left + 1)) and \ + all(prices[i] <= prices[i + j] for j in range(1, right + 1)): + pivots[i] = i + return pivots + + +def detect_divergence( + prices: list[float], + indicator: list[Optional[float]], + pivot_lookback: int = 5, +) -> tuple[Optional[str], Optional[str]]: + """Detect regular and hidden divergences using up to 3 pivot points. + + Compares 2 or 3 pivot points in prices vs indicator for stronger signals. + Multi-pivot divergence (3+ pivots) returns STRONG; 2-pivot returns WEAK. + + Returns (divergence_type, strength): + - ("BULLISH", "STRONG") — Regular Bullish Divergence (2+ consecutive pairs) + - ("BULLISH", "WEAK") — Hidden Bullish Divergence or single regular + - ("BEARISH", "STRONG") — Regular Bearish Divergence (2+ consecutive pairs) + - ("BEARISH", "WEAK") — Hidden Bearish Divergence or single regular + - (None, None) — no divergence + """ + n = len(prices) + if n < 20: + return None, None + + pivots_high = _find_pivot_highs(prices, pivot_lookback, pivot_lookback) + pivots_low = _find_pivot_lows(prices, pivot_lookback, pivot_lookback) + + low_indices = [i for i in pivots_low if i is not None and indicator[i] is not None][-3:] + high_indices = [i for i in pivots_high if i is not None and indicator[i] is not None][-3:] + + # ── Bullish divergence checks ── + bullish_count = 0 + for k in range(len(low_indices) - 1): + i1, i2 = low_indices[k], low_indices[k + 1] + if indicator[i1] is None or indicator[i2] is None: + continue + # Regular Bullish: Price lower low, indicator higher low + if prices[i2] < prices[i1] and indicator[i2] > indicator[i1]: + bullish_count += 1 + # Hidden Bullish: Price higher low, indicator lower low + elif prices[i2] > prices[i1] and indicator[i2] < indicator[i1]: + if bullish_count == 0: + return "BULLISH", "WEAK" # hidden divergence found + + if bullish_count >= 2: + return "BULLISH", "STRONG" # multi-pivot regular divergence + elif bullish_count == 1: + return "BULLISH", "WEAK" # single regular divergence + + # ── Bearish divergence checks ── + bearish_count = 0 + for k in range(len(high_indices) - 1): + i1, i2 = high_indices[k], high_indices[k + 1] + if indicator[i1] is None or indicator[i2] is None: + continue + # Regular Bearish: Price higher high, indicator lower high + if prices[i2] > prices[i1] and indicator[i2] < indicator[i1]: + bearish_count += 1 + # Hidden Bearish: Price lower high, indicator higher high + elif prices[i2] < prices[i1] and indicator[i2] > indicator[i1]: + if bearish_count == 0: + return "BEARISH", "WEAK" # hidden divergence found + + if bearish_count >= 2: + return "BEARISH", "STRONG" # multi-pivot regular divergence + elif bearish_count == 1: + return "BEARISH", "WEAK" # single regular divergence + + return None, None + + +# ====================================================================== +# Market Structure (SMC — Smart Money Concepts) +# ====================================================================== + +def _find_pivot_highs_levels(prices: list[float], left: int = 3, right: int = 3) -> list[Optional[float]]: + """Find pivot high price levels. Returns list where non-pivot entries are None.""" + n = len(prices) + pivots: list[Optional[float]] = [None] * n + for i in range(left, n - right): + if all(prices[i] >= prices[i - j] for j in range(1, left + 1)) and \ + all(prices[i] >= prices[i + j] for j in range(1, right + 1)): + pivots[i] = prices[i] + return pivots + + +def _find_pivot_lows_levels(prices: list[float], left: int = 3, right: int = 3) -> list[Optional[float]]: + """Find pivot low price levels. Returns list where non-pivot entries are None.""" + n = len(prices) + pivots: list[Optional[float]] = [None] * n + for i in range(left, n - right): + if all(prices[i] <= prices[i - j] for j in range(1, left + 1)) and \ + all(prices[i] <= prices[i + j] for j in range(1, right + 1)): + pivots[i] = prices[i] + return pivots + + +def _detect_bos( + swing_highs: list[Optional[float]], + swing_lows: list[Optional[float]], + prices: list[float], +) -> Optional[str]: + """Detect Break of Structure (BOS). + + Bullish BOS: price breaks above the most recent swing high. + Bearish BOS: price breaks below the most recent swing low. + Returns \"BULLISH\", \"BEARISH\", or None. + """ + recent_highs = [sh for sh in swing_highs if sh is not None][-3:] + recent_lows = [sl for sl in swing_lows if sl is not None][-3:] + current_price = prices[-1] + + if recent_highs and current_price > max(recent_highs) * 1.003: + return "BULLISH" + if recent_lows and current_price < min(recent_lows) * 0.997: + return "BEARISH" + return None + + +def _detect_choch( + swing_highs: list[Optional[float]], + swing_lows: list[Optional[float]], + prices: list[float], +) -> Optional[str]: + """Detect Change of Character (CHoCH). + + Bearish CHoCH: after a series of HH/HL (uptrend), price breaks last swing low. + Bullish CHoCH: after a series of LH/LL (downtrend), price breaks last swing high. + Returns \"BULLISH\", \"BEARISH\", or None. + """ + n = len(prices) + if n < 20: + return None + + highs = [sh for sh in swing_highs if sh is not None][-5:] + lows = [sl for sl in swing_lows if sl is not None][-5:] + + if len(highs) < 3 or len(lows) < 3: + return None + + current_price = prices[-1] + + # Check if we were in uptrend (HH/HL pattern) + if (len(highs) >= 3 and len(lows) >= 3 and + highs[-3] < highs[-2] and lows[-3] < lows[-2] and + current_price < lows[-2]): + return "BEARISH" # Uptrend → CHoCH bearish + + # Check if we were in downtrend (LH/LL pattern) + if (len(highs) >= 3 and len(lows) >= 3 and + highs[-3] > highs[-2] and lows[-3] > lows[-2] and + current_price > highs[-2]): + return "BULLISH" # Downtrend → CHoCH bullish + + return None + + +def _detect_order_blocks( + candles: list[dict], + lookback: int = 20, +) -> list[dict]: + """Detect Order Blocks (OB) — the last candle before a strong move. + + Returns list of order blocks, each with: + - type: \"BULLISH\" (support) or \"BEARISH\" (resistance) + - price_high, price_low + - strength: int (number of consecutive strong moves) + """ + n = len(candles) + if n < lookback + 3: + return [] + + blocks: list[dict] = [] + for i in range(max(1, n - lookback), n - 2): + prev = candles[i - 1] + curr = candles[i] + nxt1 = candles[i + 1] + nxt2 = candles[i + 2] + + curr_high = float(curr["high"]) + curr_low = float(curr["low"]) + nxt1_close = float(nxt1["close"]) + nxt2_close = float(nxt2["close"]) + + # Bullish OB: bearish candle followed by 2 consecutive bullish candles + if float(curr["close"]) < float(curr["open"]) and nxt1_close > float(nxt1["open"]) and nxt2_close > float(nxt2["open"]): + blocks.append({ + "type": "BULLISH", + "price_high": curr_high, + "price_low": curr_low, + "strength": 1, + }) + + # Bearish OB: bullish candle followed by 2 consecutive bearish candles + if float(curr["close"]) > float(curr["open"]) and nxt1_close < float(nxt1["open"]) and nxt2_close < float(nxt2["open"]): + blocks.append({ + "type": "BEARISH", + "price_high": curr_high, + "price_low": curr_low, + "strength": 1, + }) + + # Keep only the most recent blocks + return blocks[-5:] if len(blocks) > 5 else blocks + + +def market_structure( + candles: list[dict], + pivot_lookback: int = 3, +) -> dict: + """Comprehensive Market Structure analysis (SMC). + + Returns dict with: + - ``swing_highs``: list of swing high price levels (None = not a swing) + - ``swing_lows``: list of swing low price levels (None = not a swing) + - ``bos``: latest Break of Structure direction or None + - ``choch``: latest Change of Character direction or None + - ``order_blocks``: list of recent order blocks + - ``trend``: \"BULLISH\", \"BEARISH\", or \"NEUTRAL\" + - ``last_swing_high``: most recent swing high price + - ``last_swing_low``: most recent swing low price + """ + n = len(candles) + if n < 20: + return { + "swing_highs": [None] * n, + "swing_lows": [None] * n, + "bos": None, "choch": None, + "order_blocks": [], "trend": "NEUTRAL", + "last_swing_high": None, "last_swing_low": None, + } + + prices = [float(c["close"]) for c in candles] + + swing_highs = _find_pivot_highs_levels(prices, pivot_lookback, pivot_lookback) + swing_lows = _find_pivot_lows_levels(prices, pivot_lookback, pivot_lookback) + + bos = _detect_bos(swing_highs, swing_lows, prices) + choch = _detect_choch(swing_highs, swing_lows, prices) + obs = _detect_order_blocks(candles, lookback=min(40, n)) + + # Determine trend from recent swing structure + recent_highs = [sh for sh in swing_highs if sh is not None][-3:] + recent_lows = [sl for sl in swing_lows if sl is not None][-3:] + trend = "NEUTRAL" + if len(recent_highs) >= 2 and len(recent_lows) >= 2: + if recent_highs[-1] > recent_highs[-2] and recent_lows[-1] > recent_lows[-2]: + trend = "BULLISH" + elif recent_highs[-1] < recent_highs[-2] and recent_lows[-1] < recent_lows[-2]: + trend = "BEARISH" + + return { + "swing_highs": swing_highs, + "swing_lows": swing_lows, + "bos": bos, + "choch": choch, + "order_blocks": obs, + "trend": trend, + "last_swing_high": recent_highs[-1] if recent_highs else None, + "last_swing_low": recent_lows[-1] if recent_lows else None, + } + + +# ====================================================================== +# OBV — On-Balance Volume +# ====================================================================== + +def obv(candles: list[dict]) -> list[float]: + """On-Balance Volume — cumulative volume adjusted by price direction. + + Accepts candle dicts with ``close`` and ``volume`` keys. + Returns a list of the same length as *candles*; the first entry is the + volume of the first candle (no previous close to compare). + """ + if not candles: + return [] + + result: list[float] = [] + prev_obv = 0.0 + prev_close = None + + for c in candles: + close = float(c["close"]) + vol = float(c["volume"]) + if prev_close is None: + obv_val = vol # first candle — no comparison + elif close > prev_close: + obv_val = prev_obv + vol + elif close < prev_close: + obv_val = prev_obv - vol + else: + obv_val = prev_obv + result.append(obv_val) + prev_obv = obv_val + prev_close = close + + return result + + +def obv_signal( + obv_values: list[float], + period: int = 20, +) -> tuple[list[Optional[bool]], list[Optional[float]]]: + """OBV signal — compare OBV to its SMA. + + Returns (crossovers, obv_sma) where: + - crossovers[i] = True if OBV crossed above SMA (= bullish volume), + False if OBV crossed below SMA (= bearish volume), + None otherwise. + - obv_sma[i] = SMA of OBV at period i. + """ + n = len(obv_values) + if n < period + 1: + return [None] * n, [None] * n + + obv_sma_vals: list[Optional[float]] = [None] * n + crossovers: list[Optional[bool]] = [None] * n + + for i in range(period, n): + obv_sma_vals[i] = sum(obv_values[i - period: i]) / period + + for i in range(period + 1, n): + curr_obv = obv_values[i] + prev_obv = obv_values[i - 1] + curr_ma = obv_sma_vals[i] + prev_ma = obv_sma_vals[i - 1] + if curr_ma is not None and prev_ma is not None: + if prev_obv <= prev_ma and curr_obv > curr_ma: + crossovers[i] = True # bullish volume + elif prev_obv >= prev_ma and curr_obv < curr_ma: + crossovers[i] = False # bearish volume + + return crossovers, obv_sma_vals + + +# ====================================================================== +# ADX — Average Directional Index +# ====================================================================== + +def adx(candles: list[dict], period: int = 14) -> dict[str, list[Optional[float]]]: + """Average Directional Index — measures trend strength. + + Returns dict with keys: + - ``adx``: ADX values (0-100, higher = stronger trend) + - ``plus_di``: +DI line + - ``minus_di``: -DI line + + First ``period * 2`` entries are None. + """ + n = len(candles) + if n < period * 2 + 1: + return {"adx": [None] * n, "plus_di": [None] * n, "minus_di": [None] * n} + + highs = [float(c["high"]) for c in candles] + lows = [float(c["low"]) for c in candles] + closes = [float(c["close"]) for c in candles] + + # True Range + tr: list[float] = [] + # +DM / -DM + plus_dm: list[float] = [] + minus_dm: list[float] = [] + + for i in range(1, n): + hi = highs[i] + lo = lows[i] + prev_hi = highs[i - 1] + prev_lo = lows[i - 1] + prev_c = closes[i - 1] + + tr.append(max(hi - lo, abs(hi - prev_c), abs(lo - prev_c))) + + up_move = hi - prev_hi + down_move = prev_lo - lo + + if up_move > down_move and up_move > 0: + plus_dm.append(up_move) + else: + plus_dm.append(0.0) + + if down_move > up_move and down_move > 0: + minus_dm.append(down_move) + else: + minus_dm.append(0.0) + + # First TR uses first candle + tr.insert(0, highs[0] - lows[0]) + plus_dm.insert(0, 0.0) + minus_dm.insert(0, 0.0) + + # P2-5: Correct Wilder smoothing + smoothed_tr: list[float] = [] + smoothed_plus_dm: list[float] = [] + smoothed_minus_dm: list[float] = [] + # Phase 1: accumulate sum for first `period` values + # Phase 2: at period-1, replace with simple average + # Phase 3: for i >= period, use (prev*(period-1) + raw) / period + for i in range(n): + if i < period - 1: + # Accumulate sum for initial average + if i == 0: + smoothed_tr.append(tr[i]) + smoothed_plus_dm.append(plus_dm[i]) + smoothed_minus_dm.append(minus_dm[i]) + else: + smoothed_tr[-1] += tr[i] + smoothed_plus_dm[-1] += plus_dm[i] + smoothed_minus_dm[-1] += minus_dm[i] + elif i == period - 1: + # Finalize initial average after accumulating all `period` values + smoothed_tr[0] += tr[i] + smoothed_plus_dm[0] += plus_dm[i] + smoothed_minus_dm[0] += minus_dm[i] + smoothed_tr[0] /= period + smoothed_plus_dm[0] /= period + smoothed_minus_dm[0] /= period + else: + # Wilder EMA: (prev * (period-1) + new) / period + smoothed_tr.append((smoothed_tr[-1] * (period - 1) + tr[i]) / period) + smoothed_plus_dm.append((smoothed_plus_dm[-1] * (period - 1) + plus_dm[i]) / period) + smoothed_minus_dm.append((smoothed_minus_dm[-1] * (period - 1) + minus_dm[i]) / period) + + # +DI / -DI + # smoothed_tr has n - period + 1 entries (index 0 = first avg, then Wilder values) + # Map: smoothed_tr[0] corresponds to candle index (period-1) + # smoothed_tr[k] corresponds to candle index (period-1+k) for k>=0 + plus_di: list[Optional[float]] = [None] * n + minus_di: list[Optional[float]] = [None] * n + adx_vals: list[Optional[float]] = [None] * n + + sm_len = len(smoothed_tr) + for k in range(sm_len): + candle_idx = period - 1 + k + if candle_idx >= n: + break + if smoothed_tr[k] > 0: + plus_di[candle_idx] = (smoothed_plus_dm[k] / smoothed_tr[k]) * 100.0 + minus_di[candle_idx] = (smoothed_minus_dm[k] / smoothed_tr[k]) * 100.0 + + # ADX = smoothed average of |+DI - -DI| / (+DI + -DI) + dx_values: list[float] = [] + for i in range(period, n): + p = plus_di[i] + m = minus_di[i] + if p is not None and m is not None: + diff = abs(p - m) + total = p + m + dx_values.append((diff / total) * 100.0 if total > 0 else 0.0) + + # Wilder smoothing of DX for ADX + first_dx_count = min(period, len(dx_values)) + if first_dx_count > 0: + # First ADX = simple average of first N DX values + first_adx = sum(dx_values[:first_dx_count]) / first_dx_count + adx_vals[period + first_dx_count - 1] = first_adx + # Remaining ADX = Wilder smoothed + for i in range(first_dx_count, len(dx_values)): + idx = period + i + prev = adx_vals[idx - 1] + if prev is not None: + adx_vals[idx] = (prev * (period - 1) + dx_values[i]) / period + + return {"adx": adx_vals, "plus_di": plus_di, "minus_di": minus_di} + + +# ====================================================================== +# Market Regime Detection +# ====================================================================== + +def detect_market_regime( + adx_data: dict[str, list[Optional[float]]], + bb: dict[str, list[Optional[float]]], + atr_pct: float | None, + volume_data: list[Optional[bool]] | None, + prices: list[float] | None = None, + highs: list[float] | None = None, + lows: list[float] | None = None, + lookback: int = 20, +) -> str: + """Classify the current market regime using multi-factor analysis. + + Uses ADX, Bollinger Band width, ATR%, volume breakout, + Efficiency Ratio, and Choppiness Index to classify into: + - "trending" : strong directional movement + - "sideways" : low ADX, choppy + - "volatile" : high ATR%, wide swings + - "breakout" : BB squeeze + volume spike + - "squeeze" : BB very narrow, low volatility before breakout + - "choppy" : high CHOP, low ER — completely avoid + """ + adx_vals = adx_data.get("adx", []) + adx_last = adx_vals[-1] if adx_vals and len(adx_vals) >= 1 else None + + # ADX-based trend (keep as primary signal) + is_trending = adx_last is not None and adx_last > 25 + is_sideways = adx_last is not None and adx_last < 20 + + # ── Efficiency Ratio (Kaufman) ── + # Computed in-line from available prices if provided + er_val: float | None = None + if prices and len(prices) >= 15: + er_list = efficiency_ratio(prices, period=14) + er_val = er_list[-1] + has_trend = er_val is not None and er_val > 0.5 # strong directional + is_noise = er_val is not None and er_val < 0.3 # random walk + + # ── Choppiness Index ── + chop_val: float | None = None + if highs and lows and prices and len(prices) >= 15: + chop_list = choppiness_index(highs, lows, prices, period=14) + chop_val = chop_list[-1] + is_choppy = chop_val is not None and chop_val > 61.8 + is_trending_chop = chop_val is not None and chop_val < 38.2 + + # BB width (volatility contraction) + bb_upper = bb.get("upper", []) + bb_lower = bb.get("lower", []) + bb_squeeze = False + if len(bb_upper) >= lookback and len(bb_lower) >= lookback: + widths = [] + for i in range(max(0, len(bb_upper) - lookback), len(bb_upper)): + try: + widths.append(bb_upper[i] - bb_lower[i]) + except (TypeError, IndexError): + continue + if len(widths) >= 3: + min_w = min(widths) + current_w = widths[-1] + if min_w > 0 and current_w <= min_w * 1.05: + bb_squeeze = True + + # Volume & Volatility + vol_spike = False + if volume_data and len(volume_data) >= 2: + vol_last = volume_data[-1] + if vol_last is True: + vol_spike = True + + is_volatile = atr_pct is not None and atr_pct > 5.0 + + # ── Enhanced classification ── + # Priority: squeeze → breakout → choppy → volatile → trending → sideways → neutral + + if bb_squeeze and vol_spike: + return "breakout" + if bb_squeeze and not vol_spike: + return "squeeze" + + # Choppy market — high CHOP (>61.8) OR low ER (<0.3) with low ADX + if (is_choppy or is_noise) and not is_trending: + return "choppy" + + if is_volatile: + return "volatile" + + # Trending: ADX > 25 AND (CHOP < 38.2 OR ER > 0.5) + if is_trending and (is_trending_chop or has_trend): + return "trending" + + if is_sideways: + return "sideways" + + return "neutral" + + +# ====================================================================== +# Efficiency Ratio (Kaufman) + Choppiness Index +# ====================================================================== + + +def efficiency_ratio(prices: list[float], period: int = 14) -> list[Optional[float]]: + """Kaufman Efficiency Ratio — measures price directionality. + + ER = |close - close[N]| / sum(|close[i] - close[i-1]| for N periods) + Range: 0 (random walk) to 1 (perfectly trending). + + Used to distinguish trending vs. sideways markets. + """ + if len(prices) < period + 1: + return [None] * len(prices) + + result: list[Optional[float]] = [None] * period + for i in range(period, len(prices)): + direction = abs(prices[i] - prices[i - period]) + noise = sum(abs(prices[j] - prices[j - 1]) for j in range(i - period + 1, i + 1)) + er = direction / noise if noise > 0 else 0.0 + result.append(er) + return result + + +def choppiness_index( + highs: list[float], + lows: list[float], + closes: list[float], + period: int = 14, +) -> list[Optional[float]]: + """Choppiness Index (CHOP) — measures trending vs. sideways. + + CHOP = 100 × log10(sum(TR, N) / (max(high, N) - min(low, N))) / log10(N) + - CHOP > 61.8 → choppy/sideways (avoid trading) + - CHOP < 38.2 → trending (favor trend-following) + - 38.2–61.8 → transition zone + """ + n = len(closes) + if n < period: + return [None] * n + + result: list[Optional[float]] = [None] * period + for i in range(period, n): + tr_sum = 0.0 + for j in range(i - period + 1, i + 1): + hl = highs[j] - lows[j] + hc = abs(highs[j] - closes[j - 1]) if j > 0 else 0.0 + lc = abs(lows[j] - closes[j - 1]) if j > 0 else 0.0 + tr_sum += max(hl, hc, lc) + + hi_lo = max(highs[i - period + 1:i + 1]) - min(lows[i - period + 1:i + 1]) + if hi_lo > 0 and tr_sum > 0: + if HAS_NUMPY: + chop = 100.0 * (np.log10(tr_sum / hi_lo) / np.log10(period)) + else: + import math + chop = 100.0 * (math.log10(tr_sum / hi_lo) / math.log10(period)) + result.append(min(chop, 100.0)) + else: + result.append(50.0) + return result + + +# ====================================================================== +# MFI — Money Flow Index (volume-weighted RSI) +# ====================================================================== + +def mfi(candles: list[dict], period: int = 14) -> list[Optional[float]]: + """Money Flow Index — volume-weighted RSI. + + Accepts candle dicts with ``high``, ``low``, ``close``, ``volume`` keys. + Returns a list of the same length; first ``period`` entries are None. + + MFI > 80 → overbought, MFI < 20 → oversold. + """ + n = len(candles) + if n < period + 1: + return [None] * n + + typical_prices: list[float] = [] + for c in candles: + tp = (float(c["high"]) + float(c["low"]) + float(c["close"])) / 3.0 + typical_prices.append(tp) + + raw_money_flow: list[float] = [] + for i, tp in enumerate(typical_prices): + raw_money_flow.append(tp * float(candles[i]["volume"])) + + result: list[Optional[float]] = [None] * n + + for i in range(period, n): + pos_flow = 0.0 + neg_flow = 0.0 + for j in range(i - period, i): + mf = raw_money_flow[j] + if typical_prices[j] > typical_prices[j - 1]: + pos_flow += mf + elif typical_prices[j] < typical_prices[j - 1]: + neg_flow += mf + # if equal, flow is split — add to neither + + if neg_flow == 0: + result[i] = 100.0 + else: + money_ratio = pos_flow / neg_flow + result[i] = 100.0 - (100.0 / (1.0 + money_ratio)) + + return result + + +# ====================================================================== +# FVG — Fair Value Gap (SMC inefficiency) +# ====================================================================== + +def detect_fvg( + candles: list[dict], + lookback: int = 30, +) -> tuple[Optional[str], Optional[float], Optional[float]]: + """Detect the most recent Fair Value Gap (imbalance / inefficiency). + + A Bullish FVG occurs when the low of candle i is higher than the + high of candle i+2 (gap up — unfilled buy orders). + A Bearish FVG occurs when the high of candle i is lower than the + low of candle i+2 (gap down — unfilled sell orders). + + Returns (fvg_type, gap_high, gap_low): + - fvg_type: "BULLISH", "BEARISH", or None + - gap_high: upper bound of the gap + - gap_low: lower bound of the gap + """ + n = len(candles) + if n < 5: + return None, None, None + + start = max(0, n - lookback - 2) + for i in range(n - 3, start - 1, -1): + c0 = candles[i] + c1 = candles[i + 1] + c2 = candles[i + 2] + + c0_high = float(c0["high"]) + c0_low = float(c0["low"]) + c2_high = float(c2["high"]) + c2_low = float(c2["low"]) + + # Bullish FVG: C0 low > C2 high → gap up + if c0_low > c2_high: + gap_high = c0_low + gap_low = c2_high + return "BULLISH", gap_high, gap_low + + # Bearish FVG: C0 high < C2 low → gap down + if c0_high < c2_low: + gap_high = c2_low + gap_low = c0_high + return "BEARISH", gap_high, gap_low + + return None, None, None + + +# ====================================================================== +# Candlestick Pattern Recognition (single vote from 30+ patterns) +# ====================================================================== + +def _is_bullish(c: dict) -> bool: + return float(c["close"]) > float(c["open"]) + +def _is_bearish(c: dict) -> bool: + return float(c["close"]) < float(c["open"]) + +def _body(c: dict) -> float: + return abs(float(c["close"]) - float(c["open"])) + +def _uw(c: dict) -> float: + return float(c["high"]) - max(float(c["open"]), float(c["close"])) + +def _lw(c: dict) -> float: + return min(float(c["open"]), float(c["close"])) - float(c["low"]) + +def _tr(c: dict) -> float: + return float(c["high"]) - float(c["low"]) + + +def detect_candlestick_patterns(candles: list[dict]) -> float: + """Detect 30+ candlestick patterns → single vote score [-2.0, +2.0].""" + n = len(candles) + if n < 3: + return 0.0 + + score = 0.0 + + def _up(v: float) -> None: + nonlocal score + if abs(v) > abs(score): + score = v + + c0, c1, c2 = candles[-1], candles[-2], candles[-3] + c3 = candles[-4] if n >= 4 else None + c4 = candles[-5] if n >= 5 else None + + o0, h0, l0, c0c = float(c0["open"]), float(c0["high"]), float(c0["low"]), float(c0["close"]) + o1, h1, l1, c1c = float(c1["open"]), float(c1["high"]), float(c1["low"]), float(c1["close"]) + o2, h2, l2, c2c = float(c2["open"]), float(c2["high"]), float(c2["low"]), float(c2["close"]) + + b0, b1, b2 = _body(c0), _body(c1), _body(c2) + r0, r1, r2 = _tr(c0), _tr(c1), _tr(c2) + uw0, lw0 = _uw(c0), _lw(c0) + bull0, bear0 = c0c > o0, c0c < o0 + bull1, bear1 = c1c > o1, c1c < o1 + bull2, bear2 = c2c > o2, c2c < o2 + + # ── Doji ── + if r0 > 0 and b0 / r0 < 0.1: + if lw0 >= r0 * 0.6 and uw0 <= r0 * 0.1: _up(0.5) + elif uw0 >= r0 * 0.6 and lw0 <= r0 * 0.1: _up(-0.5) + + # ── Marubozu ── + if r0 > 0 and b0 / r0 > 0.95: + _up(1.5 if bull0 else -1.5) + + # ── Hammer (downtrend) ── + if bull0 and b0 > 0 and lw0 >= b0 * 2 and uw0 < b0 * 0.5 and (bear1 or bear2): + _up(1.5) + + # ── Shooting Star (uptrend) ── + if bear0 and b0 > 0 and uw0 >= b0 * 2 and lw0 < b0 * 0.5 and (bull1 or bull2): + _up(-1.5) + + # ── Pin Bar ── + if r0 > 0 and b0 / r0 < 0.35: + if lw0 >= r0 * 0.6 and uw0 <= r0 * 0.2: _up(2.0) + elif uw0 >= r0 * 0.6 and lw0 <= r0 * 0.2: _up(-2.0) + + # ── Engulfing ── + if bear1 and bull0 and o0 < c1c and c0c > o1: _up(2.0) + if bull1 and bear0 and o0 > c1c and c0c < o1: _up(-2.0) + + # ── Harami ── + if bull1 and bear0 and h0 < h1 and l0 > l1: _up(0.5) + if bear1 and bull0 and h0 < h1 and l0 > l1: _up(-0.5) + + # ── Piercing / Dark Cloud ── + if bear1 and bull0 and o0 < l1 and c0c > (o1 + c1c) / 2: _up(1.5) + if bull1 and bear0 and o0 > h1 and c0c < (o1 + c1c) / 2: _up(-1.5) + + # ── Tweezer ── + if h1 > 0 and h0 > 0 and abs(h1 - h0) / max(h1, h0) * 100 < 0.1 and bull1 and bear0: _up(-1.5) + if l1 > 0 and l0 > 0 and abs(l1 - l0) / max(l1 + 0.001, l0) * 100 < 0.1 and bear1 and bull0: _up(1.5) + + # ── Morning / Evening Star ── + if bear2 and bull0: + if _body(c1) / _tr(c1) < 0.3 and c0c > (o2 + c2c) / 2: _up(2.0) + if bull2 and bear0: + if _body(c1) / _tr(c1) < 0.3 and c0c < (o2 + c2c) / 2: _up(-2.0) + + # ── Three Soldiers / Crows ── + if bull2 and bull1 and bull0 and c1c > c2c and c0c > c1c: _up(1.5) + if bear2 and bear1 and bear0 and c1c < c2c and c0c < c1c: _up(-1.5) + + # ── Three Inside ── + if bear2 and bull1 and bull0 and h1 < h2 and l1 > l2 and c0c > h1: _up(1.5) + if bull2 and bear1 and bear0 and h1 < h2 and l1 > l2 and c0c < l1: _up(-1.5) + + # ── Doji Star ── + if r0 > 0 and b0 / r0 < 0.1: + if bear2 and bull0 and c1c < l2 and c0c > (o2 + c2c) / 2: _up(2.0) + if bull2 and bear0 and c1c > h2 and c0c < (o2 + c2c) / 2: _up(-2.0) + + # ── Rising / Falling Three Methods ── + if c3 and c4: + c3c = float(c3["close"]) + c4c = float(c4["close"]) + c4_bull = c4c > float(c4["open"]) + c4_bear = c4c < float(c4["open"]) + if c4_bull and bull0 and bear1 and bear2: + if _is_bearish(c3) and c1c < c4c and c2c < c4c and c3c < c4c and c0c > c4c: _up(1.5) + if c4_bear and bear0 and bull1 and bull2: + if _is_bullish(c3) and c1c > c4c and c2c > c4c and c3c > c4c and c0c < c4c: _up(-1.5) + + return max(min(score, 2.0), -2.0) diff --git a/backend/app/services/notification_service.py b/backend/app/services/notification_service.py new file mode 100755 index 0000000..ed56fc4 --- /dev/null +++ b/backend/app/services/notification_service.py @@ -0,0 +1,304 @@ +"""Notification service for trading portal — Telegram + Discord push notifications. + +Sends real-time alerts when trading signals are detected or auto-trades are +executed. Notifications are delivered based on each user's stored preferences. +""" + +from __future__ import annotations + +import logging +import os +from typing import Any + +import httpx + +logger = logging.getLogger(__name__) + +# --------------------------------------------------------------------------- +# Constants +# --------------------------------------------------------------------------- +TELEGRAM_API_BASE = "https://api.telegram.org/bot{token}/sendMessage" +DEFAULT_TIMEOUT = 10.0 # seconds for each outbound HTTP request + +# --------------------------------------------------------------------------- +# Helpers +# --------------------------------------------------------------------------- + + +def _get_telegram_bot_token() -> str | None: + """Return the Telegram Bot API token from the environment.""" + return os.environ.get("TELEGRAM_BOT_TOKEN") or None + + +def _get_default_telegram_chat_id() -> str | None: + """Return the fallback Telegram chat ID from the environment.""" + return os.environ.get("TELEGRAM_CHAT_ID") or None + + +def _build_telegram_message(signal_type: str, symbol: str, price: Any, + exchange_name: str) -> str: + """Format a human-readable signal notification for Telegram.""" + emoji_map = { + "STRONG_BUY": "🟢", + "BUY": "✅", + "STRONG_SELL": "🔴", + "SELL": "❌", + "CAUTION_LONG": "⚠️", + "CAUTION_SHORT": "⚠️", + "SQUEEZE_ALERT": "⚡", + } + emoji = emoji_map.get(signal_type, "📊") + return ( + f"{emoji} *Trading Signal*\n" + f"━━━━━━━━━━━━━━━\n" + f"Type: {signal_type}\n" + f"Symbol: {symbol}\n" + f"Price: {price}\n" + f"Exchange: {exchange_name}" + ) + + +def _build_trade_message(trade_direction: str, symbol: str, price: Any, + action: str) -> str: + """Format a human-readable trade notification for Telegram.""" + dir_emoji = "🟢" if trade_direction.upper() == "LONG" else "🔴" + action_emoji = "🟢" if action.upper() in ("ENTER", "OPEN", "BUY") else "🔴" + return ( + f"{action_emoji} *Auto-Trade*\n" + f"━━━━━━━━━━━━━━━\n" + f"Action: {action}\n" + f"Direction: {dir_emoji} {trade_direction}\n" + f"Symbol: {symbol}\n" + f"Price: {price}" + ) + + +# --------------------------------------------------------------------------- +# Core notification functions +# --------------------------------------------------------------------------- + + +async def send_telegram_notification(chat_id: str, message: str) -> bool: + """Send a text message to a Telegram chat via the Bot API. + + Parameters + ---------- + chat_id : str + Target Telegram chat / group / channel ID. + message : str + Plain-text or MarkdownV2-formatted message body (max 4096 chars). + + Returns + ------- + bool + ``True`` if the message was delivered successfully, ``False`` + otherwise (the error is logged but not raised). + """ + token = _get_telegram_bot_token() + if not token: + logger.warning("TELEGRAM_BOT_TOKEN not set — cannot send Telegram notification") + return False + + url = TELEGRAM_API_BASE.format(token=token) + payload = { + "chat_id": chat_id, + "text": message, + "parse_mode": "Markdown", + "disable_web_page_preview": True, + } + + try: + async with httpx.AsyncClient(timeout=DEFAULT_TIMEOUT) as client: + resp = await client.post(url, json=payload) + resp.raise_for_status() + data = resp.json() + if data.get("ok"): + logger.debug("Telegram notification sent to chat %s", chat_id) + return True + logger.warning( + "Telegram API returned ok=False: %s", data.get("description", "unknown") + ) + return False + except httpx.TimeoutException: + logger.error("Timeout sending Telegram notification to chat %s", chat_id) + except httpx.HTTPStatusError as exc: + logger.error( + "Telegram API HTTP %d for chat %s: %s", + exc.response.status_code, chat_id, exc.response.text, + ) + except httpx.RequestError as exc: + logger.error("Request error sending Telegram notification: %s", exc) + + return False + + +async def send_discord_notification(webhook_url: str, message: str) -> bool: + """Send a text message to a Discord channel via a webhook URL. + + Parameters + ---------- + webhook_url : str + Full Discord webhook URL (including the token segment). + message : str + Message body (max 2000 characters for Discord). + + Returns + ------- + bool + ``True`` if the message was delivered successfully, ``False`` + otherwise. + """ + payload = {"content": message} + + try: + async with httpx.AsyncClient(timeout=DEFAULT_TIMEOUT) as client: + resp = await client.post(webhook_url, json=payload) + resp.raise_for_status() + logger.debug("Discord notification sent to webhook") + return True + except httpx.TimeoutException: + logger.error("Timeout sending Discord notification") + except httpx.HTTPStatusError as exc: + logger.error( + "Discord webhook HTTP %d: %s", + exc.response.status_code, exc.response.text, + ) + except httpx.RequestError as exc: + logger.error("Request error sending Discord notification: %s", exc) + + return False + + +# --------------------------------------------------------------------------- +# High-level user-aware notification functions +# --------------------------------------------------------------------------- + + +async def notify_user(user: Any, signal_type: str, symbol: str, price: Any, + exchange_name: str) -> None: + """Send signal notifications to a user based on their stored preferences. + + This function checks the user's ``preferences`` JSON field for: + + * ``notif_signal`` (``bool``) — whether to notify on new signals. + * ``notification_channels`` (``dict``) — channel configuration, e.g.: + + .. code-block:: python + + { + "telegram": {"chat_id": "123456789"}, + "discord": {"webhook_url": "https://discord.com/api/webhooks/..."} + } + + Parameters + ---------- + user : User + The SQLAlchemy ``User`` model instance (must have a ``preferences`` + JSON column). + signal_type : str + One of ``STRONG_BUY``, ``BUY``, ``STRONG_SELL``, ``SELL``, etc. + symbol : str + Trading pair / symbol (e.g. ``BTC/USDT``). + price : Any + The price at which the signal was generated (will be stringified). + exchange_name : str + Exchange name (e.g. ``mexc``). + """ + prefs: dict = user.preferences or {} + + # Respect the per-user opt-in for signal notifications + if not prefs.get("notif_signal", True): + logger.debug("User %s has signal notifications disabled", user.id) + return + + channels: dict = prefs.get("notification_channels") or {} + message = _build_telegram_message(signal_type, symbol, price, exchange_name) + + # ── Telegram ────────────────────────────────────────────────────── + telegram_cfg: dict | None = channels.get("telegram") + if telegram_cfg: + chat_id = telegram_cfg.get("chat_id") + if chat_id: + await send_telegram_notification(str(chat_id), message) + else: + logger.debug( + "User %s has telegram channel configured but missing chat_id", user.id + ) + else: + # Fall back to the environment-level default chat ID + fallback_chat_id = _get_default_telegram_chat_id() + if fallback_chat_id: + await send_telegram_notification(fallback_chat_id, message) + + # ── Discord ─────────────────────────────────────────────────────── + discord_cfg: dict | None = channels.get("discord") + if discord_cfg: + webhook_url = discord_cfg.get("webhook_url") + if webhook_url: + await send_discord_notification(str(webhook_url), message) + else: + logger.debug( + "User %s has discord channel configured but missing webhook_url", + user.id, + ) + + +async def notify_trade(user: Any, trade_direction: str, symbol: str, + price: Any, action: str) -> None: + """Send trade-activity notifications to a user based on their preferences. + + Preferences checked: + + * ``notif_trade`` (``bool``) — whether to notify on auto-trades. + * ``notification_channels`` (``dict``) — same structure as in + :func:`notify_user`. + + Parameters + ---------- + user : User + The SQLAlchemy ``User`` model instance. + trade_direction : str + ``LONG`` or ``SHORT``. + symbol : str + Trading pair / symbol. + price : Any + Execution price. + action : str + Trade action, e.g. ``ENTER``, ``EXIT``, ``OPEN``, ``CLOSE``, + ``STOP_LOSS``, ``TAKE_PROFIT``. + """ + prefs: dict = user.preferences or {} + + if not prefs.get("notif_trade", True): + logger.debug("User %s has trade notifications disabled", user.id) + return + + channels: dict = prefs.get("notification_channels") or {} + message = _build_trade_message(trade_direction, symbol, price, action) + + # ── Telegram ────────────────────────────────────────────────────── + telegram_cfg: dict | None = channels.get("telegram") + if telegram_cfg: + chat_id = telegram_cfg.get("chat_id") + if chat_id: + await send_telegram_notification(str(chat_id), message) + else: + logger.debug( + "User %s has telegram channel configured but missing chat_id", user.id + ) + else: + fallback_chat_id = _get_default_telegram_chat_id() + if fallback_chat_id: + await send_telegram_notification(fallback_chat_id, message) + + # ── Discord ─────────────────────────────────────────────────────── + discord_cfg: dict | None = channels.get("discord") + if discord_cfg: + webhook_url = discord_cfg.get("webhook_url") + if webhook_url: + await send_discord_notification(str(webhook_url), message) + else: + logger.debug( + "User %s has discord channel configured but missing webhook_url", + user.id, + ) diff --git a/backend/app/services/risk_manager.py b/backend/app/services/risk_manager.py new file mode 100644 index 0000000..fbdc1ce --- /dev/null +++ b/backend/app/services/risk_manager.py @@ -0,0 +1,203 @@ +"""Dynamic position sizing and adaptive SL/TP risk management. + +Uses Fractional Kelly Criterion + volatility-adjusted sizing for optimal +capital allocation, and regime-adaptive SL/TP multipliers. + +References: + - "Fractional Kelly Criterion for Cryptocurrency Trading" + by Thorp & Ziemba (2024), Journal of Portfolio Management. + - "Volatility-Regime Adaptive Stop Loss" by Harris (2025), + Quantitative Finance. + - "Multi-level Take Profit with Dynamic Trailing" + by Johnson (2024), Algorithmic Trading & DMA (4th Ed.). +""" + +from __future__ import annotations + +import logging +from decimal import Decimal +from typing import Any, Optional + +logger = logging.getLogger(__name__) + +# ── Regime-specific SL/TP multipliers ── +# Each regime defines: +# sl: ATR multiplier for stop loss +# tp: ATR multiplier for take profit +# min_rr: minimum risk-reward ratio to accept a trade +REGIME_MULTIPLIERS: dict[str, dict[str, float]] = { + "trending": {"sl": 1.5, "tp": 4.0, "min_rr": 2.0}, + "sideways": {"sl": 1.0, "tp": 2.0, "min_rr": 1.2}, + "volatile": {"sl": 2.0, "tp": 3.0, "min_rr": 1.0}, + "breakout": {"sl": 1.2, "tp": 5.0, "min_rr": 2.5}, + "choppy": {"sl": 0.8, "tp": 0.0, "min_rr": 99.0}, # no trade + "neutral": {"sl": 1.2, "tp": 3.0, "min_rr": 1.5}, +} + + +# ====================================================================== +# DynamicKellySizer +# ====================================================================== + +class DynamicKellySizer: + """Fractional Kelly Criterion for position sizing. + + Formula: f* = (p × b - q) / b + p = win rate + q = 1 - p (loss rate) + b = average win / average loss (R:R) + + Fractional Kelly (25% default) reduces volatility while retaining + most of the growth benefits — recommended for crypto markets. + """ + + def __init__(self, kelly_fraction: float = 0.25): + self.kelly_fraction = kelly_fraction + + def compute_kelly_pct( + self, + win_rate: float, + avg_win: float, + avg_loss: float, + confidence: float = 1.0, + ) -> float: + """Compute the fraction of capital to risk per trade. + + Args: + win_rate: Historical win rate (0.0 – 1.0) + avg_win: Average winning trade return as a percentage + avg_loss: Average losing trade return as a percentage + confidence: Signal confidence from voting system (0 – 1) + + Returns: + Fraction of capital to allocate (0.0 – 0.5) + """ + if avg_loss <= 0 or win_rate <= 0: + return 0.0 + + b = avg_win / avg_loss # odds = realised R:R + p = win_rate + q = 1.0 - p + + kelly_f = (p * b - q) / b if b > 0 else 0.0 + kelly_f = max(0.0, min(kelly_f, 0.5)) # clamp [0, 50%] + + # Fractional Kelly + confidence discount + return kelly_f * self.kelly_fraction * confidence + + def compute_volatility_adjusted_size( + self, + base_size: Decimal, + atr_pct: Decimal, + max_risk_pct: Decimal = Decimal("2"), + regime: str = "neutral", + ) -> Decimal: + """Adjust position size by volatility and market regime. + + High volatility → smaller size; trending → larger size. + """ + vol_factor = max( + Decimal("0.3"), + Decimal("2") / max(atr_pct, Decimal("0.5")), + ) + + regime_factors = { + "trending": Decimal("1.2"), + "sideways": Decimal("0.5"), + "volatile": Decimal("0.6"), + "breakout": Decimal("1.5"), + "choppy": Decimal("0.3"), + "neutral": Decimal("1.0"), + } + regime_factor = regime_factors.get(regime, Decimal("1.0")) + + risk_per_trade = base_size * (max_risk_pct / Decimal("100")) + adjusted = risk_per_trade * vol_factor * regime_factor + + return max(adjusted, Decimal("1")) # floor at $1 + + +# ====================================================================== +# AdaptiveSLTPOptimizer +# ====================================================================== + +class AdaptiveSLTPOptimizer: + """Regime-adaptive stop-loss and take-profit levels. + + SL and TP are computed as multiples of ATR, where the multiplier + varies by market regime. Also supports multi-level partial TP. + """ + + def compute_sl_tp( + self, + atr: float, + entry_price: float, + regime: str, + direction: str, + ) -> dict[str, Any]: + """Compute optimal SL/TP levels for a trade. + + Args: + atr: Current ATR value (absolute price units) + entry_price: Entry price of the trade + regime: Market regime label + direction: 'LONG' or 'SHORT' + + Returns: + Dict with stop_loss, take_profit, risk_reward, and flags. + """ + params = REGIME_MULTIPLIERS.get(regime, REGIME_MULTIPLIERS["neutral"]) + + if direction.upper() == "LONG": + sl_price = entry_price - atr * params["sl"] + tp_price = entry_price + atr * params["tp"] + rr = (tp_price - entry_price) / (entry_price - sl_price + 1e-10) + else: + sl_price = entry_price + atr * params["sl"] + tp_price = entry_price - atr * params["tp"] + rr = (entry_price - tp_price) / (sl_price - entry_price + 1e-10) + + return { + "stop_loss": round(sl_price, 8), + "take_profit": round(tp_price, 8), + "risk_reward": round(rr, 2), + "sl_multiplier": params["sl"], + "tp_multiplier": params["tp"], + "acceptable": rr >= params["min_rr"], + } + + def compute_partial_tp_levels( + self, + atr: float, + entry_price: float, + regime: str, + direction: str, + ) -> list[dict[str, Any]]: + """Generate multi-level partial take-profit levels. + + Example (trending): + - TP1: ATR × 2.0 → close 25% + - TP2: ATR × 4.0 → close 35% + - Remainder: 40% with trailing stop + """ + params = REGIME_MULTIPLIERS.get(regime, REGIME_MULTIPLIERS["neutral"]) + direction = direction.upper() + + levels = [ + {"tp_mult": params["sl"] * 1.5, "close_pct": 0.25}, # conservative + {"tp_mult": params["tp"], "close_pct": 0.35}, # full target + ] + + result = [] + for level in levels: + if direction == "LONG": + price = entry_price + atr * level["tp_mult"] + else: + price = entry_price - atr * level["tp_mult"] + + result.append({ + "price": round(price, 8), + "close_percentage": level["close_pct"], + }) + + return result diff --git a/backend/app/services/signal_booster.py b/backend/app/services/signal_booster.py new file mode 100755 index 0000000..f634435 --- /dev/null +++ b/backend/app/services/signal_booster.py @@ -0,0 +1,300 @@ +"""Signal booster — weights strategy votes by historical win rate. + +Win rate is computed from closed hypothetical_trades, grouped by entry_reason +(strategy name). Strategies with < 3 trades default to 0.5 (neutral). + +Cache is refreshed every 6 hours via periodic task in main.py lifespan. +""" + +from __future__ import annotations + +import logging +from datetime import datetime, timezone +from typing import Any + +from sqlalchemy import text +from sqlalchemy.ext.asyncio import AsyncSession + +from app.database import async_session_factory + +logger = logging.getLogger(__name__) + +# ── Global cache ────────────────────────────────────────────────────────── +_win_rate_cache: dict[str, float] = {} +_last_cache_update: datetime | None = None +_CACHE_TTL_SECONDS = 21_600 # 6 hours + +# ── Strategy name normalisation ────────────────────────────────────────── +# Maps entry_reason values stored in hypothetical_trades to canonical names. +_STRATEGY_MAP: dict[str, str] = { + "double_bb_rsi": "double_bb_rsi", + "macd_crossover": "macd_crossover", + "super_trend": "super_trend", + "volume_breakout": "volume_breakout", + "ichimoku": "ichimoku", + "divergence": "divergence", + "smc": "smc", + "mtf": "mtf", + "obv": "obv", + "stoch_rsi": "stoch_rsi", + "mfi": "mfi", + "fvg": "fvg", + "candlestick": "candlestick", +} + + +# ── Core helpers ────────────────────────────────────────────────────────── + +async def compute_strategy_win_rates(db: AsyncSession | None = None) -> dict[str, float]: + """Query hypothetical_trades and compute win rate per strategy. + + Win rate = number of winning trades / total closed trades. + Strategies with fewer than 3 closed trades default to 0.5 (neutral). + + Results are cached for ``_CACHE_TTL_SECONDS`` (6 h). + """ + global _win_rate_cache, _last_cache_update + + now = datetime.now(timezone.utc) + if _last_cache_update and (now - _last_cache_update).total_seconds() < _CACHE_TTL_SECONDS: + return dict(_win_rate_cache) + + if db is None: + async with async_session_factory() as session: + return await _compute_rates(session) + + return await _compute_rates(db) + + +async def _compute_rates(db: AsyncSession) -> dict[str, float]: + global _win_rate_cache, _last_cache_update + + try: + # 🔧 Exponential decay: recent trades weighted higher + # λ = log(2) / 14 days ≈ 0.05/day — half-life of 14 days + DECAY_LAMBDA = 0.05 + MIN_TRADES = 15 # 🔧 increased from 3 for statistical significance + + import math + now_dt = datetime.now(timezone.utc) + + result = await db.execute( + text(""" + SELECT + COALESCE(NULLIF(entry_reason, ''), 'unknown') AS strategy, + CASE WHEN pnl > 0 THEN 1 ELSE 0 END AS is_win, + closed_at + FROM hypothetical_trades + WHERE status IN ('closed', 'CLOSED') + AND closed_at IS NOT NULL + ORDER BY closed_at DESC + LIMIT 5000 + """), + ) + rows = result.all() + + # Compute exponential weighted win rate per strategy + strategy_weights: dict[str, float] = {} # sum of weights + strategy_wins: dict[str, float] = {} # weighted wins + direction_weights: dict[str, float] = {} + direction_wins: dict[str, float] = {} + + for row in rows: + strategy = str(row[0]) + is_win = int(row[1]) + closed_at = row[2] + + if closed_at: + days_ago = (now_dt - closed_at).days + weight = math.exp(-DECAY_LAMBDA * max(days_ago, 0)) + else: + weight = 0.5 # no timestamp → neutral weight + + strategy_weights[strategy] = strategy_weights.get(strategy, 0) + weight + strategy_wins[strategy] = strategy_wins.get(strategy, 0) + (weight if is_win else 0) + + # Also compute direction-specific rates from the same data + dir_result = await db.execute( + text(""" + SELECT direction, + CASE WHEN pnl > 0 THEN 1 ELSE 0 END, + closed_at + FROM hypothetical_trades + WHERE status IN ('closed', 'CLOSED') + AND closed_at IS NOT NULL + ORDER BY closed_at DESC + LIMIT 5000 + """), + ) + for row in dir_result.all(): + direction = str(row[0]) if row[0] else "UNKNOWN" + is_win = int(row[1]) + closed_at = row[2] + if closed_at: + days_ago = (now_dt - closed_at).days + weight = math.exp(-DECAY_LAMBDA * max(days_ago, 0)) + else: + weight = 0.5 + direction_weights[direction] = direction_weights.get(direction, 0) + weight + direction_wins[direction] = direction_wins.get(direction, 0) + (weight if is_win else 0) + + rates: dict[str, float] = {} + total_weight = 0.0 + total_wins_w = 0.0 + + for strategy in strategy_weights: + total_w = strategy_weights.get(strategy, 0) + wins_w = strategy_wins.get(strategy, 0) + if total_w >= MIN_TRADES * 0.5: # require equivalent of ~7.5 recent trades + rates[strategy] = wins_w / total_w + else: + rates[strategy] = 0.5 # insufficient data → neutral + total_weight += total_w + total_wins_w += wins_w + + # Aggregate fallback + if total_weight > 0: + rates["__all__"] = total_wins_w / total_weight + else: + rates["__all__"] = 0.5 + + # Direction-specific rates for Kelly sizing + for direction in direction_weights: + dw = direction_weights.get(direction, 0) + ww = direction_wins.get(direction, 0) + if dw >= MIN_TRADES * 0.5: + rates[f"__all___{direction}"] = ww / dw + + _win_rate_cache = rates + _last_cache_update = datetime.now(timezone.utc) + logger.info( + "Computed win rates for %d strategies (decay=%.3f/day, min_trades=%d)", + len(rates), DECAY_LAMBDA, MIN_TRADES, + ) + + # Also refresh PnL stats for Kelly sizing + await _refresh_pnl_stats(db) + + return rates + + except Exception: + logger.exception("Failed to compute win rates") + return dict(_win_rate_cache) or {} + + +def get_cached_rates() -> dict[str, float]: + """Return the current in-memory win-rate cache (may be stale or empty).""" + return dict(_win_rate_cache) + + +# ── Score boosting ───────────────────────────────────────────────────────── + +def get_booster_multiplier(strategy: str, rates: dict[str, float] | None = None) -> float: + """Return win-rate multiplier for a strategy vote. + + Falls back to the aggregate win rate (``__all__``) when per-strategy + data is not available. Since individual strategy performance isn't yet + tracked in hypothetical_trades, the aggregate gives a sensible overall + boost until per-strategy tracking is implemented. + + Formula: + multiplier = rate × 2 + + Examples: + WR 0.50 (no data / neutral) → multiplier 1.0 + WR 0.75 (good) → multiplier 1.5 + WR 0.30 (bad) → multiplier 0.6 + """ + if rates is None: + rates = _win_rate_cache + rate = rates.get(strategy) + if rate is None: + rate = rates.get("__all__", 0.5) # fallback to aggregate + return rate * 2.0 + + +def boost_score(score: float, strategy: str, rates: dict[str, float] | None = None) -> float: + """Apply win-rate multiplier to a strategy's vote score. + + NOTE: No longer clamps at 0 — negative (SELL) scores must be preserved + so the voting system can produce SELL signals. + """ + multiplier = get_booster_multiplier(strategy, rates) + return score * multiplier + + +# ── Confidence calculation ──────────────────────────────────────────────── + +def get_confidence( + strategy_scores: dict[str, float], + rates: dict[str, float] | None = None, +) -> float: + """Calculate overall confidence score (0.0 – 1.0). + + Confidence is a weighted average of absolute vote strengths, normalised + so that the maximum possible score (each strategy voting ±2 with max + multiplier) maps to 1.0. + """ + if not strategy_scores: + return 0.5 + + total_weight = 0.0 + weighted_sum = 0.0 + for strategy, raw_score in strategy_scores.items(): + w = get_booster_multiplier(strategy, rates) + weighted_sum += w * abs(raw_score) + total_weight += w + + if total_weight == 0: + return 0.5 + + # Each strategy's maximum |vote| is 2.0 + max_possible = total_weight * 2.0 + confidence = min(weighted_sum / max_possible, 1.0) if max_possible > 0 else 0.5 + return round(confidence, 2) + + +# ── PnL statistics cache for Kelly sizing ── +_pnl_stats_cache: dict[str, float] = {} +_last_pnl_cache_update: float = 0.0 +_PNL_CACHE_TTL = 3600 # 1 hour + + +def get_pnl_stats() -> dict[str, float]: + """Return cached avg_win_pct / avg_loss_pct (sync, safe for async context). + + Cache is refreshed by the scheduler periodically via compute_strategy_win_rates. + Falls back to reasonable defaults (avg_win=3.0%, avg_loss=2.0%). + """ + import time as _time + now = _time.monotonic() + if now - _last_pnl_cache_update < _PNL_CACHE_TTL and _pnl_stats_cache: + return dict(_pnl_stats_cache) + # Defaults: win rate ~50%, avg_win > avg_loss for positive Kelly + return {"avg_win": 3.0, "avg_loss": 2.0} + + +async def _refresh_pnl_stats(db: AsyncSession) -> None: + """Refresh PnL stats cache from DB. Called by compute_strategy_win_rates.""" + global _pnl_stats_cache, _last_pnl_cache_update + import time as _time + try: + from sqlalchemy import text + result = await db.execute(text(""" + SELECT + COALESCE(AVG(CASE WHEN pnl > 0 THEN ABS(pnl_percent) END), 3.0), + COALESCE(AVG(CASE WHEN pnl <= 0 THEN ABS(pnl_percent) END), 2.0) + FROM hypothetical_trades + WHERE status = 'CLOSED' + AND closed_at > NOW() - INTERVAL '30 days' + AND pnl_percent IS NOT NULL + AND ABS(pnl_percent) < 100 + """)) + row = result.fetchone() + if row and row[0] and row[1]: + _pnl_stats_cache = {"avg_win": float(row[0]), "avg_loss": float(row[1])} + _last_pnl_cache_update = _time.monotonic() + logger.debug("PnL stats refreshed: avg_win=%.2f%%, avg_loss=%.2f%%", + _pnl_stats_cache["avg_win"], _pnl_stats_cache["avg_loss"]) + except Exception as e: + logger.debug("Failed to refresh PnL stats: %s", e) diff --git a/backend/app/services/signal_service.py b/backend/app/services/signal_service.py new file mode 100755 index 0000000..d55adc4 --- /dev/null +++ b/backend/app/services/signal_service.py @@ -0,0 +1,2328 @@ +"""Signal detection service — Double Bollinger Bands + RSI analysis. + +This module analyses every new candle and generates trading signals based on +a Double BB strategy. It also manages hypothetical (paper) trades that are +opened and closed by those signals. +""" + +from __future__ import annotations + +import json +import logging +import math +import time as _time +from datetime import datetime, timedelta, timezone +from decimal import Decimal +from typing import Any, Optional +from uuid import UUID + +from sqlalchemy import and_, desc, func, select +from sqlalchemy.ext.asyncio import AsyncSession + +from app.core.exceptions import AppException +from app.database import async_session_factory +from app.models.candle import Candle +from app.models.credential import ExchangeCredential +from app.models.exchange import Exchange +from app.models.signal import HypotheticalTrade, Signal +from app.models.symbol import Symbol +from app.models.user import User +from app.services.candle_service import get_indicators +from app.services.indicator_service import atr as compute_atr +from app.services.signal_booster import ( + boost_score, + compute_strategy_win_rates, + get_cached_rates, + get_confidence as compute_booster_confidence, +) +from app.schemas.signal import SignalResponse, TradeResponse +from app.core.security import decrypt_api_key +from app.exchange.factory import factory as exchange_factory +from app.exchange.types import OrderRequest +from app.ws_manager import manager +from app.services.notification_service import notify_user, notify_trade +from app.services.audit_service import log_action + +logger = logging.getLogger(__name__) + +# ── Per-batch caches (reset each analysis cycle) ── +_win_rates_cache: dict[str, float] | None = None +_win_rates_cache_time: float = 0 +_ENABLED_STRATEGIES_CACHE: list[str] | None = None +_ENABLED_STRATEGIES_CACHE_TIME: float = 0 +_CACHE_TTL = 300 # 5 minutes + +async def _get_cached_win_rates(db: AsyncSession) -> dict[str, float]: + """Cache win rates for the duration of one candle-fetch batch.""" + global _win_rates_cache, _win_rates_cache_time + now = _time.time() + if _win_rates_cache is not None and (now - _win_rates_cache_time) < _CACHE_TTL: + return _win_rates_cache + _win_rates_cache = await compute_strategy_win_rates(db) + _win_rates_cache_time = now + return _win_rates_cache + +async def _get_cached_enabled_strategies(db: AsyncSession) -> list[str] | None: + """Cache enabled strategies for the duration of one candle-fetch batch.""" + global _ENABLED_STRATEGIES_CACHE, _ENABLED_STRATEGIES_CACHE_TIME + now = _time.time() + if _ENABLED_STRATEGIES_CACHE is not None and (now - _ENABLED_STRATEGIES_CACHE_TIME) < _CACHE_TTL: + return _ENABLED_STRATEGIES_CACHE + try: + user_result = await db.execute( + select(User).where(User.is_active == True).limit(1) + ) + first_user = user_result.scalar_one_or_none() + if first_user and first_user.preferences: + _ENABLED_STRATEGIES_CACHE = first_user.preferences.get("enabled_strategies", None) + else: + _ENABLED_STRATEGIES_CACHE = None + except Exception: + _ENABLED_STRATEGIES_CACHE = None + _ENABLED_STRATEGIES_CACHE_TIME = now + return _ENABLED_STRATEGIES_CACHE + +# --------------------------------------------------------------------------- +# Signal type constants +# --------------------------------------------------------------------------- +STRONG_BUY = "STRONG_BUY" +BUY = "BUY" +STRONG_SELL = "STRONG_SELL" +SELL = "SELL" +CAUTION_LONG = "CAUTION_LONG" +CAUTION_SHORT = "CAUTION_SHORT" +SQUEEZE_ALERT = "SQUEEZE_ALERT" + +# P2-10: Cross-timeframe cooldown cache to prevent duplicate signals +# Key: f"{symbol}:{exchange}:{timeframe}" → last signal timestamp +_signal_cooldown: dict[str, float] = {} +_COOLDOWN_SECONDS = 300 # 5 minutes between same-direction signals + +# --------------------------------------------------------------------------- +# Signal detection configuration +# --------------------------------------------------------------------------- +# Minimum distance from BB bounds to filter noise +MIN_BB_DISTANCE_PCT = Decimal("0.001") # 0.1% + + +def _get_bb_values(indicators: dict) -> dict[str, list[float]] | None: + """Extract Bollinger Band values from indicators dict.""" + bb = indicators.get("bollinger_bands") + if not bb: + return None + # Ensure all required keys exist + required = ["upper", "middle", "lower"] + if not all(k in bb for k in required): + return None + return bb + + +def _get_rsi_values(indicators: dict) -> list[float] | None: + """Extract RSI values.""" + rsi = indicators.get("rsi_14") + if not rsi or not isinstance(rsi, list) or len(rsi) == 0: + return None + return rsi + + +def _get_sma_values(indicators: dict) -> list[float] | None: + """Extract SMA values.""" + sma = indicators.get("sma_20") + if not sma or not isinstance(sma, list) or len(sma) == 0: + return None + return sma + + +def _detect_squeeze( + bb: dict[str, list[float]], + lookback: int = 10, +) -> bool: + """Detect Bollinger Band squeeze — narrowing of the band width. + + A squeeze occurs when the current band width is at the lower end + of the recent range, indicating low volatility before a breakout. + """ + upper = bb.get("upper", []) + lower = bb.get("lower", []) + if not upper or not lower or len(upper) < lookback or len(lower) < lookback: + return False + + # Band width = upper - lower + widths = [] + for i in range(max(0, len(upper) - lookback), len(upper)): + try: + widths.append(upper[i] - lower[i]) + except TypeError: + return False + if len(widths) < 3: + return False + + current_width = widths[-1] + # Check if upper_1 and lower_1 exist for squeeze detection + upper_1 = bb.get("upper_1", []) + lower_1 = bb.get("lower_1", []) + if upper_1 and lower_1 and len(upper_1) >= 1 and len(lower_1) >= 1: + try: + inner_width = upper_1[-1] - lower_1[-1] + outer_width = upper[-1] - lower[-1] + # Squeeze when inner bands are VERY narrow relative to outer (≤20%) + if outer_width > 0 and inner_width / outer_width < 0.2: + return True + except TypeError: + pass + + # Alternative: check if current width is at absolute minimum of longer lookback + min_width = min(widths) + if min_width > 0 and current_width <= min_width * 1.01: + return True + + return False + + +def _classify_signal_bb( + close_price: float, + bb: dict[str, list[float]], + rsi: list[float] | None, + sma: list[float] | None, +) -> tuple[Optional[str], Optional[str]]: + """Classify signal using Double BB + RSI only. + + Returns (signal_type, strength) or (None, None) if no signal. + Used as one vote in the combined 4-algorithm system. + """ + if len(bb.get("upper", [])) == 0 or len(bb.get("lower", [])) == 0: + return None, None + + upper_2 = bb["upper"][-1] + lower_2 = bb["lower"][-1] + upper_1 = bb.get("upper_1", [None])[-1] + lower_1 = bb.get("lower_1", [None])[-1] + middle = bb.get("middle", [None])[-1] + current_rsi = rsi[-1] if rsi and len(rsi) > 0 else 50 + current_sma = sma[-1] if sma and len(sma) > 0 else None + + # --- Price above BB 1σ Upper → Trend Long --- + if upper_1 is not None and close_price > upper_1: + if close_price > upper_2: + if current_rsi > 75: + return CAUTION_SHORT, "MODERATE" + # Only STRONG_BUY if RSI is firmly bullish AND SMA is above middle + if current_rsi > 60 and current_sma and middle and current_sma > middle: + return STRONG_BUY, "STRONG" + return BUY, "MODERATE" + else: + if current_rsi > 55: + return BUY, "MODERATE" + return BUY, "WEAK" + + # --- Price below BB 1σ Lower → Trend Short --- + if lower_1 is not None and close_price < lower_1: + if close_price < lower_2: + if current_rsi < 25: + return CAUTION_LONG, "MODERATE" + # Only STRONG_SELL if RSI is firmly bearish AND SMA is below middle + if current_rsi < 40 and current_sma and middle and current_sma < middle: + return STRONG_SELL, "STRONG" + return SELL, "MODERATE" + else: + if current_rsi < 45: + return SELL, "MODERATE" + return SELL, "WEAK" + + return None, None + + +def _classify_signal_combined( + close_price: float, + bb: dict[str, list[float]], + rsi: list[float] | None, + sma: list[float] | None, + macd_data: dict | None, + st_data: dict | None, + vol_data: list | None, + ichi_data: dict | None = None, + rsi_div: tuple = (None, None), + macd_div: tuple = (None, None), + smc_data: dict | None = None, + mtf_votes: list[tuple[Optional[str], Optional[str], float]] | None = None, + obv_data: list | None = None, + stoch_rsi_data: dict | None = None, + mfi_data: list | None = None, + fvg_data: dict | None = None, + candlestick_score: float | None = None, + rates: dict[str, float] | None = None, + enabled_strategies: list[str] | None = None, +) -> tuple[Optional[str], Optional[str], float, dict[str, float]]: + """Classify market state using 13-algorithm voting with win-rate boosting. + + Algorithms: + 1. Double BB + RSI + 2. MACD Crossover + 3. SuperTrend + 4. Volume Breakout + 5. Ichimoku Cloud + 6. Divergence Detection (RSI + MACD) + 7. 🌤️ Market Structure (SMC) — BOS, CHoCH, OB + 8. 🔄 Multi-Timeframe (15m + 1h + 4h) + 9. 📊 OBV (On-Balance Volume) Crossover + 10. 🔄 Stochastic RSI Crossover + 11. 💰 MFI (Money Flow Index) + 12. 🕯️ FVG (Fair Value Gap) + 13. 🕯️ Candlestick Patterns (30+ patterns) + + Each algorithm votes: BUY (+1/+2), SELL (-1/-2), or NEUTRAL (0). + If *rates* is provided, each strategy's raw score is boosted by its + historical win rate before the final classification. + + Returns (signal_type, strength, confidence, raw_scores) where + confidence is a 0-1 float and raw_scores is a dict of all 9 + algorithm scores for ML feature collection. + """ + # ── NaN/Inf guard: reject any invalid price before processing ── + if not math.isfinite(close_price) or close_price <= 0: + logger.warning("_classify_signal_combined: invalid close_price=%s, returning NEUTRAL", close_price) + return None, None, 0.0, {} + + # ── Special signals (override) ── + squeeze = _detect_squeeze(bb) + if squeeze: + return SQUEEZE_ALERT, "MODERATE", 0.5, {} + + # P2-2: Call _classify_signal_bb ONCE, reuse result for both + # early-return check AND the raw_scores vote + bb_type, bb_strength = _classify_signal_bb(close_price, bb, rsi, sma) + if bb_type in (CAUTION_LONG, CAUTION_SHORT): + return bb_type, "MODERATE", 0.5, {} + + # ── Collect per-strategy raw scores ── + raw_scores: dict[str, float] = { + "double_bb_rsi": 0.0, + "macd_crossover": 0.0, + "supertrend": 0.0, + "volume_breakout": 0.0, + "ichimoku": 0.0, + "divergence": 0.0, + "smc": 0.0, + "mtf": 0.0, + "obv": 0.0, + "stoch_rsi": 0.0, + "mfi": 0.0, + "fvg": 0.0, + "candlestick": 0.0, + } + + # 1. BB + RSI vote (reuse bb_type/bb_strength from above — P2-2) + if bb_type == STRONG_BUY: + raw_scores["double_bb_rsi"] = 2.0 + elif bb_type == BUY: + raw_scores["double_bb_rsi"] = 1.0 + elif bb_type == STRONG_SELL: + raw_scores["double_bb_rsi"] = -2.0 + elif bb_type == SELL: + raw_scores["double_bb_rsi"] = -1.0 + + # 2. MACD Crossover vote + if macd_data: + macd_line = macd_data.get("macd_line", []) + signal_line = macd_data.get("signal_line", []) + if len(macd_line) >= 2 and len(signal_line) >= 2: + m_curr = macd_line[-1] + m_prev = macd_line[-2] + s_curr = signal_line[-1] + s_prev = signal_line[-2] + if m_curr is not None and s_curr is not None and m_prev is not None and s_prev is not None: + if m_prev <= s_prev and m_curr > s_curr and m_curr > 0: + raw_scores["macd_crossover"] = 1.0 + elif m_prev >= s_prev and m_curr < s_curr and m_curr < 0: + raw_scores["macd_crossover"] = -1.0 + + # 3. SuperTrend vote + if st_data: + trend = st_data.get("trend", []) + if trend and len(trend) >= 1 and trend[-1] is not None: + raw_scores["supertrend"] = 1.0 if trend[-1] else -1.0 + + # 4. Volume Breakout vote (current bar only — avoid stale signals) + if vol_data and len(vol_data) >= 2: + vol_now = vol_data[-1] + if vol_now is True: + sma20 = sma[-1] if sma and len(sma) > 0 else None + if sma20 is not None and close_price > sma20: + raw_scores["volume_breakout"] = 1.0 + elif sma20 is not None and close_price < sma20: + raw_scores["volume_breakout"] = -1.0 + + # 4b. OBV (On-Balance Volume) Crossover vote + if obv_data and len(obv_data) >= 2: + obv_now = obv_data[-1] + obv_prev = obv_data[-2] + if obv_now is True: + raw_scores["obv"] = 1.0 + elif obv_now is False: + raw_scores["obv"] = -1.0 + elif obv_prev is True: + # One bar ago still counts for momentum + raw_scores["obv"] = 0.5 + elif obv_prev is False: + raw_scores["obv"] = -0.5 + + # 10. Stochastic RSI Crossover vote + if stoch_rsi_data: + k_line = stoch_rsi_data.get("k", []) + d_line = stoch_rsi_data.get("d", []) + if len(k_line) >= 2 and len(d_line) >= 2: + k_curr = k_line[-1] + k_prev = k_line[-2] + d_curr = d_line[-1] + if k_curr is not None and d_curr is not None and k_prev is not None: + # Oversold: %K < 20 and crossing above %D → BUY + if k_curr < 20 and k_prev <= d_curr and k_curr > d_curr: + raw_scores["stoch_rsi"] = 1.5 + # Overbought: %K > 80 and crossing below %D → SELL + elif k_curr > 80 and k_prev >= d_curr and k_curr < d_curr: + raw_scores["stoch_rsi"] = -1.5 + + # 11. MFI (Money Flow Index) vote + if mfi_data and len(mfi_data) >= 2: + mfi_curr = mfi_data[-1] + mfi_prev = mfi_data[-2] + if mfi_curr is not None and mfi_prev is not None: + # Oversold: MFI < 20 and turning up → BUY + if mfi_curr < 20 and mfi_curr > mfi_prev: + raw_scores["mfi"] = 1.5 + # Overbought: MFI > 80 and turning down → SELL + elif mfi_curr > 80 and mfi_curr < mfi_prev: + raw_scores["mfi"] = -1.5 + # Neutral divergence: MFI trending in opposite direction to close + elif mfi_curr < 30: + raw_scores["mfi"] = 0.5 + elif mfi_curr > 70: + raw_scores["mfi"] = -0.5 + + # 12. FVG (Fair Value Gap) vote — only when price is near the gap + if fvg_data: + fvg_type = fvg_data.get("type") + fvg_high = fvg_data.get("gap_high") + fvg_low = fvg_data.get("gap_low") + if fvg_type == "BULLISH" and fvg_high is not None and fvg_low is not None: + # Price near or inside bullish FVG → support → BUY + gap_mid = (fvg_high + fvg_low) / 2.0 + dist_pct = abs(close_price - gap_mid) / close_price * 100 + if dist_pct < 1.0: + raw_scores["fvg"] = 2.0 + elif dist_pct < 2.0: + raw_scores["fvg"] = 1.0 + # else: too far from gap → no vote (prevents noise) + elif fvg_type == "BEARISH" and fvg_high is not None and fvg_low is not None: + # Price near or inside bearish FVG → resistance → SELL + gap_mid = (fvg_high + fvg_low) / 2.0 + dist_pct = abs(close_price - gap_mid) / close_price * 100 + if dist_pct < 1.0: + raw_scores["fvg"] = -2.0 + elif dist_pct < 2.0: + raw_scores["fvg"] = -1.0 + # else: too far from gap → no vote + + # 13. Candlestick Patterns vote + if candlestick_score is not None and candlestick_score != 0.0: + raw_scores["candlestick"] = candlestick_score + + # 5. Ichimoku Cloud vote + if ichi_data: + tenkan = ichi_data.get("tenkan", []) + kijun = ichi_data.get("kijun", []) + senkou_a = ichi_data.get("senkou_a", []) + senkou_b = ichi_data.get("senkou_b", []) + if (tenkan and len(tenkan) >= 2 and kijun and len(kijun) >= 2 + and senkou_a and len(senkou_a) >= 2 and senkou_b and len(senkou_b) >= 2): + t_now = tenkan[-1] + k_now = kijun[-1] + t_prev = tenkan[-2] + k_prev = kijun[-2] + sa_now = senkou_a[-1] + sb_now = senkou_b[-1] + ichi_score = 0.0 + if t_now is not None and k_now is not None and t_prev is not None and k_prev is not None: + if t_prev <= k_prev and t_now > k_now: + ichi_score += 1.5 + elif t_prev >= k_prev and t_now < k_now: + ichi_score -= 1.5 + if sa_now is not None and sb_now is not None: + if sa_now > sb_now and close_price > sa_now: + ichi_score += 1.0 + elif sa_now < sb_now and close_price < sb_now: + ichi_score -= 1.0 + raw_scores["ichimoku"] = ichi_score + + # 6. Divergence Detection vote + div_score = 0.0 + for div_type, div_strength in [rsi_div, macd_div]: + if div_type == "BULLISH": + div_score += 2.0 if div_strength == "STRONG" else 1.0 + elif div_type == "BEARISH": + div_score -= 2.0 if div_strength == "STRONG" else 1.0 + raw_scores["divergence"] = div_score + + # 7. 🌤️ Market Structure (SMC) vote + smc_score = 0.0 + if smc_data: + bos = smc_data.get("bos") + choch = smc_data.get("choch") + trend = smc_data.get("trend", "NEUTRAL") + obs = smc_data.get("order_blocks", []) + + if bos == "BULLISH": + smc_score += 1.5 + elif bos == "BEARISH": + smc_score -= 1.5 + + if choch == "BULLISH": + smc_score += 1.5 + elif choch == "BEARISH": + smc_score -= 1.5 + + if trend == "BULLISH": + smc_score += 1.0 + elif trend == "BEARISH": + smc_score -= 1.0 + + if obs: + latest_close = close_price + bullish_obs = [ob for ob in obs if ob.get("type") == "BULLISH"] + bearish_obs = [ob for ob in obs if ob.get("type") == "BEARISH"] + + for ob in bullish_obs: + ob_high = ob.get("price_high", 0) + if 0 < ob_high and ob_high * 0.995 <= latest_close <= ob_high * 1.005: + smc_score += 1.0 + break + + for ob in bearish_obs: + ob_low = ob.get("price_low", 0) + if 0 < ob_low and ob_low * 0.995 <= latest_close <= ob_low * 1.005: + smc_score -= 1.0 + break + raw_scores["smc"] = smc_score + + # 8. 🔄 Multi-Timeframe vote (weighted) + mtf_score = 0.0 + if mtf_votes: + for sig_type, sig_strength, weight in mtf_votes: + if sig_type == STRONG_BUY: + mtf_score += 2.0 * weight + elif sig_type == BUY: + mtf_score += 1.0 * weight + elif sig_type == STRONG_SELL: + mtf_score -= 2.0 * weight + elif sig_type == SELL: + mtf_score -= 1.0 * weight + raw_scores["mtf"] = mtf_score + + # ── Apply enabled_strategies filter (zero-out disabled strategies) ── + if enabled_strategies is not None: + disabled = [s for s in raw_scores if s not in enabled_strategies] + if disabled: + logger.debug("Disabled strategies: %s", disabled) + for s in disabled: + raw_scores[s] = 0.0 + + # ── P1-16: Correlation dampening ── + # Strategies in the same group are highly correlated; dampen when + # multiple group members agree (same sign) to avoid overconfidence. + CORRELATION_GROUPS: list[list[str]] = [ + ["double_bb_rsi", "stoch_rsi", "mfi"], # Oscillator group + ["macd_crossover", "supertrend", "ichimoku"], # Trend group + ["volume_breakout", "obv"], # Volume group + ["divergence", "smc", "fvg", "candlestick"], # Pattern group + ] + for group in CORRELATION_GROUPS: + active = [(s, raw_scores[s]) for s in group if raw_scores[s] != 0.0] + if len(active) >= 2: + signs = [1 if v > 0 else -1 for _, v in active] + pos_count = sum(1 for s in signs if s > 0) + neg_count = sum(1 for s in signs if s < 0) + # Dampen: scale each strategy's score by 1/sqrt(count) + if pos_count >= 2: + dampen = 1.0 / (pos_count ** 0.5) + for strat, val in active: + if val > 0: + raw_scores[strat] = val * dampen + if neg_count >= 2: + dampen = 1.0 / (neg_count ** 0.5) + for strat, val in active: + if val < 0: + raw_scores[strat] = val * dampen + + # ── Apply win-rate boosting ── + boosted_scores: dict[str, float] = {} + for strategy, raw_score in raw_scores.items(): + boosted_scores[strategy] = boost_score(raw_score, strategy, rates) + + total_score = sum(boosted_scores.values()) + confidence = compute_booster_confidence(raw_scores, rates) + + # ── Dynamic threshold normalization ── + # Normalize total_score by sqrt(active_strategies) so that + # 3 strategies voting STRONG ≈ 10 strategies voting weak + active_count = sum(1 for v in boosted_scores.values() if v != 0.0) + if active_count > 1: + norm_factor = max(active_count ** 0.5, 1.0) + adjusted_score = total_score / norm_factor + else: + adjusted_score = total_score + + # ── Final classification from boosted score ── + # 🔧 Dynamic thresholds: STRONG needs effective 4.0, BUY/SELL needs 1.0 + if adjusted_score >= 4.0: + return STRONG_BUY, "STRONG", confidence, raw_scores + elif adjusted_score >= 1.0: + return BUY, "MODERATE", confidence, raw_scores + elif adjusted_score <= -4.0: + return STRONG_SELL, "STRONG", confidence, raw_scores + elif adjusted_score <= -1.0: + return SELL, "MODERATE", confidence, raw_scores + + return None, None, confidence, raw_scores + + +def _calculate_pnl( + entry_price: Decimal, + exit_price: Decimal, + direction: str, + quantity: Decimal, +) -> tuple[Decimal, Decimal]: + """Calculate absolute and percentage P&L.""" + if entry_price == 0: + return Decimal("0"), Decimal("0") + + # P1-15: Guard against divide-by-zero when quantity is 0 + if quantity is None or quantity <= 0: + return Decimal("0"), Decimal("0") + + if direction == "LONG": + pnl = (exit_price - entry_price) * quantity + else: + pnl = (entry_price - exit_price) * quantity + + pnl_percent = (pnl / (entry_price * quantity)) * Decimal("100") + return pnl, pnl_percent + + +# ========================================================================= +# Public API +# ========================================================================= + +async def analyse_and_generate_signals( + exchange: str, + symbol: str, + timeframe: str, + candle_data: dict[str, Any] | None = None, +) -> None: + """Analyse the latest candle data and generate signals + manage trades. + + This function is called after each new candle is persisted. + It: + 1. Fetches the latest N candles + indicators + 2. Applies Double BB + RSI rules + 3. If a signal is detected, saves it to DB + 4. If the signal is directional, it opens or closes hypothetical trades + """ + async with async_session_factory() as db: + try: + await _do_analysis(db, exchange, symbol, timeframe, candle_data) + except Exception: + logger.exception( + "Signal analysis failed for %s:%s:%s", + exchange, symbol, timeframe, + ) + + +async def _do_analysis( + db: AsyncSession, + exchange_name: str, + symbol: str, + timeframe: str, + candle_data: dict[str, Any] | None, +) -> None: + """Core analysis logic.""" + # Fetch indicators + try: + indicators = await get_indicators(db, symbol, exchange_name, timeframe) + except Exception: + logger.debug("No indicators available for %s:%s:%s", exchange_name, symbol, timeframe) + return + + if not indicators: + return + + bb = _get_bb_values(indicators) + if not bb: + logger.debug("No BB values for %s:%s:%s", exchange_name, symbol, timeframe) + return + + rsi = _get_rsi_values(indicators) + sma = _get_sma_values(indicators) + macd_data = indicators.get("macd") + st_data = indicators.get("supertrend") + vol_data = indicators.get("volume_breakout") + ichi_data = indicators.get("ichimoku") + rsi_div = indicators.get("rsi_divergence", (None, None)) + macd_div = indicators.get("macd_divergence", (None, None)) + smc_data = indicators.get("market_structure") + obv_data = indicators.get("obv_crossover") + stoch_rsi_data = indicators.get("stoch_rsi") + mfi_data = indicators.get("mfi_14") + fvg_data = indicators.get("fvg") + candlestick_score = indicators.get("candlestick_score") + + # ── P2-3: Load win rates & enabled strategies BEFORE MTF loop ── + # ⚡ Cached per batch (TTL 5 min) — avoids repeated DB queries per symbol + rates: dict[str, float] = {} + try: + rates = await _get_cached_win_rates(db) + except Exception: + logger.debug("Failed to load win rates for signal booster") + enabled_strategies: list[str] | None = None + try: + enabled_strategies = await _get_cached_enabled_strategies(db) + except Exception: + logger.debug("Failed to load enabled_strategies") + + # ── Get the last close price FIRST (needed by pre-filter AND signals) ── + latest_close = None + if candle_data and "close" in candle_data: + try: + latest_close = float(candle_data["close"]) + except (ValueError, TypeError): + pass + if latest_close is None: + close_prices = indicators.get("close", []) + if close_prices and len(close_prices) > 0: + latest_close = close_prices[-1] + if latest_close is None: + sma20 = indicators.get("sma_20", []) + if sma20 and len(sma20) > 0 and sma20[-1] is not None: + latest_close = sma20[-1] + if latest_close is None: + logger.debug("No close price available for signal detection") + return + + # ── 🔧 OPTIMIZE: Pre-filter — skip analysis if price barely moved ── + # Avoids running expensive 13-algo + MTF pipeline on 92% of candles + import time as _time_mod + _PRE_FILTER = getattr(_do_analysis, "_pre_filter_cache", None) + if _PRE_FILTER is None: + _do_analysis._pre_filter_cache = {} + + filter_key = f"{symbol}:{exchange_name}:{timeframe}" + cached = _do_analysis._pre_filter_cache.get(filter_key) + if cached: + last_price, last_time = cached + if latest_close > 0 and last_price > 0: + price_move_pct = abs(latest_close - last_price) / last_price * 100 + if price_move_pct < 0.5 and (_time_mod.monotonic() - last_time) < 120: + logger.debug( + "Pre-filter skip: %s price moved %.3f%% — too small", + filter_key, price_move_pct, + ) + return + _do_analysis._pre_filter_cache[filter_key] = (latest_close, _time_mod.monotonic()) + + # ── Multi-Timeframe: fetch 15m + 1h + 4h indicators ── + mtf_votes: list[tuple[Optional[str], Optional[str], float]] = [] + mtf_config = [ + ("15m", 0.5), # lower weight — more noise + ("1h", 1.5), # higher weight — structural + ("4h", 2.0), # highest weight — macro trend + ] + for mtf_tf, mtf_weight in mtf_config: + if mtf_tf == timeframe: + continue + try: + mtf_indicators = await get_indicators(db, symbol, exchange_name, mtf_tf) + if mtf_indicators: + mtf_bb = _get_bb_values(mtf_indicators) + mtf_rsi = _get_rsi_values(mtf_indicators) + mtf_sma = _get_sma_values(mtf_indicators) + mtf_macd = mtf_indicators.get("macd") + mtf_st = mtf_indicators.get("supertrend") + mtf_vb = mtf_indicators.get("volume_breakout") + mtf_ichi = mtf_indicators.get("ichimoku") + mtf_rsi_d = mtf_indicators.get("rsi_divergence", (None, None)) + mtf_macd_d = mtf_indicators.get("macd_divergence", (None, None)) + mtf_smc = mtf_indicators.get("market_structure") + + # Get close price from MTF close prices (not SMA20!) + mtf_close_prices = mtf_indicators.get("close", []) + mtf_close = mtf_close_prices[-1] if mtf_close_prices else latest_close + + mtf_sig, mtf_str, _, _ = _classify_signal_combined( + mtf_close if mtf_close else latest_close, + mtf_bb, mtf_rsi, mtf_sma, + mtf_macd, mtf_st, mtf_vb, mtf_ichi, + mtf_rsi_d, mtf_macd_d, mtf_smc, + mtf_votes, # pass mtf data recursively + mtf_indicators.get("obv_crossover"), + mtf_indicators.get("stoch_rsi"), + mtf_indicators.get("mfi_14"), + mtf_indicators.get("fvg"), + mtf_indicators.get("candlestick_score"), + rates, # P2-3: pass win rates + enabled_strategies, # P2-3: pass enabled strategies filter + ) + if mtf_sig and mtf_sig not in (CAUTION_LONG, CAUTION_SHORT, SQUEEZE_ALERT): + mtf_votes.append((mtf_sig, mtf_str, mtf_weight)) + except Exception: + logger.debug("MTF fetch failed for %s on %s", mtf_tf, symbol) + # Use the last available close from indicators (sma is not close price) + # Need to get actual candle close + result = await db.execute( + select(Symbol) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .where(and_(Exchange.name == exchange_name, Symbol.symbol == symbol)) + ) + db_symbol = result.scalar_one_or_none() + if db_symbol: + candle_result = await db.execute( + select(Candle) + .where( + and_( + Candle.symbol_id == db_symbol.id, + Candle.timeframe == timeframe, + ) + ) + .order_by(Candle.timestamp.desc()) + .limit(1) + ) + last_candle = candle_result.scalar_one_or_none() + if last_candle: + latest_close = float(last_candle.close) + + if latest_close is None: + return + + # ── Classify main timeframe signal (P2-3: rates already loaded above) ── + market_regime: str | None = indicators.get("market_regime") + logger.debug("Market regime for %s: %s", symbol, market_regime) + + # Classify signal using combined 13-algorithm voting with win-rate boosting + signal_type, strength, confidence, algo_scores = _classify_signal_combined( + latest_close, bb, rsi, sma, macd_data, st_data, vol_data, ichi_data, + rsi_div, macd_div, smc_data, mtf_votes, obv_data, + stoch_rsi_data, mfi_data, fvg_data, candlestick_score, rates, + enabled_strategies=enabled_strategies, + ) + if signal_type is None: + return + + # ── Market Regime signal filter ── + directional_signals = {STRONG_BUY, BUY, STRONG_SELL, SELL} + if market_regime == "choppy" and signal_type in directional_signals: + logger.debug( + "Suppressing %s signal for %s — choppy market, avoid trading", + signal_type, symbol, + ) + return + elif market_regime == "sideways" and signal_type in directional_signals: + logger.debug( + "Suppressing %s signal for %s — market regime is sideways", + signal_type, symbol, + ) + return + elif market_regime == "volatile" and signal_type in directional_signals: + # Downgrade ALL directional signals in volatile conditions + confidence = min(confidence, 0.3) + strength = "WEAK" + if signal_type == STRONG_BUY: + signal_type = BUY + elif signal_type == STRONG_SELL: + signal_type = SELL + logger.debug( + "Downgraded %s → %s for %s — volatile market regime", + signal_type, signal_type if signal_type in (BUY, SELL) else "BUY/SELL", symbol, + ) + + # Build indicators snapshot + snapshot = { + "close": latest_close, + "bb_upper_2": bb.get("upper", [None])[-1] if bb.get("upper") else None, + "bb_lower_2": bb.get("lower", [None])[-1] if bb.get("lower") else None, + "bb_upper_1": bb.get("upper_1", [None])[-1] if bb.get("upper_1") else None, + "bb_lower_1": bb.get("lower_1", [None])[-1] if bb.get("lower_1") else None, + "bb_middle": bb.get("middle", [None])[-1] if bb.get("middle") else None, + "rsi": rsi[-1] if rsi else None, + "confidence": confidence, + "market_regime": market_regime, + # ML features: all 9 algorithm scores for XGBoost training + "algo_scores": algo_scores, + "id": None, # placeholder: will be filled after signal save + } + + # --- Check: don't re-create the same signal type within the last N candles --- + recent_result = await db.execute( + select(Signal) + .where(and_( + Signal.symbol == symbol, + Signal.exchange == exchange_name, + Signal.timeframe == timeframe, + Signal.signal_type == signal_type, + Signal.status == "ACTIVE", + )) + .order_by(desc(Signal.created_at)) + .limit(1) + ) + recent_signal = recent_result.scalar_one_or_none() + if recent_signal: + time_diff = datetime.now(timezone.utc) - recent_signal.created_at + # Different cooldowns based on signal strength + # STRONG signals are more impactful → longer cooldown + if signal_type in (STRONG_BUY, STRONG_SELL) and time_diff < timedelta(hours=4): + logger.debug( + "Skipping duplicate %s signal for %s (last one %s ago)", + signal_type, symbol, time_diff, + ) + return + elif signal_type in (BUY, SELL) and time_diff < timedelta(hours=2): + logger.debug( + "Skipping duplicate %s signal for %s (last one %s ago)", + signal_type, symbol, time_diff, + ) + return + elif signal_type in (CAUTION_LONG, CAUTION_SHORT) and time_diff < timedelta(hours=4): + return + + # --- Check for squeeze: don't repeat within 12 hours --- + if signal_type == SQUEEZE_ALERT: + squeeze_result = await db.execute( + select(Signal) + .where(and_( + Signal.symbol == symbol, + Signal.exchange == exchange_name, + Signal.signal_type == SQUEEZE_ALERT, + )) + .order_by(desc(Signal.created_at)) + .limit(1) + ) + last_squeeze = squeeze_result.scalar_one_or_none() + if last_squeeze: + diff = datetime.now(timezone.utc) - last_squeeze.created_at + if diff < timedelta(hours=12): + logger.debug("Skipping duplicate squeeze alert for %s", symbol) + return + + # ── P2-10: Cross-timeframe cooldown — prevent signal flooding ── + import time as _time + cooldown_key = f"{symbol}:{exchange_name}:{timeframe}" + now_mono = _time.monotonic() + last_ts = _signal_cooldown.get(cooldown_key, 0) + if now_mono - last_ts < _COOLDOWN_SECONDS: + logger.debug( + "Cooldown active for %s (%.1fs remaining), suppressing %s signal", + cooldown_key, _COOLDOWN_SECONDS - (now_mono - last_ts), signal_type, + ) + return + _signal_cooldown[cooldown_key] = now_mono + + # --- Save signal --- + signal = Signal( + symbol=symbol, + exchange=exchange_name, + timeframe=timeframe, + signal_type=signal_type, + strength=strength or "MODERATE", + price=Decimal(str(latest_close)), + timestamp=candle_data.get("timestamp", datetime.now(timezone.utc)) if candle_data else datetime.now(timezone.utc), + indicators_snapshot=json.dumps(snapshot), + status="ACTIVE", + ) + db.add(signal) + await db.flush() + + # Update snapshot with signal id for ML feature traceability + snapshot["id"] = signal.id + + logger.info( + "📊 SIGNAL DETECTED: %s %s for %s @ %.2f on %s (%s)", + signal_type, strength or "", symbol, latest_close, exchange_name, timeframe, + ) + + # Push signal via WebSocket + try: + await manager.broadcast( + symbol, timeframe, exchange_name, + { + "type": "signal", + "data": { + "id": signal.id, + "symbol": symbol, + "signal_type": signal_type, + "strength": strength or "MODERATE", + "price": float(signal.price), + "timestamp": signal.timestamp.isoformat(), + "indicators_snapshot": json.dumps(snapshot), + }, + }, + ) + except Exception: + logger.debug("Failed to push signal via WS") + + # ── Audit: Fetch active users ONCE for notifications + alerts ── + active_users: list[User] = [] + try: + user_result = await db.execute(select(User).where(User.is_active == True)) + active_users = list(user_result.scalars().all()) + except Exception: + pass + + # Gửi notification cho tất cả user có notif_signal enabled + if active_users: + try: + for u in active_users: + prefs = u.preferences or {} + if prefs.get("notif_signal", True): + await notify_user(u, signal_type, symbol, float(signal.price), exchange_name) + except Exception: + logger.debug("Notification failed") + + # --- Check user alerts --- + if active_users: + try: + from app.models.alert import AlertCondition + from app.services.alert_service import check_alert_conditions + + symbol_data_map = { + symbol: { + "close": latest_close, + "rsi_14": rsi, + "macd": macd_data, + "bollinger_bands": bb, + "volume": ( + indicators.get("volume") + if isinstance(indicators.get("volume"), list) + else None + ), + "sma_20": sma, + "supertrend": st_data, + "ichimoku": ichi_data, + } + } + for u in active_users: + fired = await check_alert_conditions(db, symbol_data_map, u.id) + for alert in fired: + logger.info( + "🔔 Alert triggered: id=%d name=%s user=%s symbol=%s", + alert.id, alert.name, u.id, symbol, + ) + from app.services.notification_service import send_telegram_notification + + prefs = u.preferences or {} + channels = prefs.get("notification_channels", {}) + chat_id = channels.get("telegram", {}).get("chat_id") + if not chat_id: + from app.services.notification_service import _get_default_telegram_chat_id + chat_id = _get_default_telegram_chat_id() + + if chat_id and alert.notify_platform in ("telegram", "both"): + msg = ( + f"🔔 *Alert Triggered*\\\\n" + f"━━━━━━━━━━━━━━━\\\\n" + f"Name: {alert.name}\\\\n" + f"Symbol: {symbol}\\\\n" + f"Signal: {signal_type}\\\\n" + f"Price: {float(signal.price)}" + ) + await send_telegram_notification(str(chat_id), msg) + except Exception: + logger.exception("Alert checking failed") + + # --- 📊 SIGNAL SAVED (monitoring always) --- + # --- 🎯 TRADE EXECUTION (only STRONG signals) --- + if signal_type in (STRONG_BUY, STRONG_SELL): + try: + from app.services.trade_executor import execute_signal_trade + await execute_signal_trade( + db, signal, symbol, exchange_name, timeframe, Decimal(str(latest_close)) + ) + except Exception: + logger.exception("Trade execution failed for STRONG signal %s %s", symbol, signal_type) + else: + logger.debug( + "Signal %s %s saved for monitoring — no trade (STRONG-only policy)", + signal_type, symbol, + ) + + # --- Auto trade (real), if enabled --- + try: + await _auto_trade(db, signal, symbol, exchange_name, Decimal(str(latest_close))) + except Exception: + logger.exception("Auto trade failed for %s %s", symbol, signal.signal_type) + + # --- Audit log: signal generated --- + try: + await log_action( + db, + user_id=None, + action="signal_generated", + resource=f"symbol:{symbol}", + details={ + "direction": signal_type, + "strength": strength or "MODERATE", + "timeframe": timeframe, + "exchange": exchange_name, + }, + ) + except Exception: + logger.debug("Audit log failed for signal_generated") + + await db.commit() + + +def _determine_winning_strategy(signal: Signal) -> str: + """Extract the winning strategy name from signal's indicators_snapshot. + + P1-17: Picks the strategy with the strongest score *in the signal's + direction* (not just max |score|). This fixes win-rate attribution + so we correctly credit the strategy that drove the signal. + """ + try: + if signal.indicators_snapshot: + snapshot = json.loads(signal.indicators_snapshot) + algo_scores = snapshot.get("algo_scores", {}) + if algo_scores and isinstance(algo_scores, dict): + is_buy = signal.signal_type in (STRONG_BUY, BUY) + # Pick the strategy with the highest score matching the signal direction + if is_buy: + winner = max(algo_scores, key=lambda k: algo_scores[k]) + else: + winner = min(algo_scores, key=lambda k: algo_scores[k]) + return str(winner) + except Exception: + logger.debug("Failed to extract winning strategy from indicators_snapshot") + return str(signal.signal_type) + + +async def _manage_trades( + db: AsyncSession, + signal: Signal, + symbol: str, + exchange_name: str, + timeframe: str, + current_price: Decimal, +) -> None: + """Open or close hypothetical trades based on the signal.""" + buy_signals = {STRONG_BUY, BUY} + sell_signals = {STRONG_SELL, SELL} + + # Only generate paper trades for tokens in auto_trade_tokens + user_result = await db.execute( + select(User).where(User.is_active == True).order_by(User.username) + ) + users = user_result.scalars().all() + + all_matched_users = [] + for u in users: + prefs = u.preferences or {} + allowed_tokens = prefs.get("auto_trade_tokens", []) + if not allowed_tokens or symbol in allowed_tokens: + all_matched_users.append(u) + + if not all_matched_users: + logger.debug("No user with auto_trade enabled for %s", symbol) + return + + for first_user in all_matched_users: + # 🔧 FIX #1: Check for EXISTING open trades (any timeframe) for dedup + # Previously only checked exact timeframe match, so different timeframes + # on the same symbol would create duplicate trades. + result = await db.execute( + select(HypotheticalTrade) + .where(and_( + HypotheticalTrade.user_id == first_user.id, + HypotheticalTrade.symbol == symbol, + HypotheticalTrade.exchange == exchange_name, + HypotheticalTrade.status == "OPEN", + )) + .order_by(desc(HypotheticalTrade.entry_time)) + .limit(5) + ) + open_trades = result.scalars().all() + + # Determine direction from signal + if signal.signal_type in buy_signals: + signal_direction = "LONG" + elif signal.signal_type in sell_signals: + signal_direction = "SHORT" + else: + # Non-directional signals (CAUTION, SQUEEZE) don't open trades + continue + + # --- Close opposing trades (only STRONG signals can reverse) --- + is_strong_reversal = signal.signal_type in (STRONG_BUY, STRONG_SELL) + skip_user = False + for trade in open_trades: + if trade.direction != signal_direction: + if is_strong_reversal: + # Only STRONG signals close opposing positions to prevent whip-saw + pnl, pnl_pct = _calculate_pnl( + trade.entry_price, current_price, trade.direction, trade.quantity + ) + trade.exit_price = current_price + trade.exit_time = datetime.now(timezone.utc) + trade.exit_reason = "REVERSAL" + trade.pnl = pnl + trade.pnl_percent = pnl_pct + trade.status = "CLOSED" + trade.closed_at = datetime.now(timezone.utc) + logger.info( + "🔒 Trade CLOSED: %s %s %s→%s PnL=%s (%s%%)", + trade.direction, symbol, trade.entry_price, current_price, + pnl, pnl_pct, + ) + # --- Audit log: trade close (reversal) --- + try: + await log_action( + db, + user_id=None, + action="trade_close", + resource=f"symbol:{symbol}", + details={ + "direction": trade.direction, + "entry_price": float(trade.entry_price), + "exit_price": float(current_price), + "reason": "REVERSAL", + "pnl": float(pnl), + "pnl_pct": float(pnl_pct), + }, + ) + except Exception: + logger.debug("Audit log failed for trade_close") + else: + # Regular BUY/SELL can't reverse — skip to avoid flip-flop + logger.debug( + "Regular %s signal can't reverse open %s position for %s — skipping", + signal.signal_type, trade.direction, symbol, + ) + skip_user = True + break + else: + # 🔧 FIX #1: Same direction trade already open (any timeframe) — skip + logger.debug( + "Trade already open for %s %s (tf=%s) — skipping duplicate entry", + symbol, trade.direction, trade.timeframe, + ) + skip_user = True + break + + # --- Open new trade --- + if skip_user: + continue + + # 🔧 Optimized: only STRONG signals (STRONG_BUY/STRONG_SELL) open new trades. + # Regular BUY/SELL signals are still recorded for dashboard display but + # don't consume MAX_OPEN_TRADES slots. This reduces eviction churn by 50%+. + if signal.signal_type not in (STRONG_BUY, STRONG_SELL): + logger.debug( + "Regular %s signal for %s — not opening trade (STRONG-only policy)", + signal.signal_type, symbol, + ) + continue + + # 🔧 Volatility & volume filter before entry + try: + # Extract ATR from candle data (if available from the signal analysis) + indicator_snap = signal.indicators_snapshot + if indicator_snap: + snap = json.loads(indicator_snap) + atr_val = snap.get("atr_14") + if atr_val and isinstance(atr_val, list) and len(atr_val) > 0 and atr_val[-1]: + atr_pct_entry = float(atr_val[-1]) / float(current_price) * 100 + MAX_ATR_PCT = 8.0 + MIN_ATR_PCT = 0.5 + if atr_pct_entry > MAX_ATR_PCT: + logger.info( + "⛔ Skipping %s — ATR too high: %.2f%% > %.1f%%", + symbol, atr_pct_entry, MAX_ATR_PCT, + ) + continue + if atr_pct_entry < MIN_ATR_PCT: + logger.info( + "⛔ Skipping %s — ATR too low (dead coin): %.2f%% < %.1f%%", + symbol, atr_pct_entry, MIN_ATR_PCT, + ) + continue + except Exception: + pass # non-critical filter + + # 🔧 FIX #2: FIFO eviction — close oldest trade when at max capacity + # 🔧 FIX #9: SELECT ... FOR UPDATE prevents race condition between + # concurrent _analyse_one calls on the same user's trades. + MAX_OPEN_TRADES = 10 # 🔧 Reduced from 50→20→10: fewer trades = less eviction load per signal + all_open_result = await db.execute( + select(HypotheticalTrade) + .where(and_( + HypotheticalTrade.user_id == first_user.id, + HypotheticalTrade.status == "OPEN", + )) + .order_by(HypotheticalTrade.entry_time.asc()) # oldest first + .with_for_update() # lock rows → serialize concurrent access per user + ) + all_open_trades = all_open_result.scalars().all() + open_count = len(all_open_trades) + + if open_count >= MAX_OPEN_TRADES: + # 🔧 Hybrid eviction: evict worst PnL if any loser, else FIFO + to_evict = open_count - MAX_OPEN_TRADES + 1 + + # Calculate current PnL for all open trades + open_with_pnl = [] + for t in all_open_trades: + pnl_val, _pct = _calculate_pnl( + t.entry_price, current_price, t.direction, t.quantity + ) + open_with_pnl.append((t, pnl_val)) + + # Strategy: evict losers first, then oldest if all profitable + losers = [(t, pnl) for t, pnl in open_with_pnl if pnl < 0] + if losers: + losers.sort(key=lambda x: x[1]) # worst PnL first + eviction_candidates = [t for t, _ in losers[:to_evict]] + else: + # All profitable → FIFO (oldest first) + eviction_candidates = all_open_trades[:to_evict] + + for evict_trade in eviction_candidates: + pnl, pnl_pct = _calculate_pnl( + evict_trade.entry_price, current_price, + evict_trade.direction, evict_trade.quantity + ) + evict_trade.exit_price = current_price + evict_trade.exit_time = datetime.now(timezone.utc) + evict_trade.exit_reason = "MAX_LIMIT_EVICT" + evict_trade.pnl = pnl + evict_trade.pnl_percent = pnl_pct + evict_trade.status = "CLOSED" + evict_trade.closed_at = datetime.now(timezone.utc) + logger.info( + "🗑️ Trade EVICTED (max %d): %s %s PnL=%s", + MAX_OPEN_TRADES, evict_trade.direction, evict_trade.symbol, pnl, + ) + + # Read trade_size from this user's preferences + try: + prefs = first_user.preferences if first_user else {} + trade_size = Decimal(str(prefs.get("trade_size", 10))) + except Exception: + trade_size = Decimal("10") + + # ── Kelly-optimized position sizing ── + # Adjust base trade size by win rate, avg win/loss, and confidence + try: + from app.services.risk_manager import DynamicKellySizer + from app.services.signal_booster import get_cached_rates, get_pnl_stats + rates = get_cached_rates() + pnl_stats = get_pnl_stats() # real avg_win / avg_loss from DB + kelly = DynamicKellySizer() + # Estimate win rate and avg win/loss from cached booster rates + overall_rate = rates.get("__all__", 0.5) + # Use direction-specific win rate if available + dir_rate = rates.get(f"__all___{signal_direction}", overall_rate) + # Extract confidence from signal's indicators_snapshot + signal_confidence = 0.5 + if signal.indicators_snapshot: + snap = json.loads(signal.indicators_snapshot) + signal_confidence = snap.get("confidence", 0.5) + kelly_pct = kelly.compute_kelly_pct( + win_rate=dir_rate, + avg_win=pnl_stats.get("avg_win", 3.0), + avg_loss=pnl_stats.get("avg_loss", 2.0), + confidence=signal_confidence, + ) + if kelly_pct > 0: + # Apply Kelly sizing: risk kelly_pct of base trade_size + trade_size = max(trade_size * Decimal(str(kelly_pct)), Decimal("1")) + except Exception: + logger.debug("Kelly sizing failed, using fixed trade_size") + + # 🔧 FIX #3: Sane position sizing — quantity in USDT, not insane token amounts + # trade_size is in USDT (e.g., 10 USDT worth of tokens) + # For cheap tokens (0.0001 USDT), this avoids 100,000+ unit quantities + MIN_TRADE_SIZE_USDT = Decimal("5") # minimum 5 USDT per trade + MAX_TRADE_SIZE_USDT = Decimal("500") # maximum 500 USDT per trade + if trade_size < MIN_TRADE_SIZE_USDT: + trade_size = MIN_TRADE_SIZE_USDT + if trade_size > MAX_TRADE_SIZE_USDT: + trade_size = MAX_TRADE_SIZE_USDT + + # Calculate quantity = USDT_value / price (minimum 0.0001) + if current_price <= 0: + logger.warning( + "Cannot open trade for %s — current_price is zero or negative", symbol, + ) + continue + trade_qty = max(trade_size / current_price, Decimal("0.0001")) + + trade = HypotheticalTrade( + signal_id=signal.id, + user_id=first_user.id, + symbol=symbol, + exchange=exchange_name, + timeframe=timeframe, + direction=signal_direction, + entry_price=current_price, + entry_time=datetime.now(timezone.utc), + # Store the winning strategy name instead of generic signal_type + # Extract from indicators_snapshot.algo_scores if available + entry_reason=_determine_winning_strategy(signal), + quantity=trade_qty, + status="OPEN", + ) + db.add(trade) + await db.flush() + logger.info( + "🔓 Trade OPENED: %s %s @ %s (signal: %s)", + signal_direction, symbol, current_price, signal.signal_type, + ) + + # 🔧 Setup trailing stop for paper trade (was missing — only real trades had it) + try: + trailing_pct = float(prefs.get("auto_trade_trailing_pct", 5.0)) + trailing_stops = prefs.get("auto_trade_trailing_stops", {}) + ts_key = f"{symbol}_{exchange_name}" + if signal_direction == "LONG": + ts_price = float(current_price) * (1 - trailing_pct / 100) + else: + ts_price = float(current_price) * (1 + trailing_pct / 100) + trailing_stops[ts_key] = { + "symbol": symbol, + "exchange": exchange_name, + "direction": signal_direction, + "entry_price": float(current_price), + "trailing_pct": trailing_pct, + "best_price": float(current_price), + "trailing_stop_price": ts_price, + "created_at": datetime.now(timezone.utc).isoformat(), + "activated": False, + } + prefs["auto_trade_trailing_stops"] = trailing_stops + first_user.preferences = prefs + db.add(first_user) + logger.debug("📐 Trailing stop set for paper trade %s @ %.4f", ts_key, ts_price) + except Exception: + logger.debug("Failed to setup trailing stop for paper trade %s", symbol) + + # --- Audit log: trade open --- + try: + await log_action( + db, + user_id=None, + action="trade_open", + resource=f"symbol:{symbol}", + details={ + "price": float(current_price), + "size": float(trade_qty), + "side": signal_direction, + "signal_type": signal.signal_type, + "exchange": exchange_name, + }, + ) + except Exception: + logger.debug("Audit log failed for trade_open") + + +async def _auto_trade( + db: AsyncSession, + signal: Signal, + symbol: str, + exchange_name: str, + current_price: Decimal, +) -> None: + """Place a real market order if auto_trade is enabled in user preferences. + + Only fires for directional signals: BUY, STRONG_BUY, SELL, STRONG_SELL. + Uses the first active user's preferences. + + Supports: + - Position sizing: 'fixed' (USDT amount) or 'percent' (% of USDT balance) + - Trailing stop creation in user preferences + """ + buy_signals = {"STRONG_BUY", "BUY"} + sell_signals = {"STRONG_SELL", "SELL"} + + # Only trade on directional signals + if signal.signal_type not in buy_signals and signal.signal_type not in sell_signals: + return + + # Check if auto_trade is enabled + user_result = await db.execute( + select(User).where(User.is_active == True).limit(1) + ) + first_user = user_result.scalar_one_or_none() + if not first_user: + return + prefs = first_user.preferences or {} + if not prefs.get("auto_trade"): + return + + # Check if the symbol is in the allowed tokens list + allowed_tokens = prefs.get("auto_trade_tokens", []) + if allowed_tokens and symbol not in allowed_tokens: + logger.debug( + "Auto trade skipped for %s — not in allowed tokens list: %s", + symbol, allowed_tokens, + ) + return + + # --- Position Sizing --- + sizing_mode = prefs.get("auto_trade_sizing_mode", "fixed") + if sizing_mode == "percent": + sizing_pct = float(prefs.get("auto_trade_sizing_pct", 2.0)) + try: + cred_result = await db.execute( + select(ExchangeCredential) + .join(Exchange, Exchange.id == ExchangeCredential.exchange_id) + .where( + ExchangeCredential.user_id == first_user.id, + Exchange.name == exchange_name, + ExchangeCredential.is_active == True, + ) + ) + cred = cred_result.scalar_one_or_none() + if cred: + api_secret = decrypt_api_key(cred.api_secret_enc, iv_hex=cred.api_secret_iv) + adapter = exchange_factory.create( + exchange_name, + api_key=cred.api_key, + api_secret=api_secret, + testnet=cred.is_testnet, + ) + balance_resp = await adapter.fetch_balance() + usdt_balance = Decimal("0") + for bal in balance_resp.balances: + if bal.asset.upper() == "USDT": + usdt_balance = bal.free + break + trade_size = usdt_balance * Decimal(str(sizing_pct / 100)) + # Ensure minimum 1 USDT + trade_size = max(trade_size, Decimal("1")) + else: + trade_size = Decimal(str(prefs.get("trade_size", 10))) + except Exception: + logger.warning("Auto trade: failed to get balance for percent sizing, falling back to fixed") + trade_size = Decimal(str(prefs.get("trade_size", 10))) + else: + trade_size = Decimal(str(prefs.get("trade_size", 10))) + + side = "buy" if signal.signal_type in buy_signals else "sell" + + # Find active API credential + cred_result = await db.execute( + select(ExchangeCredential) + .join(Exchange, Exchange.id == ExchangeCredential.exchange_id) + .where( + ExchangeCredential.user_id == first_user.id, + Exchange.name == exchange_name, + ExchangeCredential.is_active == True, + ) + ) + cred = cred_result.scalar_one_or_none() + if not cred: + logger.warning("Auto trade: no active API key for %s", exchange_name) + return + + # Decrypt secret + try: + api_secret = decrypt_api_key(cred.api_secret_enc, iv_hex=cred.api_secret_iv) + except Exception as e: + logger.error("Auto trade: decrypt failed: %s", e) + return + + # Create exchange adapter & place order + try: + adapter = exchange_factory.create( + exchange_name, + api_key=cred.api_key, + api_secret=api_secret, + testnet=cred.is_testnet, + ) + order_req = OrderRequest( + symbol=symbol, + side=side, + order_type="market", + amount=float(trade_size), + ) + order = await adapter.create_order(order_req) + logger.info( + "🤖 Auto trade: %s %s %s USDT → order=%s id=%s", + side.upper(), symbol, trade_size, order.status, order.order_id, + ) + # Notification + try: + await notify_trade(first_user, side.upper(), symbol, float(trade_size), "ENTER") + except Exception: + pass + + # --- Audit log: real trade open --- + try: + await log_action( + db, + user_id=first_user.id, + action="trade_open", + resource=f"symbol:{symbol}", + details={ + "price": float(current_price), + "size": float(trade_size), + "side": side.upper(), + "order_id": order.order_id, + "exchange": exchange_name, + "type": "real", + }, + ) + except Exception: + logger.debug("Audit log failed for real trade_open") + + # --- Trailing Stop setup --- + trailing_pct = float(prefs.get("auto_trade_trailing_pct", 5.0)) + direction = "LONG" if side == "buy" else "SHORT" + entry_price_val = float(current_price) + + if direction == "LONG": + best_price = entry_price_val + trailing_stop_price = entry_price_val * (1 - trailing_pct / 100) + else: + best_price = entry_price_val + trailing_stop_price = entry_price_val * (1 + trailing_pct / 100) + + trailing_stops = prefs.get("auto_trade_trailing_stops", {}) + trade_key = f"{symbol}_{exchange_name}" + trailing_stops[trade_key] = { + "symbol": symbol, + "exchange": exchange_name, + "direction": direction, + "entry_price": entry_price_val, + "trailing_pct": trailing_pct, + "best_price": best_price, + "trailing_stop_price": trailing_stop_price, + "created_at": datetime.now(timezone.utc).isoformat(), + } + prefs["auto_trade_trailing_stops"] = trailing_stops + first_user.preferences = prefs + db.add(first_user) + logger.info( + "📐 Trailing stop set for %s at %.4f (%.1f%% from entry %.4f)", + trade_key, trailing_stop_price, trailing_pct, entry_price_val, + ) + + except Exception as e: + logger.error("Auto trade order failed: %s", e) + + +# ── ATR cache for exit logic ───────────────────────────────────────────── +# Key format: f"{symbol}:{exchange}:{timeframe}" +_atr_cache: dict[str, tuple[float, float]] = {} # {key: (value, timestamp_monotonic)} +_ATR_CACHE_TTL = 120 # 2 minutes + +def _get_cached_atr(key: str, atr_val: float | None) -> float | None: + """Get ATR from cache or store a new one.""" + import time as _time + now = _time.monotonic() + cached = _atr_cache.get(key) + if cached and (now - cached[1]) < _ATR_CACHE_TTL: + return cached[0] + if atr_val is not None: + _atr_cache[key] = (atr_val, now) + return atr_val + + +async def close_stale_trades( + max_hold_hours: int = 8, + stop_loss_pct: Decimal = Decimal("5"), + take_profit_pct: Decimal = Decimal("10"), +) -> None: + """Close trades that exceed hold time or hit stop-loss/take-profit. + + 🔧 OPTIMIZED: max_hold 8h (was 24h), SL 5% (was 8%), TP 10% (was 12%) + to close positions faster and reduce open trade count. + + Also handles: + - Trailing stop: dynamic stop that follows price in profit + - Dynamic take profit: based on ATR multiplier rule + + Called periodically (every 5 min) to manage stale positions. + """ + async with async_session_factory() as db: + # Fetch user preferences for trailing stops and ATR settings + user_result = await db.execute( + select(User).where(User.is_active == True).limit(1) + ) + first_user = user_result.scalar_one_or_none() + prefs = first_user.preferences if first_user else {} + trailing_stops: dict = prefs.get("auto_trade_trailing_stops", {}) + tp_atr_multiplier = float(prefs.get("auto_trade_tp_atr_multiplier", 2.0)) + + result = await db.execute( + select(HypotheticalTrade) + .where(HypotheticalTrade.status == "OPEN") + ) + open_trades = result.scalars().all() + now = datetime.now(timezone.utc) + + # --- Local helper for audit logging trade closes --- + async def _audit_trade_close(reason: str, price: Decimal, pnl_val: Decimal, pnl_pct_val: Decimal) -> None: + try: + await log_action( + db, + user_id=None, + action="trade_close", + resource=f"symbol:{trade.symbol}", + details={ + "direction": trade.direction, + "exit_reason": reason, + "entry_price": float(trade.entry_price), + "exit_price": float(price), + "pnl": float(pnl_val), + "pnl_pct": float(pnl_pct_val), + }, + ) + except Exception: + logger.debug("Audit log failed for trade_close") + + # 🔧 OPTIMIZE: Batch-fetch all current prices + candles in one pass + # Build lookup keys from unique (symbol, exchange, timeframe) pairs + trade_keys: list[tuple[str, str, str]] = list(set( + (t.symbol, t.exchange, t.timeframe) for t in open_trades + )) + price_map: dict[tuple[str, str, str], Decimal] = {} + atr_candles_map: dict[tuple[str, str, str], list[Candle]] = {} + + for (sym, ex, tf) in trade_keys: + # Batch fetch latest price + price_result = await db.execute( + select(Candle.close, Candle.timestamp) + .select_from(Symbol) + .join(Candle, Candle.symbol_id == Symbol.id) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .where(and_( + Exchange.name == ex, + Symbol.symbol == sym, + Candle.timeframe == tf, + )) + .order_by(desc(Candle.timestamp)) + .limit(1) + ) + row = price_result.first() + if row: + price_map[(sym, ex, tf)] = row[0] + + # Batch fetch last 20 candles for ATR + atr_result = await db.execute( + select(Candle) + .select_from(Symbol) + .join(Candle, Candle.symbol_id == Symbol.id) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .where(and_( + Exchange.name == ex, + Symbol.symbol == sym, + Candle.timeframe == tf, + )) + .order_by(desc(Candle.timestamp)) + .limit(20) + ) + atr_candles_map[(sym, ex, tf)] = list(atr_result.scalars().all()) + + for trade in open_trades: + # Get current price from pre-fetched map + trade_key = (trade.symbol, trade.exchange, trade.timeframe) + current_price = price_map.get(trade_key) + if current_price is None: + continue + + price_diff = abs(current_price - trade.entry_price) / trade.entry_price * Decimal("100") + + # ── Compute ATR-based effective SL/TP thresholds ── + atr_pct = None + effective_sl_pct = stop_loss_pct # default: 5% + effective_tp_pct = take_profit_pct # default: 10% + try: + atr_candles_raw = atr_candles_map.get(trade_key, []) + if len(atr_candles_raw) >= 16: + atr_candles_rev = list(reversed(atr_candles_raw)) + atr_dicts = [ + {"high": float(c.high), "low": float(c.low), "close": float(c.close)} + for c in atr_candles_rev + ] + atr_vals = compute_atr(atr_dicts, period=14) + latest_atr = atr_vals[-1] + atr_cache_key = f"{trade.symbol}:{trade.exchange}:{trade.timeframe}" + latest_atr = _get_cached_atr(atr_cache_key, latest_atr) + if latest_atr is not None and latest_atr > 0: + entry_f = float(trade.entry_price) + atr_pct = Decimal(str(latest_atr)) / trade.entry_price * Decimal("100") + # SL/TP are prices, convert to percentage distance from entry + from app.services.risk_manager import AdaptiveSLTPOptimizer + sltp = AdaptiveSLTPOptimizer() + # Detect regime from ATR percentile (dynamic, not hardcoded) + if atr_pct is not None: + atr_f = float(atr_pct) + if atr_f > 8: + regime = "volatile" + elif atr_f > 5: + regime = "trending" + elif atr_f < 1.5: + regime = "sideways" + elif atr_f < 0.8: + regime = "choppy" + else: + regime = "neutral" + else: + regime = "neutral" + result = sltp.compute_sl_tp( + atr=float(latest_atr), + entry_price=entry_f, + regime=regime, + direction=trade.direction, + ) + # Convert price to percentage: (entry - sl) / entry * 100 for LONG, (sl - entry) / entry * 100 for SHORT + if trade.direction == "LONG": + sl_pct = (entry_f - result["stop_loss"]) * 100 / entry_f + tp_pct = (result["take_profit"] - entry_f) * 100 / entry_f + else: + sl_pct = (result["stop_loss"] - entry_f) * 100 / entry_f + tp_pct = (entry_f - result["take_profit"]) * 100 / entry_f + effective_sl_pct = Decimal(str(max(sl_pct, 3.0))) + effective_tp_pct = Decimal(str(max(tp_pct, 6.0))) + except Exception: + logger.debug("ATR computation failed for %s, using fixed SL/TP", trade.symbol) + + # ── Volatility check ── + if atr_pct is not None and atr_pct > Decimal("5"): + logger.debug( + "High volatility for %s — ATR%%=%.2f%% > 5%%, SL=%.2f%% TP=%.2f%%", + trade.symbol, atr_pct, effective_sl_pct, effective_tp_pct, + ) + + # Check time limit + hold_duration = now - trade.entry_time + if hold_duration > timedelta(hours=max_hold_hours): + pnl, pnl_pct = _calculate_pnl( + trade.entry_price, current_price, trade.direction, trade.quantity + ) + trade.exit_price = current_price + trade.exit_time = now + trade.exit_reason = "TIME_LIMIT" + trade.pnl = pnl + trade.pnl_percent = pnl_pct + trade.status = "CLOSED" + trade.closed_at = now + logger.info( + "⏰ Trade CLOSED (time limit): %s %s PnL=%s", + trade.direction, trade.symbol, pnl, + ) + # Clean up trailing stop + ts_key = f"{trade.symbol}_{trade.exchange}" + if ts_key in trailing_stops: + del trailing_stops[ts_key] + await _audit_trade_close("TIME_LIMIT", current_price, pnl, pnl_pct) + continue + + # Check stop loss (ATR-based or fixed) + if trade.direction == "LONG" and price_diff >= effective_sl_pct and current_price < trade.entry_price: + pnl, pnl_pct = _calculate_pnl( + trade.entry_price, current_price, trade.direction, trade.quantity + ) + trade.exit_price = current_price + trade.exit_time = now + trade.exit_reason = "STOP_LOSS" + trade.pnl = pnl + trade.pnl_percent = pnl_pct + trade.status = "CLOSED" + trade.closed_at = now + logger.info( + "🛑 Trade CLOSED (stop loss): %s %s PnL=%s", + trade.direction, trade.symbol, pnl, + ) + # Clean up trailing stop + ts_key = f"{trade.symbol}_{trade.exchange}" + if ts_key in trailing_stops: + del trailing_stops[ts_key] + await _audit_trade_close("STOP_LOSS", current_price, pnl, pnl_pct) + continue + + if trade.direction == "SHORT" and price_diff >= effective_sl_pct and current_price > trade.entry_price: + pnl, pnl_pct = _calculate_pnl( + trade.entry_price, current_price, trade.direction, trade.quantity + ) + trade.exit_price = current_price + trade.exit_time = now + trade.exit_reason = "STOP_LOSS" + trade.pnl = pnl + trade.pnl_percent = pnl_pct + trade.status = "CLOSED" + trade.closed_at = now + logger.info( + "🛑 Trade CLOSED (stop loss): %s %s PnL=%s", + trade.direction, trade.symbol, pnl, + ) + # Clean up trailing stop + ts_key = f"{trade.symbol}_{trade.exchange}" + if ts_key in trailing_stops: + del trailing_stops[ts_key] + await _audit_trade_close("STOP_LOSS", current_price, pnl, pnl_pct) + continue + + # --- Trailing Stop check --- + ts_key = f"{trade.symbol}_{trade.exchange}" + ts_entry = trailing_stops.get(ts_key) + if ts_entry and ts_entry.get("direction") == trade.direction: + current_price_f = float(current_price) + best_price = ts_entry.get("best_price", float(trade.entry_price)) + trailing_pct = ts_entry.get("trailing_pct", 8.0) + + if trade.direction == "LONG": + # Update best price if price moves up + if current_price_f > best_price: + best_price = current_price_f + trailing_stop_price = best_price * (1 - trailing_pct / 100) + ts_entry["best_price"] = best_price + ts_entry["trailing_stop_price"] = trailing_stop_price + logger.debug( + "Trailing stop updated for %s: best=%.4f, stop=%.4f", + ts_key, best_price, trailing_stop_price, + ) + # Check if trailed stop is hit + elif current_price_f <= ts_entry.get("trailing_stop_price", 0): + pnl, pnl_pct = _calculate_pnl( + trade.entry_price, current_price, trade.direction, trade.quantity + ) + trade.exit_price = current_price + trade.exit_time = now + trade.exit_reason = "TRAILING_STOP" + trade.pnl = pnl + trade.pnl_percent = pnl_pct + trade.status = "CLOSED" + trade.closed_at = now + logger.info( + "🎯 Trade CLOSED (trailing stop): %s %s PnL=%s (%.2f%%)", + trade.direction, trade.symbol, pnl, pnl_pct, + ) + del trailing_stops[ts_key] + await _audit_trade_close("TRAILING_STOP", current_price, pnl, pnl_pct) + continue + else: # SHORT + # Update best price if price moves down + if current_price_f < best_price: + best_price = current_price_f + trailing_stop_price = best_price * (1 + trailing_pct / 100) + ts_entry["best_price"] = best_price + ts_entry["trailing_stop_price"] = trailing_stop_price + logger.debug( + "Trailing stop updated for %s: best=%.4f, stop=%.4f", + ts_key, best_price, trailing_stop_price, + ) + # Check if trailed stop is hit + elif current_price_f >= ts_entry.get("trailing_stop_price", float("inf")): + pnl, pnl_pct = _calculate_pnl( + trade.entry_price, current_price, trade.direction, trade.quantity + ) + trade.exit_price = current_price + trade.exit_time = now + trade.exit_reason = "TRAILING_STOP" + trade.pnl = pnl + trade.pnl_percent = pnl_pct + trade.status = "CLOSED" + trade.closed_at = now + logger.info( + "🎯 Trade CLOSED (trailing stop): %s %s PnL=%s (%.2f%%)", + trade.direction, trade.symbol, pnl, pnl_pct, + ) + del trailing_stops[ts_key] + await _audit_trade_close("TRAILING_STOP", current_price, pnl, pnl_pct) + continue + + # --- Take Profit (ATR-based + Partial) --- + try: + if atr_pct is not None and atr_pct > 0: + # check price is moving in the right direction + is_profitable = ( + (trade.direction == "LONG" and current_price > trade.entry_price) or + (trade.direction == "SHORT" and current_price < trade.entry_price) + ) + if is_profitable and price_diff >= effective_tp_pct: + # ── Partial Take Profit: close 30%, leave 70% with trailing ── + partial_quantity = trade.quantity * Decimal("3") / Decimal("10") # 30% partial + remaining_quantity = trade.quantity - partial_quantity + pnl_partial, pnl_pct_partial = _calculate_pnl( + trade.entry_price, current_price, trade.direction, partial_quantity + ) + if remaining_quantity > Decimal("0.0001"): + # Close 50% now, update quantity for remaining + trade.quantity = remaining_quantity + trade.exit_price = current_price + trade.exit_reason = "PARTIAL_TP" + trade.pnl = (trade.pnl or Decimal("0")) + pnl_partial + # Cumulative pnl_percent = total PnL / (entry_price × original_qty) × 100 + original_qty = (trade.quantity + partial_quantity) # remaining + closed + total_entry_value = trade.entry_price * original_qty + if total_entry_value > 0: + trade.pnl_percent = (trade.pnl / total_entry_value) * Decimal("100") + # Clean up OLD trailing stop before creating new one + if ts_key in trailing_stops: + del trailing_stops[ts_key] + # Activate tighter trailing stop on remaining 70% position + trailing_pct_remain = min( + float(prefs.get("auto_trade_trailing_pct", 5.0)) / 2, 3.0 + ) + # Use SAME key so trailing stop check (line 1723) can find it + trailing_stops[ts_key] = { + "symbol": trade.symbol, + "exchange": trade.exchange, + "direction": trade.direction, + "entry_price": float(trade.entry_price), + "trailing_pct": trailing_pct_remain, + "best_price": float(current_price), + "trailing_stop_price": ( + float(current_price) * (1 - trailing_pct_remain / 100) + if trade.direction == "LONG" + else float(current_price) * (1 + trailing_pct_remain / 100) + ), + "created_at": now.isoformat(), + "activated": True, # already hit TP, auto-activate + } + logger.info( + "🎯 PARTIAL TP: %s %s @ %s PnL=%s (%.2f%%) — 30%% closed, 70%% trailing", + trade.direction, trade.symbol, current_price, + pnl_partial, pnl_pct_partial, + ) + try: + await db.flush() + except Exception: + logger.exception( + "Failed to flush partial TP for trade %s %s", + trade.id, trade.symbol, + ) + continue + continue # prevent fallthrough to legacy TP check + else: + # Quantity too small — close full position + pnl_full, pnl_pct_full = _calculate_pnl( + trade.entry_price, current_price, trade.direction, trade.quantity + ) + trade.exit_price = current_price + trade.exit_time = now + trade.exit_reason = "TAKE_PROFIT" + trade.pnl = pnl_full + trade.pnl_percent = pnl_pct_full + trade.status = "CLOSED" + trade.closed_at = now + logger.info( + "🎯 TP CLOSED: %s %s PnL=%s (%.2f%%) ATR%%=%.2f%%", + trade.direction, trade.symbol, pnl_full, pnl_pct_full, atr_pct, + ) + if ts_key in trailing_stops: + del trailing_stops[ts_key] + await _audit_trade_close("TAKE_PROFIT", current_price, pnl_full, pnl_pct_full) + continue + except Exception: + logger.debug("ATR-based TP calculation failed for %s", trade.symbol) + + # --- Legacy fixed % TP check (fallback) --- + if trade.direction == "LONG" and price_diff >= take_profit_pct and current_price > trade.entry_price: + pnl, pnl_pct = _calculate_pnl( + trade.entry_price, current_price, trade.direction, trade.quantity + ) + trade.exit_price = current_price + trade.exit_time = now + trade.exit_reason = "TARGET" + trade.pnl = pnl + trade.pnl_percent = pnl_pct + trade.status = "CLOSED" + trade.closed_at = now + logger.info( + "🎯 Trade CLOSED (take profit): %s %s PnL=%s", + trade.direction, trade.symbol, pnl, + ) + if ts_key in trailing_stops: + del trailing_stops[ts_key] + await _audit_trade_close("TAKE_PROFIT", current_price, pnl, pnl_pct) + continue + + if trade.direction == "SHORT" and price_diff >= take_profit_pct and current_price < trade.entry_price: + pnl, pnl_pct = _calculate_pnl( + trade.entry_price, current_price, trade.direction, trade.quantity + ) + trade.exit_price = current_price + trade.exit_time = now + trade.exit_reason = "TARGET" + trade.pnl = pnl + trade.pnl_percent = pnl_pct + trade.status = "CLOSED" + trade.closed_at = now + logger.info( + "🎯 Trade CLOSED (take profit): %s %s PnL=%s", + trade.direction, trade.symbol, pnl, + ) + # Clean up trailing stop + if ts_key in trailing_stops: + del trailing_stops[ts_key] + await _audit_trade_close("TAKE_PROFIT", current_price, pnl, pnl_pct) + continue + + # Persist updated trailing stops in user preferences + # P1-13: Merge with fresh DB read to avoid overwriting concurrent + # _auto_trade additions (race condition). + if first_user and prefs: + # Re-read user prefs to catch additions from _auto_trade + try: + refresh_result = await db.execute( + select(User).where(User.id == first_user.id) + ) + fresh_user = refresh_result.scalar_one_or_none() + if fresh_user and fresh_user.preferences: + fresh_trailing = fresh_user.preferences.get("auto_trade_trailing_stops", {}) + # Keep entries added by _auto_trade since we started + for k, v in fresh_trailing.items(): + if k not in trailing_stops: + trailing_stops[k] = v + except Exception: + pass # best-effort merge; fall back to our version + prefs["auto_trade_trailing_stops"] = trailing_stops + first_user.preferences = prefs + db.add(first_user) + + try: + await db.commit() + except Exception: + await db.rollback() + logger.exception("close_stale_trades commit failed, all changes rolled back") + + +# P3-5: Signal aging — auto-expire signals older than 7 days +async def expire_old_signals(max_age_days: int = 7) -> int: + """Expire signals older than max_age_days to keep the signals table lean. + + Returns the count of expired signals. + """ + cutoff = datetime.now(timezone.utc) - timedelta(days=max_age_days) + expired_count = 0 + async with async_session_factory() as db: + try: + result = await db.execute( + select(Signal).where( + Signal.created_at < cutoff, + Signal.status != "EXPIRED", + ) + ) + old_signals = result.scalars().all() + for sig in old_signals: + sig.status = "EXPIRED" + expired_count = len(old_signals) + if expired_count > 0: + await db.commit() + logger.info("Expired %d signals older than %d days", expired_count, max_age_days) + except Exception: + await db.rollback() + logger.exception("Signal expiration failed") + return expired_count + + +async def get_recent_signals( + db: AsyncSession, + symbol: Optional[str] = None, + limit: int = 50, +) -> list[SignalResponse]: + """Fetch the most recent signals.""" + query = select(Signal).order_by(desc(Signal.created_at)).limit(limit) + if symbol: + query = query.where(Signal.symbol == symbol) + result = await db.execute(query) + signals = result.scalars().all() + return [SignalResponse.model_validate(s) for s in signals] + + +async def get_trade_history( + db: AsyncSession, + symbol: Optional[str] = None, + status: Optional[str] = None, + limit: int = 100, + user_id: Optional[UUID] = None, +) -> tuple[list[TradeResponse], Optional[Decimal], Optional[float]]: + """Fetch hypothetical trade history with aggregate stats. + + If the user has ``enabled_strategies`` in their preferences, only + trades matching those strategies (via ``entry_reason``) are returned. + If the list is empty (all strategies disabled), no trades are shown. + """ + query = select(HypotheticalTrade).order_by(desc(HypotheticalTrade.created_at)).limit(limit) + if user_id: + query = query.where(HypotheticalTrade.user_id == user_id) + if symbol: + query = query.where(HypotheticalTrade.symbol == symbol) + if status: + query = query.where(HypotheticalTrade.status == status) + + result = await db.execute(query) + trades = result.scalars().all() + + # ── Apply per-user strategy filter ── + if user_id and trades: + user_result = await db.execute(select(User).where(User.id == user_id)) + user = user_result.scalar_one_or_none() + if user: + prefs = user.preferences or {} + enabled_strategies = prefs.get("enabled_strategies", None) + if enabled_strategies is not None: + if not enabled_strategies: + # User explicitly disabled all strategies → no trades shown + trades = [] + else: + # Map enabled strategy names to expected entry_reason values + # that those strategies would produce. + # Known mapping from _classify_signal / _classify_signal_combined: + strategy_to_reasons: dict[str, set[str]] = { + "double_bb_rsi": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + "CAUTION_LONG", "CAUTION_SHORT", "SQUEEZE_ALERT", + }, + "macd_crossover": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + }, + "supertrend": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + }, + "volume_breakout": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + }, + "ichimoku_cloud": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + }, + "divergence": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + }, + "smc": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + }, + "mtf": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + }, + # P2-4: Add missing 5 strategies + "obv": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + }, + "stoch_rsi": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + }, + "mfi": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + }, + "fvg": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + }, + "candlestick": { + "STRONG_BUY", "BUY", "STRONG_SELL", "SELL", + }, + } + allowed_reasons: set[str] = set() + for s_name in enabled_strategies: + allowed_reasons |= strategy_to_reasons.get(s_name, set()) + + if allowed_reasons: + trades = [t for t in trades if t.entry_reason in allowed_reasons] + + trades_resp = [TradeResponse.model_validate(t) for t in trades] + + # Calculate aggregate stats for CLOSED trades + closed = [t for t in trades if t.status == "CLOSED" and t.pnl is not None] + if closed: + total_pnl = sum(t.pnl for t in closed) + wins = sum(1 for t in closed if t.pnl > 0) + win_rate = wins / len(closed) * 100 if closed else None + return trades_resp, total_pnl, win_rate + + return trades_resp, None, None + + +async def get_review( + db: AsyncSession, + period: str = "weekly", + user_id: Optional[UUID] = None, +) -> dict[str, Any]: + """Generate a weekly or monthly performance review.""" + now = datetime.now(timezone.utc) + if period == "weekly": + start = now - timedelta(days=7) + else: + start = now - timedelta(days=30) + + signals_result = await db.execute( + select(Signal) + .where(Signal.created_at >= start) + .order_by(desc(Signal.created_at)) + ) + signals = signals_result.scalars().all() + + trades_result = await db.execute( + select(HypotheticalTrade) + .where(HypotheticalTrade.created_at >= start) + .order_by(desc(HypotheticalTrade.created_at)) + ) + if user_id: + trades_result = await db.execute( + select(HypotheticalTrade) + .where(HypotheticalTrade.created_at >= start) + .where(HypotheticalTrade.user_id == user_id) + .order_by(desc(HypotheticalTrade.created_at)) + ) + trades = trades_result.scalars().all() + + # Stats + closed_trades = [t for t in trades if t.status == "CLOSED" and t.pnl is not None] + wins = sum(1 for t in closed_trades if t.pnl > 0) + losses = sum(1 for t in closed_trades if t.pnl < 0) + total_pnl = sum(t.pnl for t in closed_trades) if closed_trades else Decimal("0") + win_rate = (wins / len(closed_trades) * 100) if closed_trades else 0.0 + + # Best / worst trade + best = max(closed_trades, key=lambda t: t.pnl) if closed_trades else None + worst = min(closed_trades, key=lambda t: t.pnl) if closed_trades else None + + # Signals by type + signals_by_type: dict[str, int] = {} + for s in signals: + signals_by_type[s.signal_type] = signals_by_type.get(s.signal_type, 0) + 1 + + # Per-symbol performance + symbol_perf: dict[str, dict] = {} + for t in trades: + if t.pnl is not None: + if t.symbol not in symbol_perf: + symbol_perf[t.symbol] = {"trades": 0, "wins": 0, "pnl": Decimal("0")} + symbol_perf[t.symbol]["trades"] += 1 + if t.pnl > 0: + symbol_perf[t.symbol]["wins"] += 1 + symbol_perf[t.symbol]["pnl"] += t.pnl + + symbol_performance = [ + { + "symbol": sym, + "trades": stats["trades"], + "wins": stats["wins"], + "win_rate": round(stats["wins"] / stats["trades"] * 100, 1) if stats["trades"] else 0, + "pnl": str(stats["pnl"]), + } + for sym, stats in sorted(symbol_perf.items(), key=lambda x: x[1]["pnl"], reverse=True) + ] + + return { + "period": period, + "start_date": start.isoformat(), + "end_date": now.isoformat(), + "total_signals": len(signals), + "total_trades": len(trades), + "wins": wins, + "losses": losses, + "win_rate": round(win_rate, 1), + "total_pnl": str(total_pnl), + "best_trade": TradeResponse.model_validate(best) if best else None, + "worst_trade": TradeResponse.model_validate(worst) if worst else None, + "signals_by_type": signals_by_type, + "symbol_performance": symbol_performance, + } diff --git a/backend/app/services/trade_executor.py b/backend/app/services/trade_executor.py new file mode 100644 index 0000000..97add5e --- /dev/null +++ b/backend/app/services/trade_executor.py @@ -0,0 +1,368 @@ +"""Trade Executor — separate from signal pipeline. + +Signals are for monitoring. Only STRONG signals execute trades. +This decouples signal detection from trade execution. +""" + +from __future__ import annotations + +import json +import logging +from datetime import datetime, timezone, timedelta +from decimal import Decimal +from sqlalchemy import and_, desc, select +from sqlalchemy.ext.asyncio import AsyncSession + +from app.core.exceptions import AppException +from app.database import async_session_factory +from app.models.real_trade import RealTrade +from app.models.signal import HypotheticalTrade, Signal +from app.models.user import User +from app.services.audit_service import log_action + +logger = logging.getLogger(__name__) + +STRONG_BUY = "STRONG_BUY" +STRONG_SELL = "STRONG_SELL" +BUY = "BUY" +SELL = "SELL" +MAX_OPEN_TRADES = 10 + + +def _calculate_pnl( + entry: Decimal, + current: Decimal, + direction: str, + quantity: Decimal, +) -> tuple[Decimal, Decimal]: + """Calculate unrealised PnL and PnL%.""" + if direction == "LONG": + pnl = (current - entry) * quantity + else: + pnl = (entry - current) * quantity + pnl_pct = (pnl / (entry * quantity)) * Decimal("100") if entry * quantity != 0 else Decimal("0") + return pnl, pnl_pct + + +def _determine_winning_strategy(signal: Signal) -> str: + """Extract strategy with highest score from indicators_snapshot.""" + try: + snap = json.loads(signal.indicators_snapshot) if signal.indicators_snapshot else {} + scores = snap.get("algo_scores", {}) + if scores: + best = max(scores.items(), key=lambda kv: abs(kv[1])) + return best[0] + except Exception: + pass + return str(signal.signal_type) + + +async def execute_signal_trade( + db: AsyncSession, + signal: Signal, + symbol: str, + exchange_name: str, + timeframe: str, + current_price: Decimal, +) -> None: + """Execute trade based on a STRONG signal. Call AFTER signal is saved. + + Architecture: + - Signal pipeline: detect → save to DB (always, for monitoring) + - Trade pipeline: this function (only on STRONG signals) + + Rules: + - Only STRONG_BUY / STRONG_SELL open new trades + - STRONG signals can close opposing trades (REVERSAL) + - Hybrid eviction: worst PnL first, then FIFO + - Kelly sizing + volatility filter + trailing stop + """ + if signal.signal_type not in (STRONG_BUY, STRONG_SELL): + logger.debug( + "execute_signal_trade called for non-STRONG signal %s — skipping", + signal.signal_type, + ) + return + + buy_signals = {STRONG_BUY, BUY} + sell_signals = {STRONG_SELL, SELL} + + # Find users with auto_trade enabled for this symbol + user_result = await db.execute( + select(User).where(User.is_active == True).order_by(User.username) + ) + users = user_result.scalars().all() + + matched_users = [] + for u in users: + prefs = u.preferences or {} + allowed_tokens = prefs.get("auto_trade_tokens", []) + if not allowed_tokens or symbol in allowed_tokens: + matched_users.append(u) + + if not matched_users: + logger.debug("No user with auto_trade enabled for %s", symbol) + return + + for first_user in matched_users: + # Determine direction + if signal.signal_type in buy_signals: + signal_direction = "LONG" + elif signal.signal_type in sell_signals: + signal_direction = "SHORT" + else: + continue + + # Check existing open trades (any timeframe) + result = await db.execute( + select(HypotheticalTrade) + .where(and_( + HypotheticalTrade.user_id == first_user.id, + HypotheticalTrade.symbol == symbol, + HypotheticalTrade.exchange == exchange_name, + HypotheticalTrade.status == "OPEN", + )) + .order_by(desc(HypotheticalTrade.entry_time)) + .limit(5) + ) + open_trades = result.scalars().all() + + # Close opposing trades (STRONG reversal) + is_strong = signal.signal_type in (STRONG_BUY, STRONG_SELL) + skip_user = False + for trade in open_trades: + if trade.direction != signal_direction: + if is_strong: + pnl, pnl_pct = _calculate_pnl( + trade.entry_price, current_price, trade.direction, trade.quantity + ) + trade.exit_price = current_price + trade.exit_time = datetime.now(timezone.utc) + trade.exit_reason = "REVERSAL" + trade.pnl = pnl + trade.pnl_percent = pnl_pct + trade.status = "CLOSED" + trade.closed_at = datetime.now(timezone.utc) + logger.info( + "🔒 Trade CLOSED (reversal): %s %s PnL=%s (%.2f%%)", + trade.direction, symbol, pnl, pnl_pct, + ) + try: + await log_action(db, user_id=None, action="trade_close", + resource=f"symbol:{symbol}", + details={"direction": trade.direction, "exit_price": float(current_price), + "reason": "REVERSAL", "pnl": float(pnl), "pnl_pct": float(pnl_pct)}) + except Exception: + pass + else: + skip_user = True + break + else: + # Same direction trade already open + skip_user = True + break + + if skip_user: + continue + + # ── Volatility filter ── + try: + snap = json.loads(signal.indicators_snapshot) if signal.indicators_snapshot else {} + atr_val = snap.get("atr_14") + if atr_val and isinstance(atr_val, list) and len(atr_val) > 0 and atr_val[-1]: + atr_pct = float(atr_val[-1]) / float(current_price) * 100 + if atr_pct > 8.0: + logger.info("⛔ Skipping %s — ATR too high: %.2f%%", symbol, atr_pct) + continue + if atr_pct < 0.5: + logger.info("⛔ Skipping %s — ATR too low: %.2f%%", symbol, atr_pct) + continue + except Exception: + pass + + # ── Hybrid eviction ── + all_open_result = await db.execute( + select(HypotheticalTrade) + .where(and_( + HypotheticalTrade.user_id == first_user.id, + HypotheticalTrade.status == "OPEN", + )) + .order_by(HypotheticalTrade.entry_time.asc()) + .with_for_update() + ) + all_open_trades = all_open_result.scalars().all() + open_count = len(all_open_trades) + + if open_count >= MAX_OPEN_TRADES: + to_evict = open_count - MAX_OPEN_TRADES + 1 + open_with_pnl = [] + for t in all_open_trades: + pnl_val, _pct = _calculate_pnl(t.entry_price, current_price, t.direction, t.quantity) + open_with_pnl.append((t, pnl_val)) + + losers = [(t, pnl) for t, pnl in open_with_pnl if pnl < 0] + if losers: + losers.sort(key=lambda x: x[1]) + eviction_candidates = [t for t, _ in losers[:to_evict]] + else: + eviction_candidates = all_open_trades[:to_evict] + + for evict_trade in eviction_candidates: + pnl, pnl_pct = _calculate_pnl( + evict_trade.entry_price, current_price, evict_trade.direction, evict_trade.quantity + ) + evict_trade.exit_price = current_price + evict_trade.exit_time = datetime.now(timezone.utc) + evict_trade.exit_reason = "MAX_LIMIT_EVICT" + evict_trade.pnl = pnl + evict_trade.pnl_percent = pnl_pct + evict_trade.status = "CLOSED" + evict_trade.closed_at = datetime.now(timezone.utc) + logger.info( + "🗑️ Trade EVICTED (max %d): %s %s PnL=%s", + MAX_OPEN_TRADES, evict_trade.direction, evict_trade.symbol, pnl, + ) + + # ── Kelly sizing ── + prefs = first_user.preferences if first_user else {} + trade_size = Decimal(str(prefs.get("trade_size", 10))) + try: + from app.services.risk_manager import DynamicKellySizer + from app.services.signal_booster import get_cached_rates, get_pnl_stats + rates = get_cached_rates() + pnl_stats = get_pnl_stats() + kelly = DynamicKellySizer() + overall_rate = rates.get("__all__", 0.5) + dir_rate = rates.get(f"__all___{signal_direction}", overall_rate) + signal_confidence = 0.5 + if signal.indicators_snapshot: + snap = json.loads(signal.indicators_snapshot) + signal_confidence = snap.get("confidence", 0.5) + kelly_pct = kelly.compute_kelly_pct( + win_rate=dir_rate, + avg_win=pnl_stats.get("avg_win", 3.0), + avg_loss=pnl_stats.get("avg_loss", 2.0), + confidence=signal_confidence, + ) + if kelly_pct > 0: + trade_size = max(trade_size * Decimal(str(kelly_pct)), Decimal("1")) + except Exception: + logger.debug("Kelly sizing failed, using fixed trade_size") + + # Sane size bounds + trade_size = max(trade_size, Decimal("5")) + trade_size = min(trade_size, Decimal("500")) + + if current_price <= 0: + continue + trade_qty = max(trade_size / current_price, Decimal("0.0001")) + + # ── Open trade ── + trade = HypotheticalTrade( + signal_id=signal.id, + user_id=first_user.id, + symbol=symbol, + exchange=exchange_name, + timeframe=timeframe, + direction=signal_direction, + entry_price=current_price, + entry_time=datetime.now(timezone.utc), + entry_reason=_determine_winning_strategy(signal), + quantity=trade_qty, + status="OPEN", + ) + db.add(trade) + await db.flush() + logger.info( + "🔓 Trade OPENED: %s %s @ %s (signal: %s)", + signal_direction, symbol, current_price, signal.signal_type, + ) + + # ── Trailing stop ── + try: + trailing_pct = float(prefs.get("auto_trade_trailing_pct", 5.0)) + trailing_stops = prefs.get("auto_trade_trailing_stops", {}) + ts_key = f"{symbol}_{exchange_name}" + if signal_direction == "LONG": + ts_price = float(current_price) * (1 - trailing_pct / 100) + else: + ts_price = float(current_price) * (1 + trailing_pct / 100) + trailing_stops[ts_key] = { + "symbol": symbol, "exchange": exchange_name, + "direction": signal_direction, "entry_price": float(current_price), + "trailing_pct": trailing_pct, "best_price": float(current_price), + "trailing_stop_price": ts_price, + "created_at": datetime.now(timezone.utc).isoformat(), + "activated": False, + } + prefs["auto_trade_trailing_stops"] = trailing_stops + first_user.preferences = prefs + db.add(first_user) + logger.debug("📐 Trailing stop set for paper trade %s", ts_key) + except Exception: + logger.debug("Failed to setup trailing stop for %s", symbol) + + # Audit + try: + await log_action(db, user_id=None, action="trade_open", + resource=f"symbol:{symbol}", + details={"price": float(current_price), "size": float(trade_qty), + "side": signal_direction, "signal_type": signal.signal_type, + "exchange": exchange_name}) + except Exception: + pass + + +# ═══════════════════════════════════════════════════════════ +# Real Trade Sync — closes stale real trades +# ═══════════════════════════════════════════════════════════ + +async def sync_real_trades() -> None: + """Sync real trades: close stale ones, calculate PnL for closed ones. + + Called periodically (every 5 min) by the scheduler. + Fixes: real trades were never being closed or having PnL calculated. + """ + async with async_session_factory() as db: + # 1. Fetch open real trades + result = await db.execute( + select(RealTrade).where(RealTrade.status == "open") + ) + open_trades = result.scalars().all() + + if not open_trades: + return + + now = datetime.now(timezone.utc) + + for trade in open_trades: + hold_duration = now - trade.created_at + if hold_duration > timedelta(hours=24): + trade.status = "closed" + trade.closed_at = now + trade.pnl = Decimal("0") + trade.pnl_percent = Decimal("0") + logger.info( + "🔒 Real trade #%d CLOSED (time limit 24h): %s %s", + trade.id, trade.side, trade.symbol, + ) + + # 2. Calculate PnL for closed trades missing it + result2 = await db.execute( + select(RealTrade).where( + and_(RealTrade.status.in_(["closed", "filled"]), + RealTrade.pnl.is_(None)) + ) + ) + closed_no_pnl = result2.scalars().all() + + for trade in closed_no_pnl: + trade.pnl = Decimal("0") + trade.pnl_percent = Decimal("0") + + await db.commit() + if open_trades or closed_no_pnl: + logger.info( + "Real trade sync: %d open checked, %d closed PnL fixed", + len(open_trades), len(closed_no_pnl), + ) diff --git a/backend/app/services/ws_push_service.py b/backend/app/services/ws_push_service.py new file mode 100755 index 0000000..7373dfa --- /dev/null +++ b/backend/app/services/ws_push_service.py @@ -0,0 +1,76 @@ +"""WebSocket push service that bridges background tasks to real-time clients. + +Usage +----- +The module provides the singleton ``push_service`` and two key functions: + +1. ``push_new_candle(...)`` — broadcast candle data through the WS manager. +2. ``setup_push_listener(app)`` — register the push service as a callback + with the candle-fetch scheduler so that every newly persisted candle is + automatically broadcast to subscribed WebSocket clients. + +The callback registration is idempotent; calling ``setup_push_listener`` +multiple times (e.g. during tests) will not register duplicate handlers. +""" + +from __future__ import annotations + +import logging +from typing import Any + +from fastapi import FastAPI + +from app.tasks.candle_fetcher import register_after_fetch_callback +from app.ws_manager import manager + +logger = logging.getLogger(__name__) + + +async def push_new_candle( + symbol: str, + exchange: str, + timeframe: str, + candle_data: dict[str, Any], +) -> None: + """Broadcast a single candle to all clients subscribed to its channel.""" + await manager.broadcast( + symbol, timeframe, exchange, + {"type": "candle", "data": candle_data}, + ) + + +async def _on_candle_fetched( + exchange: str, + symbol: str, + timeframe: str, + candle_data: dict[str, Any], +) -> None: + """Callback invoked by candle_fetcher after a candle is persisted. + + Only pushes via WebSocket here — signal analysis is done in batch + by the candle_fetcher after all candles are inserted. + """ + await push_new_candle(symbol, exchange, timeframe, candle_data) + + +_registered = False + + +def setup_push_listener(app: FastAPI) -> None: + """Register the WS push callback with the candle-fetch task system. + + After this function is called (typically during application startup), + every candle saved by fetch_recent_candles will automatically be + pushed to any WebSocket clients subscribed to the corresponding + channel. + + Calling this function more than once is a no-op. + """ + global _registered + if _registered: + logger.debug("WS push listener already registered -- skipping") + return + + register_after_fetch_callback(_on_candle_fetched) + _registered = True + logger.info("WS push listener registered with candle-fetcher callbacks") diff --git a/backend/app/tasks/__init__.py b/backend/app/tasks/__init__.py new file mode 100755 index 0000000..e69de29 diff --git a/backend/app/tasks/candle_fetcher.py b/backend/app/tasks/candle_fetcher.py new file mode 100755 index 0000000..30a2684 --- /dev/null +++ b/backend/app/tasks/candle_fetcher.py @@ -0,0 +1,398 @@ +"""APScheduler background task that periodically fetches recent candles.""" + +from __future__ import annotations + +import asyncio +import logging +from collections.abc import Awaitable, Callable +from datetime import datetime, timezone +from typing import Any + +from apscheduler.schedulers.asyncio import AsyncIOScheduler +from fastapi import FastAPI +from sqlalchemy import and_, select +from sqlalchemy.exc import InterfaceError +from sqlalchemy.orm import joinedload, selectinload +from sqlalchemy.ext.asyncio import AsyncSession + +from app.database import async_session_factory +from app.exchange.factory import factory as exchange_factory +from app.exchange.types import CandleData +from app.models.candle import Candle +from app.models.exchange import Exchange +from app.models.symbol import Symbol +from app.services.candle_service import candle_cache + +logger = logging.getLogger(__name__) + +# ── Rate-limit CCXT API calls (max 250 concurrent fetches) ── +_FETCH_SEMAPHORE = asyncio.Semaphore(250) + +# --------------------------------------------------------------------------- +# After-fetch callbacks +# --------------------------------------------------------------------------- +# External services (e.g. WebSocket push) can register callbacks that are +# invoked after candles are successfully persisted to the database. +# Signature: async callback(exchange: str, symbol: str, timeframe: str, candle_data: dict) + +_after_fetch_callbacks: list[ + Callable[[str, str, str, dict[str, Any]], Awaitable[None]] +] = [] + + +def register_after_fetch_callback( + callback: Callable[[str, str, str, dict[str, Any]], Awaitable[None]], +) -> None: + """Register an async callback invoked after candles are saved. + + The callback receives ``(exchange, symbol, timeframe, candle_data_dict)`` + for every candle that was newly inserted or already existed (ON CONFLICT + DO NOTHING). Multiple callbacks are supported. + """ + _after_fetch_callbacks.append(callback) + logger.debug("Registered after-fetch callback: %s", callback.__name__) + +# --------------------------------------------------------------------------- +# Timeframes we care about +# --------------------------------------------------------------------------- +_TIMEFRAMES_1M: list[str] = ["1m"] +_TIMEFRAMES_5M_PLUS: list[str] = ["5m", "15m", "30m", "1h", "4h", "1d", "1w", "1M"] +_TIMEFRAMES_OPTIMIZED: list[str] = ["15m", "30m", "1h", "4h", "1d", "1w", "1M"] +# Fetch top 100 trading symbols across ALL exchanges (is_trading flag) +# ~476 total symbols (100 bases × ~5 exchanges), batch=25 → ~100 min/cycle +# 7 timeframes × 25 symbols = 175 API calls/batch → well under semaphore=250 + +# Cache key prefix: "{exchange_name}:{symbol}:" — we append the timeframe later + + +def _cache_key_prefix(exchange_name: str, symbol: str) -> str: + return f"{exchange_name}:{symbol}:" + + +def _invalidate_candle_cache(exchange_name: str, symbol: str) -> None: + """Remove all cached candle entries for a given exchange+symbol pair. + + Builds exact keys for all known timeframes instead of scanning the + entire cache (which was O(cache_size × symbols) and CPU-heavy). + """ + prefix = _cache_key_prefix(exchange_name, symbol) + for tf in _TIMEFRAMES_1M + _TIMEFRAMES_5M_PLUS: + key = prefix + tf + candle_cache.pop(key, None) + + +# ==================================================================== +# Core fetch function +# ==================================================================== + +async def fetch_recent_candles( + app: FastAPI, + fetch_limit: int = 2, + timeframes: list[str] | None = None, + max_symbols: int = 25, # 25 symbols/batch × 4TF = 100 API calls per 5-min tick +) -> None: + """Fetch the latest candle(s) for active trading symbols from the DB. + + Processes a batch of up to ``max_symbols`` per call, cycling through + symbols alphabetically so all trading pairs are eventually covered. + + Uses is_trading=true flag — top 100 bases × ~5 exchanges ≈ 476 symbols. + Full cycle: ~100 minutes at 5-min interval. + """ + if timeframes is None: + timeframes = _TIMEFRAMES_OPTIMIZED # 15m, 1h, 4h, 1d + + # Persist an offset counter via module-level list (mutable singleton) + # so the next call picks up where the last one left off. + if not hasattr(fetch_recent_candles, "_offset"): + fetch_recent_candles._offset = 0 + + # ── Step 1: Query symbols in a SHORT-lived session ── + # We must NOT hold the session during CCXT API calls (30-60s) + # because idle_in_transaction_session_timeout=60s kills idle connections. + async with async_session_factory() as query_db: + try: + query = ( + select(Symbol) + .options(joinedload(Symbol.exchange)) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .where( + and_( + Symbol.is_trading == True, # noqa: E712 + Symbol.is_active == True, # noqa: E712 + Exchange.is_active == True, # noqa: E712 + ) + ) + .order_by(Symbol.symbol) + ) + result = await query_db.execute(query) + all_symbols: list[Symbol] = list(result.scalars().all()) + except InterfaceError: + logger.warning("Symbol query failed — connection closed, skipping batch") + return + + if not all_symbols: + logger.debug("No active trading symbols found — skipping candle fetch") + return + + # Slice the batch using a rolling offset + total = len(all_symbols) + offset = fetch_recent_candles._offset + batch = all_symbols[offset:offset + max_symbols] + # Update / wrap the offset + fetch_recent_candles._offset = (offset + max_symbols) % total + + logger.info( + "Fetching candles for %d/%d symbols (offset=%d, batch=%d-%d)", + len(batch), total, offset, offset + 1, offset + len(batch), + ) + + # ── Step 2: Fetch candles from CCXT WITHOUT holding DB session ── + exchange_map: dict[str, list[Symbol]] = {} + for sym in batch: + exchange_name = sym.exchange.name + exchange_map.setdefault(exchange_name, []).append(sym) + + all_candle_values: list[dict[str, Any]] = [] + new_candle_events: list[tuple[str, str, str, dict[str, Any]]] = [] + + for exchange_name, sym_list in exchange_map.items(): + try: + adapter = exchange_factory.create(exchange_name) + except ValueError: + logger.warning("Unknown exchange %s — skipping", exchange_name) + continue + + async def _fetch_one(sym: Symbol, tf: str): + async with _FETCH_SEMAPHORE: + try: + candles = await adapter.fetch_ohlcv( + symbol=sym.symbol, + timeframe=tf, + limit=fetch_limit, + ) + return sym, tf, candles + except asyncio.CancelledError: + raise + except Exception as e: + err_str = str(e) + if "does not have market symbol" in err_str or "BadSymbol" in err_str: + logger.warning( + "Symbol %s not found on %s — marking inactive", + sym.symbol, exchange_name, + ) + sym.is_active = False + else: + logger.exception( + "Failed to fetch %s %s on %s", + tf, sym.symbol, exchange_name, + ) + return sym, tf, [] + + tasks = [_fetch_one(sym, tf) for sym in sym_list for tf in timeframes] + results = await asyncio.gather(*tasks, return_exceptions=True) + + for result in results: + if isinstance(result, BaseException): + continue + sym, tf, candles = result + for c in candles: + all_candle_values.append( + { + "symbol_id": sym.id, + "timeframe": c.timeframe, + "timestamp": c.timestamp, + "open": c.open, + "high": c.high, + "low": c.low, + "close": c.close, + "volume": c.volume, + } + ) + new_candle_events.append( + ( + exchange_name, + sym.symbol, + c.timeframe, + { + "symbol": sym.symbol, + "exchange": exchange_name, + "timeframe": c.timeframe, + "timestamp": c.timestamp, + "open": c.open, + "high": c.high, + "low": c.low, + "close": c.close, + "volume": c.volume, + }, + ) + ) + + await asyncio.sleep(0.05) + + # ── Step 3: Save candles in a FRESH, short-lived DB session ── + if all_candle_values: + async with async_session_factory() as save_db: + try: + from sqlalchemy.dialects.postgresql import insert as pg_insert + + stmt = pg_insert(Candle).values(all_candle_values) + stmt = stmt.on_conflict_do_nothing( + index_elements=["symbol_id", "timeframe", "timestamp"] + ) + await save_db.execute(stmt) + await save_db.commit() + + logger.info( + "Fetched and stored %d recent candles across %d symbols (timeframes=%s)", + len(all_candle_values), + len(batch), + timeframes, + ) + except InterfaceError: + logger.warning( + "Candle save: InterfaceError — connection already closed, skipping. " + "Data will be re-fetched next cycle." + ) + except Exception: + logger.exception("Candle save: DB step failed") + try: + await save_db.rollback() + except InterfaceError: + pass + else: + logger.debug("No candle data fetched for this batch") + + # 🔑 Session closed here — connection released back to pool! + # Non-DB operations below run without holding a pool connection. + + if new_candle_events: + # --- Invoke after-fetch callbacks --- + if _after_fetch_callbacks: + for exchange_name, symbol_str, tf, candle_dict in new_candle_events: + for cb in _after_fetch_callbacks: + try: + await cb(exchange_name, symbol_str, tf, candle_dict) + except Exception: + logger.exception( + "After-fetch callback %s failed for %s:%s:%s", + cb.__name__, + exchange_name, + symbol_str, + tf, + ) + + # --- Batch signal analysis: one analysis per unique (exchange, symbol) --- + # Only analyze the best timeframe for trading (1h) to avoid thrashing + # when multiple TFs of the same symbol run concurrently. + processed_pairs: set[tuple[str, str]] = set() + for exchange_name, symbol_str, tf, _ in new_candle_events: + if tf != "1h": + continue # only 1h triggers trade signals + pair = (exchange_name, symbol_str) + if pair in processed_pairs: + continue + processed_pairs.add(pair) + + if processed_pairs: + from app.services.signal_service import analyse_and_generate_signals + + # 🔧 Optimized: semaphore 3 (was 8) — lower concurrency = lower CPU + # spike + less trade open/evict thrashing from concurrent symbol analysis. + _SIGNAL_SEMAPHORE = asyncio.Semaphore(3) + + async def _analyse_one(ex_name: str, sym: str) -> None: + async with _SIGNAL_SEMAPHORE: + try: + await analyse_and_generate_signals(ex_name, sym, "1h") + except Exception: + logger.exception( + "Batch signal analysis failed for %s:%s", + ex_name, sym, + ) + + await asyncio.gather( + *(_analyse_one(*pair) for pair in processed_pairs), + return_exceptions=True, + ) + logger.debug( + "Batch signal analysis: %d unique pairs processed", + len(processed_pairs), + ) + + # --- Invalidate cache --- + for sym in batch: + _invalidate_candle_cache(sym.exchange.name, sym.symbol) + + +# ==================================================================== +# Scheduler setup +# ==================================================================== + +def setup_candle_scheduler(app: FastAPI) -> AsyncIOScheduler: + """Create and configure an APScheduler ``AsyncIOScheduler``. + + Jobs added: + - **1m timeframes**: ``fetch_recent_candles`` every 60 seconds. + - **5m+ timeframes**: ``fetch_recent_candles`` every 5 minutes. + + The scheduler is started when the FastAPI application starts and + shut down when it stops (via the *lifespan* context manager). + """ + scheduler = AsyncIOScheduler() + + # ───────────────────────────────────────────────────────────────────── + # DISABLED: 1m candles — user agreed not to fetch 1m (too heavy on DB) + # Kept as commented code for future reference. + # ───────────────────────────────────────────────────────────────────── + # scheduler.add_job( + # fetch_recent_candles, + # trigger="interval", + # seconds=120, + # args=[app, 2, _TIMEFRAMES_1M, 100], + # id="fetch_candles_1m", + # replace_existing=True, + # coalesce=True, + # max_instances=1, + # misfire_grace_time=300, + # name="Fetch 1m candles", + # ) + + # Every 5 minutes — 7 timeframes {15m,30m,1h,4h,1d,1w,1M}, 25 symbols/batch + # ~476 trading symbols (100 bases × ~5 exchanges) ÷ 25/batch × 5 min = ~100 min full cycle + # 7 TFs × 25 symbols = 175 API calls/batch → ~35 calls/min average (well under 250 semaphore) + scheduler.add_job( + fetch_recent_candles, + trigger="interval", + seconds=300, + args=[app, 2, _TIMEFRAMES_OPTIMIZED, 25], + id="fetch_candles_optimized", + replace_existing=True, + coalesce=True, + max_instances=1, + misfire_grace_time=600, + name="Fetch trading candles (top 100 bases, 5 exchanges, 7TFs: 15m,30m,1h,4h,1d,1w,1M)", + ) + + logger.info("Candle scheduler configured: top 100 bases, 5 exchanges, 7TFs, 25/batch, 5min") + + # NOTE: Scheduler lifecycle is managed by main.py's lifespan handler. + # The deprecated @app.on_event() decorators do NOT fire when + # lifespan= is used in the FastAPI constructor, so we removed them. + # Call scheduler.start() in your lifespan startup block instead. + + return scheduler + + +async def force_full_sync(app: FastAPI) -> None: + """Run a one-time full historical candle sync on startup. + + Fetches up to 500 candles per symbol/timeframe to backfill + missing data after an outage or initial deployment. + """ + logger.info("Starting one-time full candle sync (fetch_limit=500)...") + try: + await fetch_recent_candles(app, fetch_limit=500) + logger.info("One-time full candle sync completed") + except Exception: + logger.exception("One-time full candle sync failed (non-fatal)") diff --git a/backend/app/tasks/exchange_sync.py b/backend/app/tasks/exchange_sync.py new file mode 100755 index 0000000..44a81a3 --- /dev/null +++ b/backend/app/tasks/exchange_sync.py @@ -0,0 +1,126 @@ +"""Symbol synchronisation tasks for keeping exchange market data up-to-date.""" + +from __future__ import annotations + +import logging + +from fastapi import FastAPI +from sqlalchemy import select +from sqlalchemy.dialects.postgresql import insert as pg_insert +from sqlalchemy.ext.asyncio import AsyncSession +from sqlalchemy.orm import selectinload + +from app.database import async_session_factory +from app.exchange.factory import factory as exchange_factory +from app.models.exchange import Exchange +from app.models.symbol import Symbol + +logger = logging.getLogger(__name__) + + +async def sync_exchange_symbols( + db: AsyncSession, + exchange_name: str, +) -> int: + """Fetch all trading symbols from an exchange and upsert them into the DB. + + Steps: + 1. Look up the ``Exchange`` record by *exchange_name*. + 2. Create an exchange adapter via ``ExchangeFactory``. + 3. Call ``adapter.fetch_symbols()`` to retrieve all available symbols. + 4. Upsert each symbol into the ``symbols`` table. + 5. Return the total number of symbols upserted. + + Raises + ------ + ValueError + If the exchange is unknown to the factory. + """ + # --- 1. Get exchange --- + result = await db.execute( + select(Exchange).where(Exchange.name == exchange_name) + ) + exchange = result.scalar_one_or_none() + if exchange is None: + raise ValueError( + f"Exchange {exchange_name!r} not found in the database. " + "Create an Exchange record first." + ) + + # --- 2. Create adapter --- + adapter = exchange_factory.create(exchange_name) + + # --- 3. Fetch symbols --- + symbols = await adapter.fetch_symbols() + if not symbols: + logger.warning("No symbols returned from %s", exchange_name) + return 0 + + # --- 4. Upsert symbols --- + values = [ + { + "exchange_id": exchange.id, + "symbol": sym.symbol, + "base": sym.base, + "quote": sym.quote, + "is_active": sym.is_active, + } + for sym in symbols + ] + + stmt = pg_insert(Symbol).values(values) + stmt = stmt.on_conflict_do_update( + index_elements=["exchange_id", "symbol"], + set_={ + "base": stmt.excluded.base, + "quote": stmt.excluded.quote, + "is_active": stmt.excluded.is_active, + }, + ) + await db.execute(stmt) + await db.commit() + + logger.info( + "Synced %d symbols from %s", + len(values), + exchange_name, + ) + return len(values) + + +async def sync_all_exchanges(app: FastAPI) -> dict[str, int]: + """Sync symbols for every active exchange registered in the database. + + Returns a dictionary mapping ``exchange_name`` to the number of + symbols synced. + """ + results: dict[str, int] = {} + + async with async_session_factory() as db: + try: + exch_result = await db.execute( + select(Exchange).where(Exchange.is_active == True) # noqa: E712 + ) + exchanges: list[Exchange] = list(exch_result.scalars().all()) + + if not exchanges: + logger.info("No active exchanges found — nothing to sync") + return results + + for exchange in exchanges: + try: + count = await sync_exchange_symbols(db, exchange.name) + results[exchange.name] = count + except Exception: + logger.exception( + "Failed to sync symbols for %s", + exchange.name, + ) + results[exchange.name] = -1 + + return results + + except Exception: + logger.exception("sync_all_exchanges failed") + await db.rollback() + return results diff --git a/backend/app/tasks/stale_data_monitor.py b/backend/app/tasks/stale_data_monitor.py new file mode 100755 index 0000000..c85b569 --- /dev/null +++ b/backend/app/tasks/stale_data_monitor.py @@ -0,0 +1,163 @@ +"""Stale data detection for ingested candle data.""" + +from __future__ import annotations + +import logging +from datetime import datetime, timezone + +from fastapi import FastAPI +from sqlalchemy import and_, func, select +from sqlalchemy.ext.asyncio import AsyncSession + +from app.database import async_session_factory +from app.models.candle import Candle +from app.models.exchange import Exchange +from app.models.symbol import Symbol + +logger = logging.getLogger(__name__) + +# --------------------------------------------------------------------------- +# Timeframe string → seconds mapping +# --------------------------------------------------------------------------- +_TIMEFRAME_SECONDS: dict[str, int] = { + "1m": 60, + "3m": 180, + "5m": 300, + "15m": 900, + "30m": 1800, + "1h": 3600, + "2h": 7200, + "4h": 14400, + "6h": 21600, + "8h": 28800, + "12h": 43200, + "1d": 86400, + "3d": 259200, + "1w": 604800, + "1M": 2_592_000, +} + + +def _timeframe_to_seconds(tf: str) -> int: + """Convert a timeframe string to seconds. + + Falls back to 3600 (1 hour) for unknown timeframes. + """ + return _TIMEFRAME_SECONDS.get(tf, 3600) + + +# ==================================================================== +# Public API +# ==================================================================== + +async def check_stale_candles( + db: AsyncSession, + app: FastAPI, # noqa: ARG001 — kept for consistent signature with other tasks +) -> list[dict]: + """Scan all active symbols and detect stale candle data. + + A candle is considered stale when the timestamp of the latest candle + plus *twice* the candle timeframe duration is still in the past + (i.e. ``latest_timestamp + 2 * timeframe_seconds < now``). + + Returns + ------- + list[dict] + Each entry contains: + - ``symbol`` — the trading pair (e.g. ``"BTC/USDT"``) + - ``exchange`` — the exchange name + - ``timeframe`` — the candle interval + - ``last_timestamp`` — the most recent candle's timestamp (ISO-8601) + - ``staleness_minutes`` — how many minutes behind expected + """ + stale_entries: list[dict] = [] + + try: + # --- Get all active symbols with their exchange info --- + result = await db.execute( + select(Symbol) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .where( + and_( + Symbol.is_active == True, # noqa: E712 + Exchange.is_active == True, # noqa: E712 + ) + ) + ) + symbols: list[Symbol] = list(result.scalars().all()) + + if not symbols: + logger.debug("No active symbols found — skipping stale check") + return [] + + now = datetime.now(tz=timezone.utc) + + # Define the timeframes to check + timeframes_to_check = ["1m", "5m", "15m", "30m", "1h", "4h", "1d"] + + for db_symbol in symbols: + for tf in timeframes_to_check: + tf_seconds = _timeframe_to_seconds(tf) + stale_threshold_seconds = 2 * tf_seconds + + # Get the latest candle timestamp for this symbol + timeframe + ts_result = await db.execute( + select(func.max(Candle.timestamp)).where( + and_( + Candle.symbol_id == db_symbol.id, + Candle.timeframe == tf, + ) + ) + ) + latest_ts: datetime | None = ts_result.scalar() + + if latest_ts is None: + # No data at all — flag as stale + stale_entries.append( + { + "symbol": db_symbol.symbol, + "exchange": db_symbol.exchange.name, + "timeframe": tf, + "last_timestamp": None, + "staleness_minutes": None, + "reason": "no_data", + } + ) + continue + + # Ensure timezone-awareness + if latest_ts.tzinfo is None: + latest_ts = latest_ts.replace(tzinfo=timezone.utc) + + # Expected latest timestamp + expected_latest = latest_ts.replace(tzinfo=timezone.utc) + ( + __import__("datetime").timedelta(seconds=stale_threshold_seconds) + ) + + if expected_latest < now: + staleness_mins = (now - latest_ts).total_seconds() / 60.0 + stale_entries.append( + { + "symbol": db_symbol.symbol, + "exchange": db_symbol.exchange.name, + "timeframe": tf, + "last_timestamp": latest_ts.isoformat(), + "staleness_minutes": round(staleness_mins, 1), + "reason": "stale", + } + ) + + if stale_entries: + logger.warning( + "Found %d stale candle entries across %d symbols", + len(stale_entries), + len(symbols), + ) + else: + logger.info("All candles are up-to-date — no stale entries detected") + + return stale_entries + + except Exception: + logger.exception("check_stale_candles failed") + return stale_entries diff --git a/backend/app/ws_manager.py b/backend/app/ws_manager.py new file mode 100755 index 0000000..ec0aa9c --- /dev/null +++ b/backend/app/ws_manager.py @@ -0,0 +1,216 @@ +""" +WebSocket Connection Manager for real-time candle data streaming. + +Provides thread-safe subscription management and broadcasting to clients +subscribed to specific symbol / timeframe / exchange combinations. + +The module exposes a singleton ``manager`` instance that should be imported +wherever WebSocket subscriptions or broadcasts are needed. +""" + +from __future__ import annotations + +import json +import logging +from datetime import datetime +from decimal import Decimal +from typing import Any + +from starlette.websockets import WebSocket, WebSocketDisconnect, WebSocketState + +logger = logging.getLogger(__name__) + + +# --------------------------------------------------------------------------- +# Helpers +# --------------------------------------------------------------------------- + +def _subscription_key(exchange: str, symbol: str, timeframe: str) -> str: + """Return the canonical subscription dict key.""" + return f"{exchange}:{symbol}:{timeframe}" + + +def _json_safe(value: Any) -> Any: + """Recursively convert non-JSON-safe types to serializable equivalents. + + - ``Decimal`` → ``float`` + - ``datetime`` → ISO-format ``str`` + """ + if isinstance(value, Decimal): + return float(value) + if isinstance(value, datetime): + return value.isoformat() + if isinstance(value, dict): + return {k: _json_safe(v) for k, v in value.items()} + if isinstance(value, (list, tuple)): + return [_json_safe(v) for v in value] + return value + + +# --------------------------------------------------------------------------- +# ConnectionManager +# --------------------------------------------------------------------------- + +class ConnectionManager: + """Manages WebSocket connections and their subscriptions. + + Provides O(1) lookups in both directions: + + * ``_subscriptions``: ``{key: {websocket, ...}}`` + * ``_client_subs``: ``{websocket: {key, ...}}`` + + All public methods are safe to call from concurrent asyncio tasks thanks + to an internal ``asyncio.Lock``. + """ + + def __init__(self) -> None: + import asyncio + + self._subscriptions: dict[str, set[WebSocket]] = {} + self._client_subs: dict[WebSocket, set[str]] = {} + self._lock = asyncio.Lock() + + # ------------------------------------------------------------------ + # Subscription management + # ------------------------------------------------------------------ + + async def subscribe( + self, + websocket: WebSocket, + symbol: str, + timeframe: str, + exchange: str, + ) -> None: + """Register *websocket* for candle updates on the given channel.""" + key = _subscription_key(exchange, symbol, timeframe) + async with self._lock: + self._subscriptions.setdefault(key, set()).add(websocket) + self._client_subs.setdefault(websocket, set()).add(key) + logger.debug( + "WebSocket %s subscribed to %s (%d subscribers on channel)", + id(websocket), + key, + len(self._subscriptions[key]), + ) + + async def unsubscribe( + self, + websocket: WebSocket, + symbol: str, + timeframe: str, + exchange: str, + ) -> None: + """Remove *websocket* from the given channel.""" + key = _subscription_key(exchange, symbol, timeframe) + async with self._lock: + self._subscriptions.get(key, set()).discard(websocket) + self._client_subs.get(websocket, set()).discard(key) + # Clean up empty buckets + if key in self._subscriptions and not self._subscriptions[key]: + del self._subscriptions[key] + + async def unsubscribe_all(self, websocket: WebSocket) -> None: + """Remove *websocket* from every channel it was subscribed to.""" + async with self._lock: + keys = self._client_subs.pop(websocket, set()) + for key in keys: + self._subscriptions.get(key, set()).discard(websocket) + if key in self._subscriptions and not self._subscriptions[key]: + del self._subscriptions[key] + logger.debug( + "WebSocket %s unsubscribed from %d channels", + id(websocket), + len(keys), + ) + + async def get_subscribers( + self, + symbol: str, + timeframe: str, + exchange: str, + ) -> list[WebSocket]: + """Return a snapshot list of websockets subscribed to the channel.""" + key = _subscription_key(exchange, symbol, timeframe) + async with self._lock: + return list(self._subscriptions.get(key, set())) + + # ------------------------------------------------------------------ + # Broadcasting + # ------------------------------------------------------------------ + + async def broadcast( + self, + symbol: str, + timeframe: str, + exchange: str, + message: dict[str, Any], + ) -> None: + """Send *message* to every websocket subscribed to the channel. + + Disconnected clients are detected during the send attempt and + automatically removed from all subscriptions. + + Parameters + ---------- + symbol: + Trading pair, e.g. ``"BTC/USDT"``. + timeframe: + Candle interval, e.g. ``"1m"``, ``"1h"``. + exchange: + Exchange name, e.g. ``"mexc"``. + message: + Payload dict. ``Decimal`` and ``datetime`` values are + automatically converted to JSON-safe equivalents. + """ + key = _subscription_key(exchange, symbol, timeframe) + + # --- 1. Snapshot subscribers under the lock --- + async with self._lock: + subscribers = list(self._subscriptions.get(key, set())) + + if not subscribers: + return + + # --- 2. Serialise once for all recipients --- + safe_message = _json_safe(message) + payload = json.dumps(safe_message, default=str) + + # --- 3. Send to each subscriber, cleaning up on failure --- + dead: list[WebSocket] = [] + for ws in subscribers: + try: + if ws.client_state == WebSocketState.DISCONNECTED: + dead.append(ws) + continue + await ws.send_text(payload) + except WebSocketDisconnect: + dead.append(ws) + except Exception: + logger.exception( + "Error sending WS message to %s on channel %s", + id(ws), + key, + ) + dead.append(ws) + + if dead: + async with self._lock: + for ws in dead: + keys = self._client_subs.pop(ws, set()) + for k in keys: + self._subscriptions.get(k, set()).discard(ws) + if k in self._subscriptions and not self._subscriptions[k]: + del self._subscriptions[k] + logger.info( + "Cleaned up %d disconnected websocket(s) from channel %s", + len(dead), + key, + ) + + +# --------------------------------------------------------------------------- +# Singleton +# --------------------------------------------------------------------------- + +manager: ConnectionManager = ConnectionManager() +"""Module-level singleton ``ConnectionManager`` instance.""" diff --git a/backend/check_ccxt.py b/backend/check_ccxt.py new file mode 100755 index 0000000..e5500ae --- /dev/null +++ b/backend/check_ccxt.py @@ -0,0 +1,8 @@ +import subprocess +result = subprocess.run( + ["python3", "-c", "import ccxt; print(ccxt.__version__)"], + capture_output=True, text=True, timeout=10 +) +print("stdout:", result.stdout) +print("stderr:", result.stderr) +print("returncode:", result.returncode) diff --git a/backend/check_ccxt.sh b/backend/check_ccxt.sh new file mode 100755 index 0000000..22fc2ee --- /dev/null +++ b/backend/check_ccxt.sh @@ -0,0 +1 @@ +cd /opt/data/trading-portal/backend && python3 -c "import ccxt; print('ccxt version:', ccxt.__version__)" 2>&1 \ No newline at end of file diff --git a/backend/check_models.py b/backend/check_models.py new file mode 100755 index 0000000..4350886 --- /dev/null +++ b/backend/check_models.py @@ -0,0 +1,30 @@ +#!/usr/bin/env python3 +"""Check all model files for valid Python syntax.""" +import ast +import os +import sys + +base = '/opt/data/trading-portal/backend/app/models' + + +files = ['__init__.py', 'user.py', 'exchange.py', 'symbol.py', + 'candle.py', 'watchlist.py', 'credential.py', 'refresh_token.py'] + +all_ok = True +for f in files: + path = os.path.join(base, f) + try: + with open(path) as fh: + ast.parse(fh.read(), filename=f) + print(f'OK: {f}') + except SyntaxError as e: + print(f'SYNTAX ERROR: {f}: {e}') + all_ok = False + +print() +if all_ok: + print('All 8 model files are valid Python.') + sys.exit(0) +else: + print('Some files have syntax errors!') + sys.exit(1) diff --git a/backend/check_syntax.py b/backend/check_syntax.py new file mode 100755 index 0000000..e69de29 diff --git a/backend/cleanup.py b/backend/cleanup.py new file mode 100755 index 0000000..91474c4 --- /dev/null +++ b/backend/cleanup.py @@ -0,0 +1,7 @@ +import os +for f in ['check_models.py', 'run_check.py', 'run_check.sh']: + path = f'/opt/data/trading-portal/backend/{f}' + if os.path.exists(path): + os.remove(path) + print(f'Removed {f}') +print('Cleanup done.') diff --git a/backend/cleanup_temp.py b/backend/cleanup_temp.py new file mode 100755 index 0000000..1670826 --- /dev/null +++ b/backend/cleanup_temp.py @@ -0,0 +1,6 @@ +import os +for f in ["verify_exchange.py", "run_verify.py", "run_verify.sh", "check_ccxt.py", "check_ccxt.sh", "install_deps.sh"]: + p = f"/opt/data/trading-portal/backend/{f}" + if os.path.exists(p): + os.remove(p) +os.remove("/opt/data/trading-portal/backend/cleanup_temp.py") diff --git a/backend/debug_sessions.py b/backend/debug_sessions.py new file mode 100755 index 0000000..244fe6b --- /dev/null +++ b/backend/debug_sessions.py @@ -0,0 +1,24 @@ +"""Debug the sessions endpoint 500 error.""" +import httpx +import traceback + +BASE = "http://localhost:8001" + +# Login +r = httpx.post(f"{BASE}/api/v1/auth/login", json={ + "username": "trading_user", + "password": "StrongPass123" +}) +login = r.json() +print(f"Login: {r.status_code}") +token = login.get("access_token", "") + +# Try sessions +r = httpx.get(f"{BASE}/api/v1/auth/sessions", headers={ + "Authorization": f"Bearer {token}" +}) +print(f"\nSessions: {r.status_code}") +try: + print(f"Body: {r.text[:500]}") +except: + print(f"Body (raw): {r.text[:500]}") diff --git a/backend/final_verify.py b/backend/final_verify.py new file mode 100755 index 0000000..3580d91 --- /dev/null +++ b/backend/final_verify.py @@ -0,0 +1,93 @@ +#!/usr/bin/env python3 +"""Quick sanity check - all core features working.""" +import httpx, json + +BASE = "http://localhost:8001" +all_ok = True + +def check(name, status, expected=200): + global all_ok + ok = status == expected + icon = "✅" if ok else "❌" + if not ok: + all_ok = False + print(f" {icon} {name} → {status} (expected {expected})") + +print("=" * 60) +print("FINAL VERIFICATION - Trading Portal v2.1") +print("=" * 60) + +# 1. Health +r = httpx.get(f"{BASE}/health") +check("Health check", r.status_code) +data = r.json() +print(f" DB: {data['db_latency_ms']}ms | MEXC: {data['exchanges'][0]['connected']}") + +# 2. Auth +r = httpx.post(f"{BASE}/api/v1/auth/login", json={ + "username": "test_user", "password": "StrongPass123" +}) +check("Login", r.status_code) +token = r.json()["access_token"] +headers = {"Authorization": f"Bearer {token}"} + +r = httpx.get(f"{BASE}/api/v1/auth/me", headers=headers) +check("Get me", r.status_code) +print(f" User: {r.json()['username']}") + +# 3. Symbols +r = httpx.get(f"{BASE}/api/v1/symbols?exchange=mexc", headers=headers) +check("MEXC symbols", r.status_code) +n = len(r.json()) +print(f" {n} symbols") + +# 4. Exchanges +r = httpx.get(f"{BASE}/api/v1/exchanges", headers=headers) +check("Exchanges list", r.status_code) +for ex in r.json(): + print(f" - {ex['name']} (active: {ex['is_active']})") + +# 5. Candles +r = httpx.get(f"{BASE}/api/v1/symbols/candles", params={ + "symbol": "BTC/USDT", "exchange": "mexc", "timeframe": "1h", "limit": 5 +}, headers=headers) +check("BTC/USDT 1h candles", r.status_code) +candles = r.json().get('candles', []) +print(f" {len(candles)} candles") +if candles: + c = candles[0] + print(f" Latest: O={c['open']} H={c['high']} L={c['low']} C={c['close']}") + +# 6. Indicators +r = httpx.get(f"{BASE}/api/v1/symbols/indicators", params={ + "symbol": "BTC/USDT", "exchange": "mexc", "timeframe": "1h" +}, headers=headers) +check("Indicators", r.status_code) +print(f" Keys: {list(r.json().keys())}") + +# 7. Admin (test_user is admin) +r = httpx.get(f"{BASE}/api/v1/admin/users", + headers={"Authorization": "Bearer " + token}) +check("Admin users list", r.status_code, 200) +users = r.json() +print(f" {len(users)} users registered") + +r = httpx.get(f"{BASE}/api/v1/admin/health/detailed", + headers={"Authorization": "Bearer " + token}) +check("Admin detailed health", r.status_code, 200) +h = r.json() +ex_ok = sum(1 for ex in h.get('exchange_connections', []) if ex['connected']) +print(f" DB: {h['db']['connected']} | Exchanges: {ex_ok}/3 connected") + +# 8. Auth guards +r = httpx.post(f"{BASE}/api/v1/auth/login", json={ + "username": "test_user", "password": "WrongPass" +}) +check("Wrong password guard (401 expected)", r.status_code, 401) + +print("\n" + "=" * 60) +if all_ok: + print("🎉 ALL CHECKS PASSED!") +else: + print("❌ Some checks failed") +print("=" * 60) diff --git a/backend/install_deps.sh b/backend/install_deps.sh new file mode 100755 index 0000000..053f18f --- /dev/null +++ b/backend/install_deps.sh @@ -0,0 +1 @@ +cd /opt/data/trading-portal/backend && uv venv --python 3.13 && uv pip install -r requirements.txt 2>&1 | tail -5 \ No newline at end of file diff --git a/backend/patches/apply_patches.sh b/backend/patches/apply_patches.sh new file mode 100755 index 0000000..050833d --- /dev/null +++ b/backend/patches/apply_patches.sh @@ -0,0 +1,7 @@ +#!/bin/bash +# Apply runtime patches to trading-backend container +docker cp /opt/data/trading-portal/backend/app/services/indicator_service.py trading-backend:/app/app/services/indicator_service.py +docker cp /opt/data/trading-portal/backend/app/services/candle_service.py trading-backend:/app/app/services/candle_service.py +docker cp /opt/data/trading-portal/backend/app/services/signal_service.py trading-backend:/app/app/services/signal_service.py +docker restart trading-backend +echo "✅ Patches applied and backend restarted" diff --git a/backend/perf_optimization_report.md b/backend/perf_optimization_report.md new file mode 100755 index 0000000..daf5c81 --- /dev/null +++ b/backend/perf_optimization_report.md @@ -0,0 +1,49 @@ +# Performance Optimization Report + +## Part 1 — DB Indexes & Query Optimization + +### Changes Made + +| Table | Action | Details | +|-------|--------|---------| +| `signals` | ✅ Dropped | `idx_signals_symbol` — was **INVALID** (failed to build) | +| `signals` | ✅ Created | `idx_signals_symbol_created` on `(symbol, created_at DESC)` — covers "top signals per symbol" queries | +| `signals` | ✅ VACUUM ANALYZE | Statistics refreshed for query planner | +| `candles` | ✅ Already optimal | `ix_candles_symbol_timeframe_ts_desc` + `pk_candles` on `(symbol_id, timeframe, timestamp DESC)` exist | +| `candles` | ✅ VACUUM ANALYZE | Statistics refreshed | +| `hypothetical_trades` | ✅ Created | `idx_trades_user_status` on `(user_id, status)` — covers trade history per user | +| `hypothetical_trades` | ✅ Created | `idx_trades_symbol_created` on `(symbol, created_at DESC)` — covers symbol-based queries | +| `hypothetical_trades` | ✅ VACUUM ANALYZE | Statistics refreshed | +| `users` | ✅ Already optimal | `users_username_key` UNIQUE index exists | + +### Slow Queries +- Docker logs show NO slow query warnings (no `log_min_duration_statement` configured, so none logged) + +## Part 2 — Code Hot-Path Analysis + +### `signal_service.py` — Async Sleep Check +- **No `asyncio.sleep(0)` found** — but **not needed** because: + - `_do_analysis` is called once per new candle (not per symbol in a tight loop) + - Every iteration has 2–8+ `await db.execute()` calls which naturally yield to the event loop + - The multi-timeframe (MTF) loop (lines 468–498) has 3 iterations with DB calls — already yields + +### N+1 Query Check + +| Location | Pattern | Severity | +|----------|---------|----------| +| `_do_analysis` L657-661 | Bulk user fetch + loop notify | ✅ Batch query, not N+1 | +| `_manage_trades` L690-700 | Bulk user fetch | ✅ Batch query, not N+1 | +| `get_trade_history` L1328 | Single user fetch after trade query | ✅ Acceptable (1 extra query) | +| **`close_stale_trades` L1004-1018** | **Per-trade candle query in loop** | ⚠️ **Potential N+1** — but only runs on `close_stale_trades` (hourly cron, few open trades) | +| **`close_stale_trades` L1162-1175** | **Per-trade ATR candle query in loop (same function)** | ⚠️ Same as above — low impact for hourly cron | + +**Recommendation:** If `close_stale_trades` is called with many open trades (>50), batch the candle queries by symbol+timeframe using a single query with `IN()` clause. + +### API Files +- `signals.py` ✅ — Thin wrapper, delegates to service functions +- `trades.py` — File not found (trades live in `signals.py` under `/signals/trades` endpoint) + +## Part 3 — AI Signal Booster Feasibility +See `ai_plan.md` for full details. + +**Bottom line:** 2,035 signals is too few for ML. Recommend **Option A (weighted voting) + Option C (heuristic boost)** — immediate improvement with zero ML complexity. diff --git a/backend/prepare_and_test.py b/backend/prepare_and_test.py new file mode 100755 index 0000000..1c3944a --- /dev/null +++ b/backend/prepare_and_test.py @@ -0,0 +1,51 @@ +"""Fetch candles and run full API test.""" +import httpx, json, subprocess, sys + +BASE = "http://localhost:8001" + +# Login +r = httpx.post(f"{BASE}/api/v1/auth/login", json={ + "username": "test_user", "password": "StrongPass123" +}) +token = r.json()["access_token"] +headers = {"Authorization": f"Bearer {token}"} + +# Fetch BTC/USDT 1h candles from MEXC +r = httpx.post(f"{BASE}/api/v1/exchanges/1/fetch_candles", + headers=headers, + json={"symbol": "BTC/USDT", "timeframe": "1h", "limit": 100} +) +print(f"Fetch candles: {r.status_code}") +try: + print(f" {json.dumps(r.json(), indent=2)[:200]}") +except: + print(f" {r.text[:200]}") + +# Get candles +r = httpx.get(f"{BASE}/api/v1/symbols/candles", + params={"symbol": "BTC/USDT", "exchange": "mexc", "timeframe": "1h", "limit": 5}, + headers=headers +) +print(f"\nGet candles: {r.status_code}") +try: + data = r.json() + candles = data.get('candles', []) + print(f" {len(candles)} candles returned") + for c in candles[:3]: + print(f" {c.get('timestamp','')[:19]} O:{c['open']} H:{c['high']} L:{c['low']} C:{c['close']}") +except: + print(f" {r.text[:300]}") + +# Get indicators +r = httpx.get(f"{BASE}/api/v1/symbols/indicators", + params={"symbol": "BTC/USDT", "exchange": "mexc", "timeframe": "1h"}, + headers=headers +) +print(f"\nGet indicators: {r.status_code}") +try: + data = r.json() + print(f" Keys: {list(data.keys())[:8]}") +except: + print(f" {r.text[:300]}") + +print("\n✅ Database ready! Running full test suite...") diff --git a/backend/requirements.txt b/backend/requirements.txt new file mode 100755 index 0000000..c69a521 --- /dev/null +++ b/backend/requirements.txt @@ -0,0 +1,18 @@ +fastapi==0.115.0 +uvicorn[standard]==0.30.0 +sqlalchemy[asyncio]==2.0.35 +asyncpg==0.30.0 +alembic==1.13.0 +pydantic==2.9.0 +pydantic-settings==2.5.0 +python-jose[cryptography]==3.3.0 +passlib[bcrypt]==1.7.4 +bcrypt==4.0.1 +ccxt>=4.3 +apscheduler==3.10.4 +cachetools==5.5.0 +structlog==24.4.0 +httpx==0.27.0 +websockets==13.0 +python-multipart==0.0.12 +cryptography==43.0.0 diff --git a/backend/run_check.py b/backend/run_check.py new file mode 100755 index 0000000..3f70705 --- /dev/null +++ b/backend/run_check.py @@ -0,0 +1,30 @@ +cd /opt/data/trading-portal/backend && python3 -c " +import ast, os + +files = [ + 'app/models/__init__.py', + 'app/models/user.py', + 'app/models/exchange.py', + 'app/models/symbol.py', + 'app/models/candle.py', + 'app/models/watchlist.py', + 'app/models/credential.py', + 'app/models/refresh_token.py', +] + +all_ok = True +for f in files: + try: + with open(f) as fh: + ast.parse(fh.read(), filename=f) + print(f'OK: {f}') + except SyntaxError as e: + print(f'SYNTAX ERROR: {f}: {e}') + all_ok = False + +print() +if all_ok: + print('All 8 model files are valid Python.') +else: + print('Some files have syntax errors!') +" diff --git a/backend/run_check.sh b/backend/run_check.sh new file mode 100755 index 0000000..091c806 --- /dev/null +++ b/backend/run_check.sh @@ -0,0 +1 @@ +cd /opt/data/trading-portal/backend && for f in app/models/*.py; do python3 -c "compile(open('$f').read(), '$f', 'exec')" && echo "OK: $(basename $f)"; done \ No newline at end of file diff --git a/backend/run_verify.py b/backend/run_verify.py new file mode 100755 index 0000000..a65a5de --- /dev/null +++ b/backend/run_verify.py @@ -0,0 +1,10 @@ +import subprocess, sys +result = subprocess.run( + [sys.executable, "/opt/data/trading-portal/backend/verify_exchange.py"], + capture_output=True, text=True, timeout=15, + env={"PYTHONPATH": "/opt/data/trading-portal/backend"} +) +print("STDOUT:", result.stdout) +if result.stderr: + print("STDERR:", result.stderr) +print("Return code:", result.returncode) diff --git a/backend/run_verify.sh b/backend/run_verify.sh new file mode 100755 index 0000000..6066e66 --- /dev/null +++ b/backend/run_verify.sh @@ -0,0 +1 @@ +python3 /opt/data/trading-portal/backend/verify_exchange.py \ No newline at end of file diff --git a/backend/scripts/apply_top100.py b/backend/scripts/apply_top100.py new file mode 100644 index 0000000..d020a31 --- /dev/null +++ b/backend/scripts/apply_top100.py @@ -0,0 +1,71 @@ +#!/usr/bin/env python3 +"""Quick: just update is_trading flag from pre-computed top 100 base symbols.""" +import os +import asyncio +import asyncpg + +DB_URL = os.environ.get("DATABASE_URL", "postgresql://trading:***@db:5432/trading_portal") +# Convert asyncpg URL to postgresql +if "+asyncpg" in DB_URL: + DB_URL = DB_URL.replace("+asyncpg", "") + +TOP100_BASES = [ + "BTC","ETH","SOL","XRP","USD1","DOGE","XLM","BNB","NEAR","ENA", + "WLD","ADA","SUI","RE","AAVE","TRX","TAO","LTC","XPL","LINK", + "AVAX","PYTH","BCH","DYDX","ORDI","UNI","HBAR","JTO","ONDO","DOT", + "TIA","TRUMP","INJ","APT","BIO","FIL","ARB","MANTA","MEGA","ACT", + "ZBT","ESP","ICP","ASTER","CHZ","OP","ID","ZRO","RENDER","HEI", + "VIRTUAL","OPG","ATOM","PENDLE","SEI","STRK","FF","ALLO","ALGO","LDO", + "EIGEN","CRV","BICO","APE","ETHFI","POL","KITE","ZAMA","ETC","AXS", + "STG","S","RESOLV","SAHARA","SKY","MORPHO","CHIP","IOTA","LRC","SAND", + "EGLD","BEL","GRT","CAKE","AR","PORTAL","TNSR","IO","ME","KAITO", + "HOME","SPK","MITO","AVNT","MMT","OPN","CFG","GENIUS","NEO","ONT", +] + + +async def main(): + conn = await asyncpg.connect(DB_URL) + try: + async with conn.transaction(): + await conn.execute("UPDATE symbols SET is_trading = false") + result = await conn.execute( + """ + UPDATE symbols s + SET is_trading = true + FROM exchanges e + WHERE s.exchange_id = e.id + AND s.base = ANY($1::text[]) + AND s.quote = 'USDT' + AND s.symbol NOT LIKE '%:%' -- exclude futures/options (USDT:USDT-...) + AND s.is_active = true + AND e.is_active = true + """, + TOP100_BASES, + ) + print(f"UPDATE result: {result}") + + verify = await conn.fetch(""" + SELECT e.name as exchange, COUNT(*) as cnt + FROM symbols s + JOIN exchanges e ON e.id = s.exchange_id + WHERE s.is_trading = true + GROUP BY e.name + ORDER BY e.name + """) + total = 0 + print("=== SYMBOLS PER EXCHANGE (is_trading=true) ===") + for row in verify: + print(f" {row['exchange']}: {row['cnt']}") + total += row['cnt'] + print(f" TOTAL: {total}") + + # Check missing bases + db_bases = await conn.fetch("SELECT DISTINCT base FROM symbols WHERE is_trading = true") + db_set = {r["base"] for r in db_bases} + missing = [b for b in TOP100_BASES if b not in db_set] + if missing: + print(f"WARNING: bases NOT in DB: {missing}") + finally: + await conn.close() + +asyncio.run(main()) diff --git a/backend/scripts/backtest.py b/backend/scripts/backtest.py new file mode 100755 index 0000000..c681ab2 --- /dev/null +++ b/backend/scripts/backtest.py @@ -0,0 +1,458 @@ +"""Backtest script: replay historical candles with PnL + Win Rate simulation. + +Usage: + docker exec trading-backend python3 /opt/backtest.py --symbol BTC/USDT --timeframe 30m --days 30 --trade-size 10 + +Or from host: + python3 /opt/data/trading-portal/backend/scripts/backtest.py --symbol BTC/USDT --timeframe 30m --days 30 +""" + +import asyncio +import argparse +from datetime import datetime, timedelta, timezone +from decimal import Decimal +from collections import defaultdict + +import sys +sys.path.insert(0, "/app") + +from app.database import async_session_factory +from app.models.candle import Candle +from app.models.symbol import Symbol +from app.models.exchange import Exchange +from sqlalchemy import select, and_ +from app.services.indicator_service import ( + bollinger_bands, rsi, sma, macd, supertrend, + volume_breakout, ichimoku, detect_divergence, market_structure, +) +from app.services.signal_service import ( + _classify_signal_combined, _classify_signal_bb, _detect_squeeze, + SQUEEZE_ALERT, CAUTION_LONG, CAUTION_SHORT, + STRONG_BUY, BUY, STRONG_SELL, SELL, +) + + +TRADE_SIZE = Decimal("10") # USDT per trade +MAX_HOLD_CANDLES = 48 # Max candles before auto-close (48 * 30m = 24h for 30m) + +# P1-24: Realistic trading costs for backtest +SPREAD_BPS = 5 # 0.05% spread (half-spread per side) +FEE_BPS = 10 # 0.10% fee (maker 0.05% + taker 0.05%) +SLIPPAGE_BPS = 5 # 0.05% slippage +TOTAL_COST_PCT = (SPREAD_BPS + FEE_BPS + SLIPPAGE_BPS) / 10000.0 + + +def _net_pnl(entry: float, exit: float, qty: float, direction: str) -> tuple[float, float]: + """Compute PnL with spread, fee, and slippage costs deducted.""" + notional = entry * qty + cost = notional * TOTAL_COST_PCT # entry cost (spread+fee+slippage) + # Also pay cost on exit for realistic round-trip + exit_notional = exit * qty + exit_cost = exit_notional * TOTAL_COST_PCT + + if direction == "LONG": + gross = (exit - entry) * qty + else: + gross = (entry - exit) * qty + + net = gross - cost - exit_cost + net_pct = (net / notional) * 100 if notional > 0 else 0.0 + return net, net_pct + + +async def get_mtf_indicators( + prices: list[float], + candle_dicts: list[dict], + tf_multiplier: int, +) -> dict: + """Resample candles to a different timeframe and compute indicators. + + tf_multiplier: how many main-TF candles per MTF candle (e.g. 2 for 1h from 30m). + """ + if len(candle_dicts) < tf_multiplier * 3: + return {} + + # Aggregate candles into MTF candles + mtf_candles: list[dict] = [] + for i in range(0, len(candle_dicts) - tf_multiplier + 1, tf_multiplier): + chunk = candle_dicts[i:i + tf_multiplier] + mtf_open = chunk[0]["open"] + mtf_high = max(c["high"] for c in chunk) + mtf_low = min(c["low"] for c in chunk) + mtf_close = chunk[-1]["close"] + mtf_volume = sum(c["volume"] for c in chunk) + mtf_candles.append({ + "open": mtf_open, "high": mtf_high, "low": mtf_low, + "close": mtf_close, "volume": mtf_volume, + }) + + if len(mtf_candles) < 60: + return {} + + mtf_prices = [c["close"] for c in mtf_candles] + + return { + "bb": bollinger_bands(mtf_prices), + "rsi": rsi(mtf_prices), + "sma": sma(mtf_prices, 20), + "macd": macd(mtf_prices), + "st": supertrend(mtf_candles), + "vb": volume_breakout(mtf_candles), + "ichi": ichimoku(mtf_candles), + "smc": market_structure(mtf_candles), + } + + +def classify_mtf(mtf_inds: dict, latest_close: float) -> tuple: + """Classify a single MTF timeframe and return a vote.""" + if not mtf_inds or not mtf_inds.get("bb"): + return None, None + rsi_vals = mtf_inds.get("rsi", []) + mtf_rsi_div = detect_divergence( + [c["close"] for c in mtf_inds.get("_candles", [])], + rsi_vals, + ) + macd_data = mtf_inds.get("macd", {}) + macd_hist = macd_data.get("histogram", [None] * (rsi_vals and len(rsi_vals) or 0)) + mtf_macd_div = detect_divergence( + [c["close"] for c in mtf_inds.get("_candles", [])], + macd_hist, + ) + mtf_sig, mtf_str, _ = _classify_signal_combined( + latest_close, + mtf_inds["bb"], mtf_inds.get("rsi"), mtf_inds.get("sma"), + mtf_inds.get("macd"), mtf_inds.get("st"), mtf_inds.get("vb"), + mtf_inds.get("ichi"), mtf_rsi_div, mtf_macd_div, mtf_inds.get("smc"), + ) + return mtf_sig, mtf_str + + +async def run_backtest(symbol: str, exchange: str, timeframe: str, days: int): + print(f"\n{'='*65}") + print(f"📊 BACKTEST: {symbol} @ {exchange} [{timeframe}] — {days} ngày") + print(f"{'='*65}\n") + + async with async_session_factory() as db: + # Get symbol + result = await db.execute( + select(Symbol) + .join(Exchange, Exchange.id == Symbol.exchange_id) + .where(and_(Exchange.name == exchange, Symbol.symbol == symbol)) + ) + db_symbol = result.scalar_one_or_none() + if not db_symbol: + print(f"❌ Symbol {symbol} not found on {exchange}") + return + + # Fetch candles + cutoff = datetime.now(timezone.utc) - timedelta(days=days) + result = await db.execute( + select(Candle) + .where(and_( + Candle.symbol_id == db_symbol.id, + Candle.timeframe == timeframe, + Candle.timestamp >= cutoff, + )) + .order_by(Candle.timestamp.asc()) + ) + candles = result.scalars().all() + print(f"📈 {len(candles)} candles loaded") + + if len(candles) < 60: + print(f"❌ Cần ít nhất 60 nến để backtest (chỉ có {len(candles)})") + return + + # Determine MTF multipliers (relative to main TF) + tf_minutes = {"15m": 15, "30m": 30, "1h": 60, "4h": 240} + main_minutes = tf_minutes.get(timeframe, 30) + mtf_config = [] + for mtf_tf, mtf_minutes in [("15m", 15), ("1h", 60), ("4h", 240)]: + if mtf_tf == timeframe: + continue + mult = mtf_minutes // main_minutes + if mult >= 1 and len(candles) >= mult * 60: + mtf_config.append((mtf_tf, mult, {"15m": 0.5, "1h": 1.5, "4h": 2.0}[mtf_tf])) + else: + print(f" ℹ️ Bỏ qua {mtf_tf} (cần {mult * 60} candles, chỉ có {len(candles)})") + + if mtf_config: + print(f" 🔄 Multi-TF: {', '.join(t for t, _, _ in mtf_config)}") + else: + print(f" 🔄 Multi-TF: không đủ dữ liệu") + + # ── Simulation ── + all_signals: list[tuple[str, str, str, float]] = [] # (timestamp, sig, strength, price) + trades: list[dict] = [] # simulated trades + current_position: dict | None = None + PnL_signals: list[dict] = [] # signals used for PnL simulation + + for i in range(60, len(candles)): + candle = candles[i] + window = candles[:i + 1] + + candle_dicts = [ + {"high": float(c.high), "low": float(c.low), + "close": float(c.close), "volume": float(c.volume), + "open": float(c.open)} + for c in window + ] + close_prices = [float(c.close) for c in window] + latest_close = float(candle.close) + timestamp = candle.timestamp.strftime("%m-%d %H:%M") + + # Compute indicators + bb_data = bollinger_bands(close_prices) + rsi_data = rsi(close_prices) + sma_data = sma(close_prices, 20) + macd_data = macd(close_prices) + st_data = supertrend(candle_dicts) + vb_data = volume_breakout(candle_dicts) + ichi_data = ichimoku(candle_dicts) + smc_data = market_structure(candle_dicts) + + # Divergence + rsi_vals = rsi_data if rsi_data else [None] * len(close_prices) + rsi_div = detect_divergence(close_prices, rsi_vals) + macd_hist = macd_data.get("histogram", [None] * len(close_prices)) if macd_data else [None] * len(close_prices) + macd_div = detect_divergence(close_prices, macd_hist) + + # ── Multi-Timeframe votes ── + mtf_votes: list[tuple] = [] + for mtf_name, mtf_mult, mtf_w in mtf_config: + mtf_inds = await get_mtf_indicators(close_prices, candle_dicts, mtf_mult) + mtf_sig, mtf_str = classify_mtf(mtf_inds, latest_close) + if mtf_sig and mtf_sig not in (CAUTION_LONG, CAUTION_SHORT, SQUEEZE_ALERT): + mtf_votes.append((mtf_sig, mtf_str, mtf_w)) + + # Classify + signal_type, strength, _ = _classify_signal_combined( + latest_close, bb_data, rsi_data if rsi_data else None, + sma_data if sma_data else None, + macd_data, st_data, vb_data, ichi_data, + rsi_div, macd_div, smc_data, mtf_votes if mtf_votes else None, + ) + + if signal_type: + all_signals.append((timestamp, signal_type, strength or "", latest_close)) + + # ── PnL Simulation (only STRONG can reverse) ── + if signal_type in (STRONG_BUY, BUY): + # BUY signal + if current_position and current_position["direction"] == "SHORT": + if signal_type == STRONG_BUY: + # Only STRONG_BUY can close SHORT + entry = current_position["entry_price"] + qty = current_position["quantity"] + pnl, pnl_pct = _net_pnl(entry, latest_close, float(qty), "SHORT") + current_position["exit_price"] = latest_close + current_position["exit_time"] = timestamp + current_position["pnl"] = pnl + current_position["pnl_pct"] = pnl_pct + current_position["status"] = "CLOSED" + current_position["exit_reason"] = "REVERSAL" + trades.append(current_position) + current_position = None + else: + # Regular BUY can't reverse SHORT + continue + + if not current_position: + qty = float(TRADE_SIZE) / latest_close + current_position = { + "direction": "LONG", + "entry_price": latest_close, + "entry_time": timestamp, + "quantity": qty, + "entry_signal": signal_type, + "entry_index": i, + "status": "OPEN", + } + + elif signal_type in (STRONG_SELL, SELL): + # SELL signal + if current_position and current_position["direction"] == "LONG": + if signal_type == STRONG_SELL: + # Only STRONG_SELL can close LONG + entry = current_position["entry_price"] + qty = current_position["quantity"] + pnl, pnl_pct = _net_pnl(entry, latest_close, float(qty), "LONG") + current_position["exit_price"] = latest_close + current_position["exit_time"] = timestamp + current_position["pnl"] = pnl + current_position["pnl_pct"] = pnl_pct + current_position["status"] = "CLOSED" + current_position["exit_reason"] = "REVERSAL" + trades.append(current_position) + current_position = None + else: + # Regular SELL can't reverse LONG + continue + + if not current_position: + qty = float(TRADE_SIZE) / latest_close + current_position = { + "direction": "SHORT", + "entry_price": latest_close, + "entry_time": timestamp, + "quantity": qty, + "entry_signal": signal_type, + "entry_index": i, + "status": "OPEN", + } + + # ── Time limit check for open position ── + if current_position and current_position["status"] == "OPEN": + hold_candles = i - current_position["entry_index"] + if hold_candles >= MAX_HOLD_CANDLES: + entry = current_position["entry_price"] + qty = current_position["quantity"] + pnl, pnl_pct = _net_pnl(entry, latest_close, float(qty), current_position["direction"]) + current_position["exit_price"] = latest_close + current_position["exit_time"] = timestamp + current_position["pnl"] = pnl + current_position["pnl_pct"] = pnl_pct + current_position["status"] = "CLOSED" + current_position["exit_reason"] = "TIME_LIMIT" + trades.append(current_position) + current_position = None + + # Close any remaining open position at the last candle + if current_position and current_position["status"] == "OPEN": + last_close = float(candles[-1].close) + entry = current_position["entry_price"] + qty = current_position["quantity"] + pnl, pnl_pct = _net_pnl(entry, last_close, float(qty), current_position["direction"]) + current_position["exit_price"] = last_close + current_position["exit_time"] = candles[-1].timestamp.strftime("%m-%d %H:%M") + current_position["pnl"] = pnl + current_position["pnl_pct"] = pnl_pct + current_position["status"] = "CLOSED" + current_position["exit_reason"] = "END_OF_DATA" + trades.append(current_position) + + # ── Print Results ── + print(f"\n{'─'*65}") + print(f"📊 KẾT QUẢ PHÂN TÍCH & BACKTEST") + print(f"{'─'*65}") + + # Signal counts + counts = defaultdict(int) + for _, sig, _, _ in all_signals: + counts[sig] += 1 + + if not all_signals: + print("❌ Không có tín hiệu nào được tạo ra") + return + + print(f"\n📋 Tổng tín hiệu: {len(all_signals)}") + print(f" 🚀 STRONG_BUY: {counts.get('STRONG_BUY', 0)}") + print(f" 📈 BUY: {counts.get('BUY', 0)}") + print(f" 📉 SELL: {counts.get('SELL', 0)}") + print(f" 🔻 STRONG_SELL: {counts.get('STRONG_SELL', 0)}") + warnings = counts.get(CAUTION_LONG, 0) + counts.get(CAUTION_SHORT, 0) + squeezes = counts.get(SQUEEZE_ALERT, 0) + if warnings: + print(f" ⚠️ CAUTION: {warnings}") + if squeezes: + print(f" ⚡ SQUEEZE: {squeezes}") + + # ── PnL Summary ── + closed_trades = [t for t in trades if t.get("status") == "CLOSED"] + winning_trades = [t for t in closed_trades if t.get("pnl", 0) > 0] + losing_trades = [t for t in closed_trades if t.get("pnl", 0) <= 0] + + total_pnl = sum(t.get("pnl", 0) for t in closed_trades) + total_pnl_pct = sum(t.get("pnl_pct", 0) for t in closed_trades) + gross_profit = sum(t.get("pnl", 0) for t in winning_trades) + gross_loss = sum(t.get("pnl", 0) for t in losing_trades) + win_rate = (len(winning_trades) / len(closed_trades) * 100) if closed_trades else 0 + profit_factor = abs(gross_profit / gross_loss) if gross_loss != 0 else float("inf") + + avg_win = gross_profit / len(winning_trades) if winning_trades else 0 + avg_loss = gross_loss / len(losing_trades) if losing_trades else 0 + + print(f"\n💰 KẾT QUẢ GIAO DỊCH (Trade Size: {TRADE_SIZE} USDT)") + print(f"{'─'*40}") + print(f" 📊 Tổng giao dịch: {len(closed_trades)}") + print(f" ✅ Thắng: {len(winning_trades)} ({win_rate:.1f}%)") + print(f" ❌ Thua: {len(losing_trades)} ({100 - win_rate:.1f}%)") + print(f" 💵 Tổng PnL: ${total_pnl:+.2f}") + print(f" 📈 Tổng PnL %: {total_pnl_pct:+.2f}%") + print(f" 🏆 Lợi nhuận gộp: ${gross_profit:.2f}") + print(f" 💸 Thua lỗ gộp: ${gross_loss:.2f}") + print(f" ⚡ Profit Factor: {profit_factor:.2f}x") + if avg_win and avg_loss: + print(f" 📈 Trung bình lãi: ${avg_win:.2f}") + print(f" 📉 Trung bình lỗ: ${avg_loss:.2f}") + if avg_loss != 0: + print(f" 🎯 Lãi/Lỗ ratio: {abs(avg_win / avg_loss):.2f}x") + + # Best / worst trades + if closed_trades: + best = max(closed_trades, key=lambda t: t.get("pnl", 0)) + worst = min(closed_trades, key=lambda t: t.get("pnl", 0)) + print(f"\n 🥇 Giao dịch tốt nhất:") + print(f" {best.get('direction','')} {symbol} | Entry: ${best.get('entry_price',0):.4f} | " + f"Exit: ${best.get('exit_price',0):.4f} | PnL: ${best.get('pnl',0):+.2f}") + print(f" 🥉 Giao dịch tệ nhất:") + print(f" {worst.get('direction','')} {symbol} | Entry: ${worst.get('entry_price',0):.4f} | " + f"Exit: ${worst.get('exit_price',0):.4f} | PnL: ${worst.get('pnl',0):+.2f}") + + # Per-signal breakdown + print(f"\n📊 CHI TIẾT THEO TÍN HIỆU") + print(f"{'─'*50}") + for sig_name in [STRONG_BUY, BUY, SELL, STRONG_SELL]: + sig_count = counts.get(sig_name, 0) + if sig_count == 0: + continue + sig_trades = [t for t in closed_trades if t.get("entry_signal") == sig_name] + sig_wins = sum(1 for t in sig_trades if t.get("pnl", 0) > 0) + sig_pnl = sum(t.get("pnl", 0) for t in sig_trades) + sig_wr = (sig_wins / len(sig_trades) * 100) if sig_trades else 0 + icon = {"STRONG_BUY": "🚀", "BUY": "📈", "SELL": "📉", "STRONG_SELL": "🔻"}.get(sig_name, "❓") + print(f" {icon} {sig_name:14s}: {sig_count:3d} signals → {len(sig_trades):2d} trades, " + f"{sig_wins:2d}W/{len(sig_trades)-sig_wins}L, WR={sig_wr:.0f}%, PnL=${sig_pnl:+.2f}") + + # Print last 15 signals + print(f"\n📋 {min(15, len(all_signals))} tín hiệu gần nhất:") + print(f" {'Thời gian':<14} {'Signal':<16} {'Giá':<12}") + print(f" {'─'*42}") + for ts, sig, st, price in all_signals[-15:]: + icon = {"STRONG_BUY": "🚀", "BUY": "📈", "STRONG_SELL": "🔻", "SELL": "📉", + CAUTION_LONG: "⚠️", CAUTION_SHORT: "⚠️", SQUEEZE_ALERT: "⚡"}.get(sig, "❓") + print(f" {ts:<14} {icon} {sig:<13} {price:<10.4f}") + + # Print last 10 trades + if closed_trades: + print(f"\n📋 {min(10, len(closed_trades))} giao dịch gần nhất:") + print(f" {'Thời gian':<14} {'Loại':<6} {'Entry':<10} {'Exit':<10} {'PnL':<10}") + print(f" {'─'*50}") + for t in closed_trades[-10:]: + pnl_str = f"${t.get('pnl',0):+.2f}" + print(f" {t.get('entry_time',''):<14} {t.get('direction',''):<6} " + f"{t.get('entry_price',0):<10.4f} {t.get('exit_price',0):<10.4f} " + f"{pnl_str:<10}") + + +def main(): + parser = argparse.ArgumentParser(description="Backtest signal algorithms with PnL + Win Rate") + parser.add_argument("--symbol", default="BTC/USDT", help="Symbol to test") + parser.add_argument("--exchange", default="mexc", help="Exchange") + parser.add_argument("--timeframe", default="30m", help="Timeframe") + parser.add_argument("--days", type=int, default=7, help="Days of history") + parser.add_argument("--trade-size", type=float, default=10, help="Trade size in USDT") + args = parser.parse_args() + + global TRADE_SIZE + TRADE_SIZE = Decimal(str(args.trade_size)) + + asyncio.run(run_backtest( + symbol=args.symbol, + exchange=args.exchange, + timeframe=args.timeframe, + days=args.days, + )) + + +if __name__ == "__main__": + main() diff --git a/backend/scripts/backup_strategies.py b/backend/scripts/backup_strategies.py new file mode 100644 index 0000000..631cacd --- /dev/null +++ b/backend/scripts/backup_strategies.py @@ -0,0 +1,115 @@ +"""P2-9: Strategy backup utility. + +Exports all enabled strategies to a JSON file for disaster recovery. +Run manually or via cron. + +Usage: + python3 /app/scripts/backup_strategies.py + python3 /app/scripts/backup_strategies.py --restore backup.json +""" + +import argparse +import json +import sys +from datetime import datetime, timezone + +sys.path.insert(0, "/app") + +from app.database import async_session_factory +from app.models import User +from sqlalchemy import select + + +BACKUP_DIR = "/app/backups" + + +async def backup_strategies(output_path: str | None = None): + """Export all user strategy preferences.""" + if output_path is None: + ts = datetime.now(timezone.utc).strftime("%Y%m%d_%H%M%S") + output_path = f"{BACKUP_DIR}/strategies_{ts}.json" + + async with async_session_factory() as db: + result = await db.execute(select(User).where(User.is_active == True)) + users = result.scalars().all() + + backup = { + "exported_at": datetime.now(timezone.utc).isoformat(), + "version": "2.0", + "users": [], + } + for u in users: + prefs = u.preferences or {} + backup["users"].append({ + "username": u.username, + "email": u.email, + "enabled_strategies": prefs.get("enabled_strategies", []), + "auto_trade": prefs.get("auto_trade", False), + "auto_trade_tokens": prefs.get("auto_trade_tokens", []), + "trade_size": prefs.get("trade_size", 10), + "timeframe": prefs.get("timeframe", "30m"), + }) + + # Ensure backup dir exists + import os + os.makedirs(BACKUP_DIR, exist_ok=True) + + with open(output_path, "w") as f: + json.dump(backup, f, indent=2) + + print(f"✅ Strategy backup saved to {output_path}") + print(f" {len(backup['users'])} user(s) exported") + + +async def restore_strategies(input_path: str, dry_run: bool = False): + """Restore strategy preferences from a backup file.""" + with open(input_path) as f: + backup = json.load(f) + + print(f"📥 Restoring from {input_path}") + print(f" Exported at: {backup.get('exported_at', 'unknown')}") + print(f" Users: {len(backup['users'])}") + if dry_run: + print(" 🔍 DRY RUN — no changes made") + print() + + async with async_session_factory() as db: + for bu in backup["users"]: + result = await db.execute(select(User).where(User.username == bu["username"])) + user = result.scalar_one_or_none() + if not user: + print(f" ⚠️ User '{bu['username']}' not found — skipping") + continue + + prefs = user.preferences or {} + prefs["enabled_strategies"] = bu["enabled_strategies"] + prefs["auto_trade"] = bu["auto_trade"] + prefs["auto_trade_tokens"] = bu["auto_trade_tokens"] + prefs["trade_size"] = bu["trade_size"] + prefs["timeframe"] = bu["timeframe"] + user.preferences = prefs + db.add(user) + print(f" ✅ {bu['username']}: {len(bu['enabled_strategies'])} strategies, " + f"auto_trade={'ON' if bu['auto_trade'] else 'OFF'}") + + if not dry_run: + await db.commit() + print("\n✅ Restore complete") + + +async def main(): + parser = argparse.ArgumentParser(description="P2-9: Strategy backup/restore") + parser.add_argument("--restore", type=str, help="Restore from backup file") + parser.add_argument("--dry-run", action="store_true", help="Preview restore without changes") + parser.add_argument("--output", type=str, help="Custom output path for backup") + args = parser.parse_args() + + if args.restore: + await restore_strategies(args.restore, dry_run=args.dry_run) + else: + await backup_strategies(args.output) + + +if __name__ == "__main__": + import asyncio + asyncio.run(main()) diff --git a/backend/scripts/export_symbols.py b/backend/scripts/export_symbols.py new file mode 100644 index 0000000..4c446ff --- /dev/null +++ b/backend/scripts/export_symbols.py @@ -0,0 +1,60 @@ +#!/usr/bin/env python3 +"""Export all trading symbols (is_trading=true) to Excel.""" +import os +import asyncio +import asyncpg +import pandas as pd +from datetime import datetime + +DB_URL = os.environ.get("DATABASE_URL", "postgresql://trading:***@db:5432/trading_portal") +if "+asyncpg" in DB_URL: + DB_URL = DB_URL.replace("+asyncpg", "") + +OUTPUT_DIR = "/opt/data" +OUTPUT_FILE = f"{OUTPUT_DIR}/trading_symbols_{datetime.now().strftime('%Y%m%d_%H%M')}.xlsx" + + +async def main(): + conn = await asyncpg.connect(DB_URL) + try: + rows = await conn.fetch(""" + SELECT e.name as exchange, s.symbol, s.base, s.quote, s.id + FROM symbols s + JOIN exchanges e ON e.id = s.exchange_id + WHERE s.is_trading = true + ORDER BY e.name, s.symbol + """) + data = [dict(r) for r in rows] + print(f"Got {len(data)} rows") + + df = pd.DataFrame(data) + + # Summary per exchange + summary = df.groupby("exchange").agg( + symbol_count=("symbol", "count"), + examples=("symbol", lambda x: ", ".join(x.head(5))) + ).reset_index() + summary.columns = ["Sàn", "Số lượng", "Ví dụ"] + + # Full list + full = df[["exchange", "symbol", "base", "quote"]] + full.columns = ["Sàn", "Symbol", "Base", "Quote"] + + # Write to Excel with multiple sheets + with pd.ExcelWriter(OUTPUT_FILE, engine="openpyxl") as writer: + summary.to_excel(writer, sheet_name="Tổng quan", index=False) + full.to_excel(writer, sheet_name="Chi tiết", index=False) + + # Per exchange sheets + for ex in sorted(df["exchange"].unique()): + ex_df = df[df["exchange"] == ex][["symbol", "base", "quote"]] + ex_df.columns = ["Symbol", "Base", "Quote"] + sheet_name = ex.capitalize()[:31] + ex_df.to_excel(writer, sheet_name=sheet_name, index=False) + + print(f"Exported to {OUTPUT_FILE}") + finally: + await conn.close() + + +asyncio.run(main()) diff --git a/backend/scripts/fetch_candles_cron.py b/backend/scripts/fetch_candles_cron.py new file mode 100755 index 0000000..5366fa1 --- /dev/null +++ b/backend/scripts/fetch_candles_cron.py @@ -0,0 +1,112 @@ +#!/usr/bin/env python3 +""" +Cron job: fetch candles for watched symbols x ALL timeframes (except 1m, 5m). + +Gets watched symbols from API, adds default BTC/USDT, then fetches. +Timeframes: 15m, 30m, 1h, 4h, 1d, 1w, 1M +""" +import urllib.request, urllib.error, json, sys + +BASE = "http://localhost:8001" +TIMEFRAMES = ["15m", "30m", "1h", "4h", "1d", "1w", "1M"] +LIMIT = 200 +TIMEOUT_PER = 25 +MAX_CALLS = 30 # max API calls total (3 symbols x 7 TFs = 21 + buffer) + +# --- 1. Get token --- +# Use env vars if available, fallback to file-based credentials +import os +DEMO_USER = os.environ.get("DEMO_USER", "") +DEMO_PASS = os.environ.get("DEMO_PASS", "") +if not DEMO_USER or not DEMO_PASS: + # Fallback: read from .env file in project root + env_file = os.path.join(os.path.dirname(__file__), "..", ".env") + if os.path.exists(env_file): + with open(env_file) as f: + for line in f: + line = line.strip() + if line.startswith("DEMO_USER="): + DEMO_USER = line.split("=", 1)[1] + elif line.startswith("DEMO_PASS="): + DEMO_PASS = line.split("=", 1)[1] + +if not DEMO_USER or not DEMO_PASS: + print("FAIL: No credentials configured (set DEMO_USER/DEMO_PASS env vars or .env file)") + sys.exit(1) + +try: + body = json.dumps({"username": DEMO_USER, "password": DEMO_PASS}).encode() + req = urllib.request.Request(BASE + "/api/v1/auth/login", + data=body, headers={"Content-Type": "application/json"}, method="POST") + with urllib.request.urlopen(req, timeout=10) as r: + token = json.loads(r.read())["access_token"] +except Exception as e: + print("FAIL: get token -", str(e)) + sys.exit(1) + +auth = "Bearer " + token +hdr = {"Content-Type": "application/json", "Authorization": auth} + +# --- 2. Get watched symbols --- +watched = set() +# Demo user watchlist +try: + req = urllib.request.Request(BASE + "/api/v1/watchlist", headers=hdr) + with urllib.request.urlopen(req, timeout=10) as r: + items = json.loads(r.read()) + for i in items if isinstance(items, list) else []: + if isinstance(i, dict) and i.get("symbol"): + watched.add(i["symbol"]) +except Exception: + pass +# Also try admin endpoint for all users +try: + req = urllib.request.Request(BASE + "/api/v1/watchlist", headers=hdr) + with urllib.request.urlopen(req, timeout=5) as r: + data = json.loads(r.read()) + for i in data.get("items", []) if isinstance(data, dict) else data if isinstance(data, list) else []: + if isinstance(i, dict) and i.get("symbol"): + watched.add(i["symbol"]) +except Exception: + pass +# Add defaults +for d in ["BTC/USDT", "ETH/USDT"]: + watched.add(d) + +watched_list = sorted(watched) +print("Symbols (" + str(len(watched_list)) + "): " + ", ".join(watched_list)) +print("Timeframes: " + ", ".join(TIMEFRAMES)) +print("Total calls: " + str(len(watched_list) * len(TIMEFRAMES))) +print() + +# --- 3. Fetch candles (max MAX_CALLS total) --- +ok = fail = 0 +errs = [] +calls = 0 +for sym in watched_list: + for tf in TIMEFRAMES: + if calls >= MAX_CALLS: + break + calls += 1 + try: + payload = json.dumps({"symbol": sym, "timeframe": tf, "limit": LIMIT}).encode() + req3 = urllib.request.Request(BASE + "/api/v1/exchanges/1/fetch_candles", + data=payload, headers=hdr, method="POST") + with urllib.request.urlopen(req3, timeout=TIMEOUT_PER) as r: + data = json.loads(r.read()) + cnt = len(data.get("candles", [])) if isinstance(data, dict) else (len(data) if isinstance(data, list) else 0) + if cnt > 0 or "message" in data: + ok += 1 + else: + fail += 1 + errs.append(sym + "/" + tf + " (0 candles)") + except Exception as e: + fail += 1 + errs.append(sym + "/" + tf + " (" + str(e)[:60] + ")") + +print("OK=" + str(ok) + " FAIL=" + str(fail)) +if errs: + for e in errs[:8]: + print(" " + e) + if len(errs) > 8: + print(" ... +" + str(len(errs) - 8) + " more") diff --git a/backend/scripts/select_top100_symbols.py b/backend/scripts/select_top100_symbols.py new file mode 100644 index 0000000..428a76b --- /dev/null +++ b/backend/scripts/select_top100_symbols.py @@ -0,0 +1,232 @@ +""" +Scan CCXT 5 exchanges for all USDT pairs, filter by quality criteria, +score by volume (60%) + exchange coverage (40%), and select top 100. + +Updates symbols.is_trading = true for the top 100 bases across ALL exchanges. +""" +import asyncio +import logging +from collections import defaultdict + +import ccxt.async_support as ccxt_async +import asyncpg + +logging.basicConfig(level=logging.INFO, format="%(asctime)s %(message)s") +logger = logging.getLogger(__name__) + +import os +DB_URL = os.environ.get("DATABASE_URL", "postgresql://trading:trading_secret@db:5432/trading_portal").replace( + "asyncpg", "postgresql" +).replace("+asyncpg", "") +MAX_SYMBOLS = 100 +MIN_PRICE = 0.01 +VOLUME_WEIGHT = 0.6 +EXCHANGE_COVERAGE_WEIGHT = 0.4 + +EXCHANGES = ["binance", "bybit", "mexc", "gate", "bingx"] + +STABLECOINS = { + "USDC", "BUSD", "DAI", "TUSD", "USDP", "USDD", "FDUSD", "USDE", + "USTC", "USDJ", "EURC", "USDS", "PYUSD", "CRVUSD", "GHO", "USR", +} + +LEVERAGED_SUFFIXES = ("UP", "DOWN", "BULL", "BEAR") +ALLOWED_W = {"WBTC", "WETH", "WBNB", "WAVAX", "WSOL", "WMATIC", "WTRX", "WLD"} + + +def is_stablecoin(base: str) -> bool: + return base.upper() in STABLECOINS + + +def is_leveraged(base: str) -> bool: + upper = base.upper() + for sfx in LEVERAGED_SUFFIXES: + if upper.endswith(f"{sfx}") or f"{sfx}USDT" in upper: + return True + return False + + +def is_valid_symbol(base: str, quote: str, price: float) -> bool: + if quote.upper() != "USDT": + return False + if price is not None and price < MIN_PRICE: + return False + if is_stablecoin(base): + return False + if is_leveraged(base): + return False + if base.upper().startswith("W") and base.upper() not in ALLOWED_W: + return False + return True + + +def safe_ticker_field(ticker: dict, field: str, default=None): + """Get a field from ticker, handling None values.""" + val = ticker.get(field, default) + return val if val is not None else default + + +async def fetch_exchange_tickers(exchange_id: str) -> list[dict]: + exchange_class = getattr(ccxt_async, exchange_id, None) + if exchange_class is None: + logger.warning("CCXT class not found for %s", exchange_id) + return [] + + exchange = exchange_class({"enableRateLimit": True, "timeout": 30000}) + try: + logger.info("Fetching tickers from %s...", exchange_id) + tickers = await exchange.fetch_tickers() + logger.info(" %s: got %d tickers total", exchange_id, len(tickers)) + results = [] + for symbol_str, ticker in tickers.items(): + # Parse symbol parts + if "/" in symbol_str: + parts = symbol_str.split("/") + base_raw = parts[0] + quote_raw = parts[1].split(":")[0] # handle "USDT:USDC" etc + else: + base_raw = ticker.get("base", "") + quote_raw = ticker.get("quote", "") + + # Safely extract numeric fields + last = safe_ticker_field(ticker, "last", 1.0) + if last is None: + last = 1.0 + + if not is_valid_symbol(base_raw, quote_raw, last): + continue + + # Volume: prefer quoteVolume, fallback to baseVolume * last + quote_vol = safe_ticker_field(ticker, "quoteVolume", 0) + if quote_vol and quote_vol > 0: + volume = quote_vol + else: + base_vol = safe_ticker_field(ticker, "baseVolume", 0) or 0 + volume = float(base_vol) * float(last) if base_vol else 0 + + results.append({ + "base": base_raw.upper(), + "quote": "USDT", + "exchange": exchange_id, + "last_price": last, + "volume_24h": volume, + "symbol_str": symbol_str, + }) + + logger.info(" %s: %d valid USDT trading pairs", exchange_id, len(results)) + return results + except Exception as e: + logger.error("Error fetching %s: %s", exchange_id, str(e)) + return [] + finally: + await exchange.close() + + +async def main(): + # 1. Fetch all tickers + all_tickers = [] + for ex in EXCHANGES: + tickers = await fetch_exchange_tickers(ex) + all_tickers.extend(tickers) + + logger.info("Total valid USDT pairs: %d", len(all_tickers)) + + # 2. Group by base, compute exchange coverage + total volume + by_base: dict[str, dict] = defaultdict(lambda: { + "exchanges": set(), + "total_volume": 0.0, + "prices": [], + }) + + for t in all_tickers: + base = t["base"] + by_base[base]["exchanges"].add(t["exchange"]) + by_base[base]["total_volume"] += t["volume_24h"] + by_base[base]["prices"].append(t["last_price"]) + + # 3. Score + max_volume = max((v["total_volume"] for v in by_base.values()), default=1.0) + max_exchanges = max((len(v["exchanges"]) for v in by_base.values()), default=1) + + scored = [] + for base, data in by_base.items(): + volume_score = data["total_volume"] / max_volume if max_volume > 0 else 0 + exchange_score = len(data["exchanges"]) / max_exchanges if max_exchanges > 0 else 0 + final_score = volume_score * VOLUME_WEIGHT + exchange_score * EXCHANGE_COVERAGE_WEIGHT + avg_price = sum(data["prices"]) / len(data["prices"]) if data["prices"] else 0 + scored.append({ + "base": base, + "exchanges": sorted(data["exchanges"]), + "exchange_count": len(data["exchanges"]), + "volume_24h": data["total_volume"], + "avg_price": avg_price, + "score": round(final_score, 4), + }) + + scored.sort(key=lambda x: x["score"], reverse=True) + top100 = scored[:MAX_SYMBOLS] + + logger.info("=== TOP %d TRADING SYMBOLS ===", MAX_SYMBOLS) + for i, s in enumerate(top100, 1): + vol_str = f"${s['volume_24h']/1e6:.1f}M" if s['volume_24h'] < 1e9 else f"${s['volume_24h']/1e9:.2f}B" + logger.info( + "%3d. %-10s | %d sàn (%s) | %s | score=%.4f | $%.4f", + i, s["base"], s["exchange_count"], + ",".join(s["exchanges"]), + vol_str, s["score"], s["avg_price"], + ) + + # 4. Update DB + bases = [s["base"] for s in top100] + logger.info("Updating is_trading flag for %d bases...", len(bases)) + + conn = await asyncpg.connect(DB_URL) + try: + async with conn.transaction(): + await conn.execute("UPDATE symbols SET is_trading = false") + result = await conn.execute( + """ + UPDATE symbols s + SET is_trading = true + FROM exchanges e + WHERE s.exchange_id = e.id + AND s.base = ANY($1::text[]) + AND s.is_active = true + AND e.is_active = true + """, + bases, + ) + # result is like "UPDATE N" + logger.info("DB UPDATE result: %s", result) + + # Verify + verify = await conn.fetch(""" + SELECT e.name as exchange, COUNT(*) as cnt + FROM symbols s + JOIN exchanges e ON e.id = s.exchange_id + WHERE s.is_trading = true + GROUP BY e.name + ORDER BY e.name + """) + logger.info("=== SYMBOLS PER EXCHANGE (is_trading=true) ===") + total = 0 + for row in verify: + logger.info(" %s: %d", row["exchange"], row["cnt"]) + total += row["cnt"] + logger.info(" TOTAL: %d symbols across all exchanges", total) + + # Show non-matching bases + verify_bases = await conn.fetch(""" + SELECT DISTINCT base FROM symbols WHERE is_trading = true ORDER BY base + """) + db_bases = {r["base"] for r in verify_bases} + missing = [b for b in bases if b.upper() not in db_bases] + if missing: + logger.warning("Bases NOT found in DB: %s", missing[:20]) + + finally: + await conn.close() + + +if __name__ == "__main__": + asyncio.run(main()) diff --git a/backend/scripts/sync_candles.py b/backend/scripts/sync_candles.py new file mode 100755 index 0000000..840a54f --- /dev/null +++ b/backend/scripts/sync_candles.py @@ -0,0 +1,102 @@ +#!/usr/bin/env python3 +""" +Fetch candles for tracked symbols/timeframes and cleanup old 1m data. +Runs via cron every 30 minutes. + +Timeframes retained: + 1M, 1W, 1D, 4H, 1H, 30m -> unlimited (forever) + 1m (minute) -> max 7 days +""" +import subprocess, json, sys +from datetime import datetime, timezone, timedelta + +# --- Config --- +SYMBOLS = ["BTC/USDT", "ETH/USDT", "SOL/USDT"] +TIMEFRAMES = [ + # (tf, fetch_limit) limit=0 means fetch all available + ("1M", 200), + ("1w", 600), + ("1d", 2000), + ("4h", 2000), + ("1h", 2000), + ("30m", 2000), + ("1m", 10000), # ~7 days +] +API_BASE = "http://localhost:8001/api/v1" +EXCHANGE_ID = 1 +MINUTE_RETENTION_DAYS = 7 + +def login(): + r = subprocess.run([ + "curl", "-s", "-X", "POST", + f"{API_BASE}/auth/login", + "-H", "Content-Type: application/json", + "-d", '{"username":"demo","password":"demo1234"}' + ], capture_output=True, text=True, timeout=10) + try: + data = json.loads(r.stdout) + return data["access_token"] + except (json.JSONDecodeError, KeyError): + print("FAIL: Cannot login", r.stdout[:100]) + sys.exit(1) + +def fetch_candles(token, symbol, tf, limit): + """Fetch candles for one symbol/timeframe.""" + auth_h = "Authorization: Bearer " + token + payload = json.dumps({"symbol": symbol, "timeframe": tf, "limit": limit}) + cmd = [ + "curl", "-s", "-X", "POST", + f"{API_BASE}/exchanges/{EXCHANGE_ID}/fetch_candles", + "-H", auth_h, + "-H", "Content-Type: application/json", + "-d", payload + ] + r = subprocess.run(cmd, capture_output=True, text=True, timeout=120) + return r.stdout.strip() + +def cleanup_old_1m(token): + """Delete 1m candles older than MINUTE_RETENTION_DAYS.""" + cutoff = (datetime.now(timezone.utc) - timedelta(days=MINUTE_RETENTION_DAYS)).isoformat() + # Delete via direct DB + cmd = [ + "docker", "exec", "trading-db", "psql", "-U", "trading", "trading_portal", + "-c", + f"DELETE FROM candles WHERE timeframe='1m' AND timestamp < '{cutoff}'::timestamptz;" + ] + r = subprocess.run(cmd, capture_output=True, text=True, timeout=30) + out = r.stdout.strip() + # Extract count from "DELETE N" + if out.startswith("DELETE"): + count = out.split()[1] if len(out.split()) > 1 else "?" + if count != "0": + print(f"CLEANUP: Deleted {count} old 1m candles (>{MINUTE_RETENTION_DAYS} days)") + return out + +def main(): + token = login() + total = 0 + errors = 0 + + # 1. Fetch candles for all symbols x timeframes + for sym in SYMBOLS: + for tf, limit in TIMEFRAMES: + try: + result = fetch_candles(token, sym, tf, limit) + if '"message"' in result: + total += 1 + else: + errors += 1 + print(f"ERR {sym:>9} {tf:>4}: {result[:80]}") + except Exception as e: + errors += 1 + print(f"EXC {sym:>9} {tf:>4}: {e}") + + # 2. Cleanup old 1m data + cleanup_out = cleanup_old_1m(token) + + print(f"DONE: {total}/{total+errors} fetches OK, {errors} errors") + if errors == 0 and total > 0: + print("All timeframes synced successfully!") + +if __name__ == "__main__": + main() diff --git a/backend/scripts/train_xgboost_model.py b/backend/scripts/train_xgboost_model.py new file mode 100644 index 0000000..58bfdd3 --- /dev/null +++ b/backend/scripts/train_xgboost_model.py @@ -0,0 +1,205 @@ +#!/usr/bin/env python3 +"""Train XGBoost model from collected algo_scores in signals.indicators_snapshot. + +Run by cron job on Wednesday to update the signal fusion model. +Saves model to /opt/data/trading-portal/models/xgb_model.json +""" + +import json +import sys +import os +from decimal import Decimal +from datetime import datetime, timezone + +# Add project to path +sys.path.insert(0, '/opt/data/trading-portal/backend') + +try: + import xgboost as xgb + import numpy as np + from sqlalchemy import select, text + from app.database import async_session_factory + from app.models.signal import Signal +except ImportError: + print("XGBoost not installed. Run: pip install xgboost") + sys.exit(1) + + +STRATEGY_ORDER = [ + "double_bb_rsi", "macd_crossover", "supertrend", + "volume_breakout", "ichimoku", "divergence", + "smc", "mtf", "obv", "stoch_rsi", + "mfi", "fvg", "candlestick", +] + + +async def collect_training_data(): + """Fetch all signals with algo_scores + corresponding trade PnL.""" + async with async_session_factory() as db: + result = await db.execute( + select(Signal) + .where(Signal.indicators_snapshot.isnot(None)) + .order_by(Signal.created_at.desc()) + ) + signals = result.scalars().all() + + features = [] + labels = [] + symbol_list = [] + timestamps = [] + + for sig in signals: + try: + snap = json.loads(sig.indicators_snapshot) + except (json.JSONDecodeError, TypeError): + continue + + scores = snap.get("algo_scores") + if not scores or not isinstance(scores, dict): + continue + + # Build feature vector in STRATEGY_ORDER + feature_row = [scores.get(s, 0.0) for s in STRATEGY_ORDER] + + # Add confidence + feature_row.append(snap.get("confidence", 0.5)) + + # P2-11: Enhanced feature engineering + # RSI value (momentum) + rsi_val = snap.get("rsi") + feature_row.append(float(rsi_val) / 100.0 if rsi_val is not None else 0.5) + + # BB width (volatility indicator) + bb_upper = snap.get("bb_upper_2") + bb_lower = snap.get("bb_lower_2") + close_val = snap.get("close") + if bb_upper is not None and bb_lower is not None and close_val is not None and close_val > 0: + feature_row.append((float(bb_upper) - float(bb_lower)) / float(close_val)) + else: + feature_row.append(0.0) + + # Signal strength (numeric encoding) + strength_map = {"STRONG": 1.0, "MODERATE": 0.5, "WEAK": 0.2} + feature_row.append(strength_map.get(sig.strength, 0.5) if sig.strength else 0.5) + + # One-hot encode market_regime + regime = snap.get("market_regime", "neutral") + for r in ["trending", "sideways", "volatile", "breakout", "squeeze", "neutral"]: + feature_row.append(1.0 if regime == r else 0.0) + + # Label: use actual PnL from hypothetical_trades (joined by signal_id) + # Default to signal_type as fallback if no trade data exists + label = None + try: + from app.models.hypothetical_trade import HypotheticalTrade + trade_result = await db.execute( + select(HypotheticalTrade.pnl_percent) + .where(HypotheticalTrade.signal_id == sig.id) + .order_by(HypotheticalTrade.closed_at.desc().nulls_last()) + .limit(1) + ) + pnl_pct = trade_result.scalar() + if pnl_pct is not None: + label = 1.0 if float(pnl_pct) > 0 else 0.0 + except Exception: + pass + if label is None: + # Fallback: signal_type as weak proxy + if sig.signal_type in ("STRONG_BUY", "BUY"): + label = 1.0 + elif sig.signal_type in ("STRONG_SELL", "SELL"): + label = 0.0 + else: + continue + + features.append(feature_row) + labels.append(label) + symbol_list.append(sig.symbol) + timestamps.append(sig.created_at.isoformat() if sig.created_at else "") + + return np.array(features), np.array(labels), symbol_list, timestamps + + +FEATURE_NAMES = STRATEGY_ORDER + ["confidence", "rsi", "bb_width", "signal_strength"] + [ + f"regime_{r}" for r in ["trending", "sideways", "volatile", "breakout", "squeeze", "neutral"] +] + + +def main(): + import asyncio + + print("=" * 60) + print("📊 XGBoost Signal Fusion — Training Pipeline") + print(f" Date: {datetime.now(timezone.utc).strftime('%Y-%m-%d %H:%M UTC')}") + print("=" * 60) + + # Collect data + X, y, symbols, timestamps = asyncio.run(collect_training_data()) + + if len(X) < 100: + print(f"\n❌ Not enough data: only {len(X)} samples (need ≥ 100)") + print(" Let the system run longer to accumulate features.") + sys.exit(1) + + print(f"\n📈 Training data: {len(X)} samples") + print(f" Features: {len(FEATURE_NAMES)} ({', '.join(FEATURE_NAMES[:5])}...)") + print(f" Class balance: {y.mean():.1%} positive / {1-y.mean():.1%} negative") + + # Split: 80% train, 20% test + split = int(len(X) * 0.8) + X_train, X_test = X[:split], X[split:] + y_train, y_test = y[:split], y[split:] + + # Train XGBoost + model = xgb.XGBClassifier( + n_estimators=200, + max_depth=5, + learning_rate=0.05, + subsample=0.8, + colsample_bytree=0.8, + random_state=42, + eval_metric="logloss", + use_label_encoder=False, + ) + + model.fit( + X_train, y_train, + eval_set=[(X_test, y_test)], + verbose=False, + ) + + # Evaluate + train_acc = model.score(X_train, y_train) + test_acc = model.score(X_test, y_test) + + from sklearn.metrics import classification_report + y_pred = model.predict(X_test) + + print(f"\n🎯 Model Performance:") + print(f" Train accuracy: {train_acc:.1%}") + print(f" Test accuracy: {test_acc:.1%}") + print(f"\n Classification Report (test set):") + print(classification_report(y_test, y_pred, target_names=["SELL/WAIT", "BUY"], zero_division=0)) + + # Feature importance + importance = model.feature_importances_ + top_idx = np.argsort(importance)[-5:][::-1] + print(f"\n🔑 Top 5 Features by Importance:") + for idx in top_idx: + print(f" {FEATURE_NAMES[idx]}: {importance[idx]:.3f}") + + # Save model + os.makedirs("/opt/data/trading-portal/models", exist_ok=True) + model_path = "/opt/data/trading-portal/models/xgb_model.json" + model.save_model(model_path) + print(f"\n💾 Model saved to: {model_path}") + + # Summary + print(f"\n{'='*60}") + print(f"✅ Training complete! Model ready for inference.") + print(f" Next step: Deploy model and replace linear voting in signal_service.py") + print(f"{'='*60}") + + +if __name__ == "__main__": + main() diff --git a/backend/scripts/weekly_report.py b/backend/scripts/weekly_report.py new file mode 100755 index 0000000..14eafb9 --- /dev/null +++ b/backend/scripts/weekly_report.py @@ -0,0 +1,251 @@ +#!/usr/bin/env python3 +"""Weekly trading report — queries the last 7 days of signals and trades, +formats a summary, and prints it to stdout for Telegram delivery. + +Usage: + python scripts/weekly_report.py + +Requires: + psycopg2-binary + Environment variables (or .env): + TRADING_DB_HOST, TRADING_DB_PORT, TRADING_DB_NAME, + TRADING_DB_USER, TRADING_DB_PASSWORD + Or relies on psycopg2 defaults / pgpass. + +Output: Markdown-formatted report printed to stdout. +""" + +from __future__ import annotations + +import os +import sys +from collections import Counter +from datetime import datetime, timedelta, timezone +from decimal import Decimal +from typing import Any + +try: + import psycopg2 +except ImportError: + print("❌ psycopg2 not installed. Run: pip install psycopg2-binary", file=sys.stderr) + sys.exit(1) + + +# --------------------------------------------------------------------------- +# Configuration +# --------------------------------------------------------------------------- + +DB_CONFIG = { + "host": os.environ.get("TRADING_DB_HOST", "trading-db"), + "port": int(os.environ.get("TRADING_DB_PORT", "5432")), + "dbname": os.environ.get("TRADING_DB_NAME", "trading_portal"), + "user": os.environ.get("TRADING_DB_USER", "trading"), + "password": os.environ.get("TRADING_DB_PASSWORD", "trading_secret"), +} + +# Fallback: also try standard trading-portal .env variable names +if not os.environ.get("TRADING_DB_HOST"): + DB_CONFIG["host"] = os.environ.get("DB_HOST", "trading-db") + DB_CONFIG["port"] = int(os.environ.get("DB_PORT", "5432")) + DB_CONFIG["dbname"] = os.environ.get("DB_NAME", "trading_portal") + DB_CONFIG["user"] = os.environ.get("DB_USER", "trading") + DB_CONFIG["password"] = os.environ.get("DB_PASSWORD", "trading_secret") + + +# --------------------------------------------------------------------------- +# Helpers +# --------------------------------------------------------------------------- + + +def get_connection(): + """Create and return a database connection.""" + try: + conn = psycopg2.connect(**DB_CONFIG) + conn.autocommit = True + return conn + except psycopg2.OperationalError as e: + print(f"❌ Database connection failed: {e}", file=sys.stderr) + sys.exit(1) + + +def query(conn, sql: str, params: tuple = ()) -> list[tuple]: + """Execute a query and return all rows.""" + with conn.cursor() as cur: + cur.execute(sql, params) + return cur.fetchall() + + +def format_pnl(value: Decimal | None) -> str: + """Format PnL with sign and $.""" + if value is None: + return "$0.00" + v = float(value) + prefix = "+" if v >= 0 else "" + return f"{prefix}${v:.2f}" + + +def format_pct(value: Decimal | None) -> str: + """Format percentage.""" + if value is None: + return "0.0%" + return f"{float(value):.1f}%" + + +# --------------------------------------------------------------------------- +# Report generation +# --------------------------------------------------------------------------- + + +def generate_report() -> str: + """Query the database and build the weekly report string. + + Returns + ------- + str + Markdown-formatted report for Telegram. + """ + conn = get_connection() + now = datetime.now(timezone.utc) + week_ago = now - timedelta(days=7) + + start_str = week_ago.strftime("%d %b %H:%M UTC") + end_str = now.strftime("%d %b %H:%M UTC") + + lines: list[str] = [] + lines.append("📊 *Weekly Trading Report*") + lines.append(f"Period: {start_str} → {end_str}") + lines.append("") + + # ------------------------------------------------------------------ + # 1. Signal summary + # ------------------------------------------------------------------ + sig_rows = query( + conn, + """ + SELECT signal_type, COUNT(*) + FROM signals + WHERE created_at >= %s + GROUP BY signal_type + ORDER BY signal_type + """, + (week_ago,), + ) + + total_signals = 0 + signal_counts: dict[str, int] = {} + for sig_type, cnt in sig_rows: + signal_counts[sig_type] = cnt + total_signals += cnt + + # Count each type + strong_buy = signal_counts.get("STRONG_BUY", 0) + buy = signal_counts.get("BUY", 0) + strong_sell = signal_counts.get("STRONG_SELL", 0) + sell = signal_counts.get("SELL", 0) + + lines.append( + f"📈 *Signals:* {total_signals} " + f"({strong_buy} SB / {buy} B / {sell} S / {strong_sell} SS)" + ) + + # ------------------------------------------------------------------ + # 2. Top 5 symbols + # ------------------------------------------------------------------ + top5_rows = query( + conn, + """ + SELECT symbol, COUNT(*) as cnt + FROM signals + WHERE created_at >= %s + GROUP BY symbol + ORDER BY cnt DESC + LIMIT 5 + """, + (week_ago,), + ) + + if top5_rows: + top5_str = ", ".join(f"{sym}({cnt})" for sym, cnt in top5_rows) + lines.append(f"🔥 *Hot symbols:* {top5_str}") + else: + lines.append("🔥 *Hot symbols:* (none)") + + lines.append("") + + # ------------------------------------------------------------------ + # 3. Hypothetical trades summary + # ------------------------------------------------------------------ + trade_rows = query( + conn, + """ + SELECT + COUNT(*) as total, + SUM(CASE WHEN pnl > 0 THEN 1 ELSE 0 END) as wins, + SUM(CASE WHEN pnl < 0 THEN 1 ELSE 0 END) as losses, + SUM(pnl) as total_pnl + FROM hypothetical_trades + WHERE created_at >= %s + AND status = 'CLOSED' + """, + (week_ago,), + ) + + if trade_rows and trade_rows[0][0] and trade_rows[0][0] > 0: + total_trades = int(trade_rows[0][0]) + wins = int(trade_rows[0][1] or 0) + losses = int(trade_rows[0][2] or 0) + total_pnl = trade_rows[0][3] or Decimal("0.00") + + win_rate = (wins / total_trades * 100) if total_trades > 0 else 0.0 + + lines.append( + f"💰 *Trades:* {total_trades} ({wins}W/{losses}L) — WR: {win_rate:.1f}%" + ) + lines.append(f"PnL: {format_pnl(total_pnl)}") + else: + lines.append("💰 *Trades:* 0 (0W/0L) — WR: 0.0%") + lines.append("PnL: $0.00") + + # ------------------------------------------------------------------ + # 4. Best / Worst symbol by PnL + # ------------------------------------------------------------------ + best_worst_rows = query( + conn, + """ + SELECT symbol, SUM(pnl) as total_pnl + FROM hypothetical_trades + WHERE created_at >= %s + AND status = 'CLOSED' + GROUP BY symbol + ORDER BY total_pnl DESC + """, + (week_ago,), + ) + + if best_worst_rows: + best_symbol, best_pnl = best_worst_rows[0] + worst_symbol, worst_pnl = best_worst_rows[-1] + lines.append(f"Best: {best_symbol} ({format_pnl(best_pnl)})") + lines.append(f"Worst: {worst_symbol} ({format_pnl(worst_pnl)})") + else: + lines.append("Best: — ($0.00)") + lines.append("Worst: — ($0.00)") + + # ------------------------------------------------------------------ + # 5. Footer + # ------------------------------------------------------------------ + lines.append("") + lines.append("━━━━━━━━━━━━━━━") + lines.append(f"_Generated {now.strftime('%Y-%m-%d %H:%M UTC')}_") + + conn.close() + return "\n".join(lines) + + +# --------------------------------------------------------------------------- +# Main +# --------------------------------------------------------------------------- + +if __name__ == "__main__": + report = generate_report() + print(report) diff --git a/backend/seed_db.py b/backend/seed_db.py new file mode 100755 index 0000000..94f647b --- /dev/null +++ b/backend/seed_db.py @@ -0,0 +1,44 @@ +"""Seed database with exchanges then sync symbols from MEXC.""" +import asyncio +import asyncpg +from urllib.parse import urlparse + +# Read password from .env +with open('/opt/data/trading-portal/backend/.env') as f: + for line in f: + if 'DATABASE_URL' in line: + pw = line.split(':')[2].split('@')[0] + break + +async def seed(): + conn = await asyncpg.connect( + user='trading', password=pw, + host='trading-db', port=5432, database='trading_portal' + ) + + # Insert exchanges + exchanges = [ + ('mexc', 'MEXC', 'https://api.mexc.com', 'wss://wbs.mexc.com/ws'), + ('bybit', 'Bybit', 'https://api.bybit.com', 'wss://stream.bybit.com/v5/public/spot'), + ('binance', 'Binance', 'https://api.binance.com', 'wss://stream.binance.com:9443/ws'), + ] + for name, display, url, ws in exchanges: + await conn.execute(""" + INSERT INTO exchanges (name, display_name, base_url, ws_url, is_active) + VALUES ($1, $2, $3, $4, TRUE) + ON CONFLICT (name) DO UPDATE SET is_active = TRUE + """, name, display, url, ws) + + # Verify + rows = await conn.fetch("SELECT id, name, display_name FROM exchanges ORDER BY id") + print("Seeded exchanges:") + for r in rows: + print(f" [{r['id']}] {r['name']} - {r['display_name']}") + + # Promote test_user to admin + result = await conn.execute("UPDATE users SET is_admin = TRUE WHERE username = 'test_user'") + print(f"Promoted test_user to admin: {result}") + + await conn.close() + +asyncio.run(seed()) diff --git a/backend/test_auth.py b/backend/test_auth.py new file mode 100755 index 0000000..b65a57b --- /dev/null +++ b/backend/test_auth.py @@ -0,0 +1,88 @@ +#!/usr/bin/env python3 +"""Test the full auth flow: register → login → me → sessions → refresh → logout.""" +import httpx +import json + +BASE = "http://localhost:8001" +results = [] + +def log(step, resp): + try: + body = resp.json() + except Exception: + body = resp.text[:200] + status = "✅" if resp.status_code < 400 else "❌" + results.append(f" {status} [{resp.status_code}] {step}: {json.dumps(body, indent=2)[:120]}") + print(f" {status} [{resp.status_code}] {step}") + return body + +print("🧪 TESTING AUTH FLOW\n") + +# 1. Register +print("1. REGISTER") +r = httpx.post(f"{BASE}/api/v1/auth/register", json={ + "username": "trading_user", + "email": "trading@example.com", + "password": "StrongPass123" +}) +reg = log("register", r) + +# 2. Login +print("\n2. LOGIN") +r = httpx.post(f"{BASE}/api/v1/auth/login", json={ + "username": "trading_user", + "password": "StrongPass123" +}) +login = log("login", r) +access_token = login.get("access_token", "") +refresh_token = login.get("refresh_token", "") +headers = {"Authorization": f"Bearer {access_token}"} + +# 3. Get Me +print("\n3. GET ME") +r = httpx.get(f"{BASE}/api/v1/auth/me", headers=headers) +log("get me", r) + +# 4. Sessions +print("\n4. GET SESSIONS") +r = httpx.get(f"{BASE}/api/v1/auth/sessions", headers=headers) +log("sessions", r) + +# 5. Refresh Token +print("\n5. REFRESH TOKEN") +r = httpx.post(f"{BASE}/api/v1/auth/refresh", json={"refresh_token": refresh_token}) +refresh = log("refresh", r) +new_access = refresh.get("access_token", "") + +# 6. Me with new token +print("\n6. GET ME (new token)") +r = httpx.get(f"{BASE}/api/v1/auth/me", headers={"Authorization": f"Bearer {new_access}"}) +log("me with new token", r) + +# 7. Logout +print("\n7. LOGOUT") +r = httpx.post(f"{BASE}/api/v1/auth/logout", json={"refresh_token": refresh_token}, headers=headers) +log("logout", r) + +# 8. Duplicate register +print("\n8. DUPLICATE REGISTER (expect 409)") +r = httpx.post(f"{BASE}/api/v1/auth/register", json={ + "username": "trading_user", + "email": "trading@example.com", + "password": "StrongPass123" +}) +log("duplicate", r) + +# 9. Wrong password login +print("\n9. WRONG PASSWORD (expect 401)") +r = httpx.post(f"{BASE}/api/v1/auth/login", json={ + "username": "trading_user", + "password": "WrongPass999" +}) +log("wrong password", r) + +print("\n" + "="*60) +print("\n📋 RESULTS:") +for r in results: + print(r) +print("\n✅ ALL TESTS COMPLETE!") diff --git a/backend/test_full_api.py b/backend/test_full_api.py new file mode 100755 index 0000000..885b1f1 --- /dev/null +++ b/backend/test_full_api.py @@ -0,0 +1,255 @@ +#!/usr/bin/env python3 +"""Full API integration test for Trading Portal v2.1""" +import httpx +import json +import sys +import asyncio +from datetime import datetime, timezone + +BASE = "http://localhost:8001" +passed = 0 +failed = 0 + +def log(step, resp, expected=None): + global passed, failed + try: + body = resp.json() + except: + body = resp.text[:300] + + ok = resp.status_code < 400 + if expected and resp.status_code != expected: + ok = False + + status = "✅" if ok else "❌" + if ok: + passed += 1 + else: + failed += 1 + + code = resp.status_code + detail = body.get('detail', '') if isinstance(body, dict) else '' + print(f" {status} [{code}] {step}") + if not ok and detail: + print(f" {detail}") + return body + +print("=" * 60) +print("FULL API TEST - Trading Portal v2.1") +print(f"Started: {datetime.now(timezone.utc):%Y-%m-%d %H:%M:%S UTC}") +print("=" * 60) + +# ===================== +# 1. HEALTH +# ===================== +print("\n📡 1. HEALTH CHECK") +r = httpx.get(f"{BASE}/health") +h = log("GET /health", r, 200) +if h.get('db_connected'): + print(f" DB: {h['db_latency_ms']}ms | Uptime: {h['uptime']:.0f}s") + +# ===================== +# 2. AUTH +# ===================== +print("\n🔐 2. AUTHENTICATION") + +# Register +r = httpx.post(f"{BASE}/api/v1/auth/register", json={ + "username": "test_user", + "email": "test@example.com", + "password": "StrongPass123" +}) +reg = log("POST /auth/register", r, 201) + +# Register duplicate (expect 409) +r = httpx.post(f"{BASE}/api/v1/auth/register", json={ + "username": "test_user", + "email": "test@example.com", + "password": "StrongPass123" +}) +log("POST /auth/register (duplicate → 409)", r, 409) + +# Login +r = httpx.post(f"{BASE}/api/v1/auth/login", json={ + "username": "test_user", + "password": "StrongPass123" +}) +login = log("POST /auth/login", r, 200) +access_token = login.get("access_token", "") +refresh_token = login.get("refresh_token", "") +headers = {"Authorization": f"Bearer {access_token}"} + +if not access_token: + print(" ❌ No access token — aborting auth-dependent tests") + sys.exit(1) + +# Wrong password +r = httpx.post(f"{BASE}/api/v1/auth/login", json={ + "username": "test_user", + "password": "WrongPass999" +}) +log("POST /auth/login (wrong password → 401)", r, 401) + +# Get me +r = httpx.get(f"{BASE}/api/v1/auth/me", headers=headers) +me = log("GET /auth/me", r, 200) +print(f" User: {me.get('username')} <{me.get('email')}>") + +# Update profile +r = httpx.put(f"{BASE}/api/v1/auth/me", headers=headers, json={ + "display_name": "Test User" +}) +log("PUT /auth/me", r, 200) + +# Sessions +r = httpx.get(f"{BASE}/api/v1/auth/sessions", headers=headers) +sessions = log("GET /auth/sessions", r, 200) +if isinstance(sessions, list): + print(f" Active sessions: {len(sessions)}") + +# Refresh token +r = httpx.post(f"{BASE}/api/v1/auth/refresh", json={"refresh_token": refresh_token}) +refresh = log("POST /auth/refresh", r, 200) +new_token = refresh.get("access_token", "") + +# Me with new token +if new_token: + r = httpx.get(f"{BASE}/api/v1/auth/me", headers={"Authorization": f"Bearer {new_token}"}) + log("GET /auth/me (new token)", r, 200) + +# Logout +r = httpx.post(f"{BASE}/api/v1/auth/logout", json={"refresh_token": refresh_token}, headers=headers) +log("POST /auth/logout", r, 200) + +# ===================== +# 3. SYMBOLS +# ===================== +print("\n🔍 3. SYMBOLS") + +# List symbols +r = httpx.get(f"{BASE}/api/v1/symbols?exchange=mexc&active_only=true", headers=headers) +symbols = log("GET /symbols?exchange=mexc", r, 200) +if isinstance(symbols, list): + print(f" MEXC symbols: {len(symbols)}") + +# Search symbols +r = httpx.get(f"{BASE}/api/v1/symbols/search?q=BTC", headers=headers) +search = log("GET /symbols/search?q=BTC", r, 200) +if isinstance(search, dict): + results = search.get('symbols', []) + print(f" Search results for 'BTC': {len(results)}") + +# ===================== +# 4. EXCHANGES +# ===================== +print("\n🏛️ 4. EXCHANGES") + +# List exchanges +r = httpx.get(f"{BASE}/api/v1/exchanges", headers=headers) +exchanges = log("GET /exchanges", r, 200) +if isinstance(exchanges, list): + for ex in exchanges: + print(f" - {ex.get('name')} ({ex.get('display_name')})") + +# Fetch candles (MEXC BTC/USDT) +print("\n🕯️ 5. CANDLES") +r = httpx.get( + f"{BASE}/api/v1/symbols/candles", + params={"symbol": "BTC/USDT", "exchange": "mexc", "timeframe": "1h", "limit": 5}, + headers=headers +) +candles_resp = log("GET /symbols/candles?symbol=BTC/USDT&exchange=mexc", r, 200) +if isinstance(candles_resp, dict): + candle_list = candles_resp.get('candles', []) + print(f" Candles: {len(candle_list)}") + for c in candle_list[:3]: + ts = c.get('timestamp', '')[:19] if isinstance(c.get('timestamp'), str) else '' + print(f" {ts} O:{c.get('open')} H:{c.get('high')} L:{c.get('low')} C:{c.get('close')}") + +# Indicators +r = httpx.get( + f"{BASE}/api/v1/symbols/indicators", + params={"symbol": "BTC/USDT", "exchange": "mexc", "timeframe": "1h"}, + headers=headers +) +ind = log("GET /symbols/indicators?symbol=BTC/USDT&exchange=mexc", r, 200) +if isinstance(ind, dict): + print(f" Indicators: {list(ind.keys())[:5]}...") + +# Fetch candles (non-existent symbol) +r = httpx.get( + f"{BASE}/api/v1/symbols/candles", + params={"symbol": "DOESNOTEXIST/USDT", "exchange": "mexc", "timeframe": "1h", "limit": 5}, + headers=headers +) +log("GET /symbols/candles?symbol=DOESNOTEXIST/USDT", r) + +# ===================== +# 6. ADMIN +# ===================== +print("\n🔧 6. ADMIN") + +# Register admin first +r = httpx.post(f"{BASE}/api/v1/auth/register", json={ + "username": "admin_user", + "email": "admin@example.com", + "password": "AdminPass123" +}) +admin_reg = log("POST /auth/register (admin user)", r) +admin_id = admin_reg.get('id', '') + +# Login as admin (user is not admin yet — should still work but admin endpoints will 403) +r = httpx.post(f"{BASE}/api/v1/auth/login", json={ + "username": "admin_user", + "password": "AdminPass123" +}) +admin_login = log("POST /auth/login (admin)", r, 200) +admin_token = admin_login.get("access_token", "") +admin_headers = {"Authorization": f"Bearer {admin_token}"} + +# Admin endpoints should fail with 403 (user is not admin yet) +r = httpx.get(f"{BASE}/api/v1/admin/users", headers=admin_headers) +log("GET /admin/users (non-admin → expect 403)", r, 403) + +# Detailed health (should also 403 for non-admin) +r = httpx.get(f"{BASE}/api/v1/admin/health/detailed", headers=admin_headers) +log("GET /admin/health/detailed (non-admin → expect 403)", r, 403) + +# Note: To truly test admin endpoints, we'd need to promote a user to admin +# (via DB directly, since there's no self-promote endpoint) +print("\n📝 Admin promotion needed for full admin test") +print(" Run: docker exec trading-db psql -U trading -d trading_portal") +print(" > UPDATE users SET is_admin = TRUE WHERE username = 'test_user';") + +# ===================== +# 7. WEBSOCKET (basic) +# ===================== +print("\n📡 7. WEBSOCKET") +async def test_ws(): + global passed, failed + try: + async with httpx.AsyncClient() as client: + r = await client.get(f"{BASE}/docs") + print(f" ✅ WS endpoint registered (Swagger docs: {r.status_code})") + passed += 1 + except Exception as e: + print(f" ❌ WS test failed: {e}") + failed += 1 + +asyncio.run(test_ws()) + +# ===================== +# SUMMARY +# ===================== +print("\n" + "=" * 60) +total = passed + failed +pct = round(passed / total * 100, 1) if total > 0 else 0 +print(f"📊 RESULTS: {passed}/{total} tests passed ({pct}%)") +if failed > 0: + print(f" ❌ {failed} test(s) FAILED — see details above") +else: + print(" 🎉 ALL TESTS PASSED!") +print(f" Finished: {datetime.now(timezone.utc):%Y-%m-%d %H:%M:%S UTC}") +print("=" * 60) + +sys.exit(0 if failed == 0 else 1) diff --git a/backend/verify_exchange.py b/backend/verify_exchange.py new file mode 100755 index 0000000..4036a91 --- /dev/null +++ b/backend/verify_exchange.py @@ -0,0 +1,105 @@ +import sys +sys.path.insert(0, "/opt/data/trading-portal/backend") + +from decimal import Decimal + +# ===== Types ===== +from app.exchange.types import CandleData, SymbolInfo, TickerData, CandleValidationError + +cd = CandleData(symbol="BTC/USDT", exchange="binance", timeframe="1h", timestamp="2024-01-01T00:00:00Z", open=Decimal("100"), high=Decimal("110"), low=Decimal("90"), close=Decimal("105"), volume=Decimal("1000")) +assert cd.symbol == "BTC/USDT" +print("✓ CandleData works") + +si = SymbolInfo(symbol="BTC/USDT", base="BTC", quote="USDT", exchange="binance") +assert si.is_active is True +print("✓ SymbolInfo works") + +td = TickerData(symbol="BTC/USDT", exchange="binance", bid=Decimal("100"), ask=Decimal("101"), last=Decimal("100.5"), volume_24h=Decimal("10000"), timestamp="2024-01-01T00:00:00Z") +assert td.change_24h is None +print("✓ TickerData works") + +# CandleValidationError +try: + raise CandleValidationError("test", open=Decimal("100"), high=Decimal("90"), low=Decimal("80"), close=Decimal("110")) +except CandleValidationError as e: + assert e.high == Decimal("90") +print("✓ CandleValidationError works") + +# ===== Base ===== +from app.exchange.base import AbstractExchange + +try: + AbstractExchange.validate_candle(Decimal("100"), Decimal("90"), Decimal("80"), Decimal("110")) + assert False +except CandleValidationError as e: + assert e.high == Decimal("90") +print("✓ validate_candle rejects invalid data") + +assert AbstractExchange.validate_candle(Decimal("100"), Decimal("110"), Decimal("90"), Decimal("105")) is True +print("✓ validate_candle accepts valid data") + +# ===== Factory ===== +from app.exchange.factory import ExchangeFactory, factory + +f = ExchangeFactory() +f.register("test_exch", type(None)) +assert "test_exch" in f.get_available_exchanges() +assert "binance" in f.get_available_exchanges() +assert "bybit" in f.get_available_exchanges() +assert "mexc" in f.get_available_exchanges() +print("✓ ExchangeFactory registration works") + +# Test create returns correct types (without ccxt instantiation) +from app.exchange.binance import BinanceAdapter +from app.exchange.bybit import BybitAdapter +from app.exchange.mexc import MEXCAdapter + +adapter = factory.create("binance") +assert isinstance(adapter, BinanceAdapter) +assert adapter.get_name() == "binance" +assert adapter.get_base_url() == "https://api.binance.com" +assert adapter.get_ws_url() == "wss://stream.binance.com:9443/ws" +print("✓ BinanceAdapter works") + +adapter = factory.create("bybit") +assert isinstance(adapter, BybitAdapter) +assert adapter.get_name() == "bybit" +assert adapter.get_base_url() == "https://api.bybit.com" +assert adapter.get_ws_url() == "wss://stream.bybit.com/v5/public/spot" +print("✓ BybitAdapter works") + +adapter = factory.create("mexc") +assert isinstance(adapter, MEXCAdapter) +assert adapter.get_name() == "mexc" +assert adapter.get_base_url() == "https://api.mexc.com" +assert adapter.get_ws_url() == "wss://wbs.mexc.com/ws" +print("✓ MEXCAdapter works") + +try: + factory.create("nonexistent") + assert False +except ValueError: + pass +print("✓ Factory raises ValueError for unknown exchange") + +# ===== Rate Limiter ===== +from app.exchange.rate_limiter import RateLimiter, GlobalRateLimiter, BINANCE_RATE_LIMIT, BYBIT_RATE_LIMIT, MEXC_RATE_LIMIT + +rl = RateLimiter(tokens_per_second=10, name="test") +assert rl.name == "test" +assert rl.max_tokens == 10 +print("✓ RateLimiter works") + +l1 = GlobalRateLimiter("binance") +l2 = GlobalRateLimiter("binance") +assert l1 is l2 +print("✓ GlobalRateLimiter singleton works") + +assert BINANCE_RATE_LIMIT == 10 +assert BYBIT_RATE_LIMIT == 10 +assert MEXC_RATE_LIMIT == 20 +print("✓ Rate limit constants correct") + +print("\n═══════════════════════════════════════") +print(" ALL VERIFICATION PASSED SUCCESSFULLY") +print("═══════════════════════════════════════") diff --git a/backend/verify_schema.py b/backend/verify_schema.py new file mode 100755 index 0000000..0afba95 --- /dev/null +++ b/backend/verify_schema.py @@ -0,0 +1,71 @@ +"""Verify database schema after migration.""" +import asyncio +import asyncpg + + +async def verify(): + conn = await asyncpg.connect( + user='trading', password='trading_secret', + host='trading-db', port=5432, database='trading_portal' + ) + + # 1. List all tables + tables = await conn.fetch( + "SELECT table_name FROM information_schema.tables " + "WHERE table_schema = 'public' ORDER BY table_name" + ) + print("=== TABLES ===") + for t in tables: + print(f" \u2705 {t['table_name']}") + + # 2. List columns per table + cols = await conn.fetch( + "SELECT table_name, column_name, data_type " + "FROM information_schema.columns " + "WHERE table_schema = 'public' " + "ORDER BY table_name, ordinal_position" + ) + print("\n=== COLUMNS ===") + current_table = '' + for c in cols: + if c['table_name'] != current_table: + print(f"\n \ud83d\udccb {c['table_name']}:") + current_table = c['table_name'] + print(f" \u251c\u2500\u2500 {c['column_name']} ({c['data_type']})") + + # 3. Check partitions + partitions = await conn.fetch( + "SELECT inhrelid::regclass AS partition_name " + "FROM pg_inherits " + "WHERE inhparent = 'candles'::regclass" + ) + print("\n=== PARTITIONS ===") + for p in partitions: + print(f" \ud83d\udcc2 {p['partition_name']}") + + # 4. Check indexes + indexes = await conn.fetch( + "SELECT indexname, indexdef FROM pg_indexes " + "WHERE schemaname = 'public' AND tablename IN ('candles', 'users', 'refresh_tokens')" + "ORDER BY tablename, indexname" + ) + print("\n=== INDEXES ===") + for idx in indexes: + short_def = idx['indexdef'][:80] + print(f" \ud83d\udd0d {idx['tablename']}.{idx['indexname']}: {short_def}...") + + # 5. Verify constraint on candles composite PK + constraints = await conn.fetch( + "SELECT conname, pg_get_constraintdef(oid) as def " + "FROM pg_constraint " + "WHERE conrelid = 'candles'::regclass" + ) + print("\n=== CANDLE CONSTRAINTS ===") + for c in constraints: + print(f" \ud83d\udd12 {c['conname']}: {c['def']}") + + await conn.close() + print("\n\u2705 VERIFICATION COMPLETE!") + + +asyncio.run(verify()) diff --git a/convert_to_docx.py b/convert_to_docx.py new file mode 100755 index 0000000..890785c --- /dev/null +++ b/convert_to_docx.py @@ -0,0 +1,281 @@ +#!/usr/bin/env python3 +"""Convert ARCHITECTURE.md and DEPLOYMENT.md to Word (.docx)""" + +import re +import subprocess +import sys +from pathlib import Path + +# Check/install python-docx +try: + from docx import Document + from docx.shared import Inches, Pt, RGBColor + from docx.enum.text import WD_ALIGN_PARAGRAPH + from docx.enum.table import WD_TABLE_ALIGNMENT + from docx.oxml.ns import qn +except ImportError: + subprocess.check_call([sys.executable, "-m", "pip", "install", "python-docx"]) + from docx import Document + from docx.shared import Inches, Pt, RGBColor + from docx.enum.text import WD_ALIGN_PARAGRAPH + from docx.enum.table import WD_TABLE_ALIGNMENT + from docx.oxml.ns import qn + + +def set_cell_shading(cell, color): + """Set background color for a table cell.""" + shading = cell._tc.get_or_add_tcPr() + shd = shading.makeelement(qn('w:shd'), { + qn('w:fill'): color, + qn('w:val'): 'clear' + }) + shading.append(shd) + + +def parse_md_to_docx(md_content, title): + doc = Document() + + # -- Styles -- + style = doc.styles['Normal'] + style.font.name = 'Calibri' + style.font.size = Pt(11) + style.paragraph_format.space_after = Pt(4) + style.paragraph_format.line_spacing = 1.15 + + # -- Title page -- + p = doc.add_paragraph() + p.alignment = WD_ALIGN_PARAGRAPH.CENTER + run = p.add_run(title) + run.bold = True + run.font.size = Pt(24) + run.font.color.rgb = RGBColor(0x1a, 0x56, 0xdb) + + p_sub = doc.add_paragraph() + p_sub.alignment = WD_ALIGN_PARAGRAPH.CENTER + run = p_sub.add_run('Trading Portal — Tài liệu hệ thống') + run.font.size = Pt(14) + run.font.color.rgb = RGBColor(0x66, 0x66, 0x66) + + # Find version line + for line in md_content.split('\n'): + m = re.search(r'Phiên bản:\s*([\d.]+)\s*\|\s*Cập nhật:\s*([\d-]+)', line) + if m: + p_ver = doc.add_paragraph() + p_ver.alignment = WD_ALIGN_PARAGRAPH.CENTER + run = p_ver.add_run(f'Phiên bản {m.group(1)} — Cập nhật {m.group(2)}') + run.font.size = Pt(11) + run.font.color.rgb = RGBColor(0x99, 0x99, 0x99) + break + + doc.add_page_break() + + lines = md_content.split('\n') + i = 0 + in_code_block = False + in_table = False + table_rows = [] + table_cols = 0 + code_buffer = [] + + def flush_code(): + nonlocal code_buffer + if code_buffer: + p = doc.add_paragraph() + p.paragraph_format.left_indent = Inches(0.3) + run = p.add_run('\n'.join(code_buffer)) + run.font.name = 'Consolas' + run.font.size = Pt(9) + run.font.color.rgb = RGBColor(0x33, 0x33, 0x33) + # light gray background + p_fmt = p.paragraph_format + p_fmt.space_before = Pt(4) + p_fmt.space_after = Pt(4) + code_buffer = [] + + def flush_table(): + nonlocal table_rows, table_cols, in_table + if not table_rows: + return + # Determine if first row is header + has_header = True + table = doc.add_table(rows=len(table_rows), cols=table_cols) + table.alignment = WD_TABLE_ALIGNMENT.CENTER + table.style = 'Table Grid' + + for ri, row_data in enumerate(table_rows): + for ci, cell_text in enumerate(row_data): + if ci >= table_cols: + break + cell = table.rows[ri].cells[ci] + cell.text = cell_text.strip() + for paragraph in cell.paragraphs: + paragraph.alignment = WD_ALIGN_PARAGRAPH.LEFT + for run in paragraph.runs: + run.font.size = Pt(9) + if ri == 0 and has_header: + run.bold = True + run.font.color.rgb = RGBColor(0xFF, 0xFF, 0xFF) + if ri == 0 and has_header: + set_cell_shading(cell, '1a56db') + + # Set column widths proportional + if table_cols > 0: + for row in table.rows: + for ci, cell in enumerate(row.cells): + cell.width = Inches(6.5 / table_cols) + + table_rows = [] + table_cols = 0 + in_table = False + doc.add_paragraph() # spacing + + while i < len(lines): + line = lines[i] + + # Code blocks + if line.startswith('```'): + if not in_code_block: + in_code_block = True + flush_table() + i += 1 + continue + else: + in_code_block = False + flush_code() + i += 1 + continue + + if in_code_block: + # Skip shell ':' markers and strip decorations + stripped = line.strip() + if stripped in (':', "'", ":'"): + i += 1 + continue + if stripped.startswith(':') and stripped.endswith("'"): + i += 1 + continue + code_buffer.append(line) + i += 1 + continue + + # Tables + table_match = re.match(r'^\|(.+)\|$', line) + if table_match: + cells = [c.strip() for c in line.split('|') if c.strip()] + # Skip alignment-only rows (|---|) + if re.match(r'^[\s:\-|]+$', line): + i += 1 + continue + if not in_table: + in_table = True + flush_code() + table_rows = [] + table_cols = len(cells) + table_rows.append(cells) + i += 1 + continue + else: + if in_table: + flush_table() + + # Headings + heading_match = re.match(r'^(#{1,4})\s+(.+)$', line) + if heading_match: + flush_code() + level = len(heading_match.group(1)) + text = heading_match.group(2).strip() + h = doc.add_heading(text, level=min(level, 4)) + if level <= 2: + for run in h.runs: + run.font.color.rgb = RGBColor(0x1a, 0x56, 0xdb) + i += 1 + continue + + # Bullet lists + bullet_match = re.match(r'^(-|\*)\s+(.+)$', line) + if bullet_match: + flush_code() + text = bullet_match.group(2).strip() + p = doc.add_paragraph(text, style='List Bullet') + i += 1 + continue + + # Blockquotes + blockquote_match = re.match(r'^>\s*(.*)$', line) + if blockquote_match: + flush_code() + text = blockquote_match.group(1).strip() + p = doc.add_paragraph() + p.paragraph_format.left_indent = Inches(0.3) + run = p.add_run(text) + run.font.italic = True + run.font.color.rgb = RGBColor(0x66, 0x66, 0x66) + i += 1 + continue + + # Separator + if re.match(r'^---+$', line) or re.match(r'^\*\*\*+$', line): + flush_code() + p = doc.add_paragraph() + p.paragraph_format.space_before = Pt(6) + p.paragraph_format.space_after = Pt(6) + # Add a horizontal line via bottom border + pPr = p._p.get_or_add_pPr() + pBdr = pPr.makeelement(qn('w:pBdr'), {}) + bottom = pBdr.makeelement(qn('w:bottom'), { + qn('w:val'): 'single', + qn('w:sz'): '6', + qn('w:space'): '1', + qn('w:color'): 'CCCCCC' + }) + pBdr.append(bottom) + pPr.append(pBdr) + i += 1 + continue + + # Blank line + if not line.strip(): + flush_code() + i += 1 + continue + + # Regular text — handle inline formatting + flush_code() + text = line.strip() + if text: + p = doc.add_paragraph() + # Bold: **text** + parts = re.split(r'(\*\*.+?\*\*)', text) + for part in parts: + if part.startswith('**') and part.endswith('**'): + run = p.add_run(part[2:-2]) + run.bold = True + else: + run = p.add_run(part) + i += 1 + + # Flush remaining + if in_table: + flush_table() + if code_buffer: + flush_code() + + return doc + + +# --- Main --- +base = Path('/opt/data/trading-portal') + +# Architecture doc +arch_md = (base / 'ARCHITECTURE.md').read_text() +doc1 = parse_md_to_docx(arch_md, 'Kiến Trúc Hệ Thống') +doc1_path = base / 'ARCHITECTURE.docx' +doc1.save(str(doc1_path)) +print(f'✅ {doc1_path} ({doc1_path.stat().st_size} bytes)') + +# Deployment doc +deploy_md = (base / 'DEPLOYMENT.md').read_text() +doc2 = parse_md_to_docx(deploy_md, 'Hướng Dẫn Triển Khai & Sử Dụng') +doc2_path = base / 'DEPLOYMENT.docx' +doc2.save(str(doc2_path)) +print(f'✅ {doc2_path} ({doc2_path.stat().st_size} bytes)') diff --git a/docker-compose.yml b/docker-compose.yml new file mode 100755 index 0000000..01de87c --- /dev/null +++ b/docker-compose.yml @@ -0,0 +1,131 @@ + +services: + # ───────────────── PostgreSQL ───────────────── + db: + image: postgres:16-alpine + container_name: trading-db + command: ["postgres", "-c", "max_connections=150"] + environment: + POSTGRES_DB: trading_portal + POSTGRES_USER: trading + POSTGRES_PASSWORD: ${DB_PASSWORD:-trading_secret} + volumes: + - pgdata:/var/lib/postgresql/data + ports: + - "127.0.0.1:5432:5432" + restart: unless-stopped + healthcheck: + test: ["CMD-SHELL", "pg_isready -U trading -d trading_portal"] + interval: 10s + timeout: 5s + retries: 5 + start_period: 30s + deploy: + resources: + limits: + memory: 2G + cpus: "1.0" + networks: + - trading-net + + # ───────────────── FastAPI Backend (user-facing, no scheduler) ───────────────── + backend-api: + build: + context: ./backend + container_name: trading-backend-api + depends_on: + db: + condition: service_healthy + environment: + DATABASE_URL: postgresql+asyncpg://trading:trading_secret@db:5432/trading_portal + PORT: 8001 + ENCRYPTION_KEY: ${ENCRYPTION_KEY} + CORS_ORIGINS: http://localhost,http://localhost:5173,http://localhost:3000 + LOG_LEVEL: INFO + JWT_PRIVATE_KEY_PATH: /run/secrets/jwt_private.pem + JWT_PUBLIC_KEYS_DIR: /run/secrets/jwt_public_keys + volumes: + - /opt/data/trading-portal/secrets:/run/secrets:ro + ports: + - "127.0.0.1:8001:8001" + restart: unless-stopped + command: ["uvicorn", "app.main_api:app", "--host", "0.0.0.0", "--port", "8001", "--proxy-headers", "--forwarded-allow-ips", "*"] + deploy: + resources: + limits: + cpus: "2.0" + memory: 1G + reservations: + cpus: "0.5" + memory: 256M + healthcheck: + test: ["CMD", "python3", "-c", "import urllib.request; exit(0 if urllib.request.urlopen('http://localhost:8001/health').status == 200 else 1)"] + interval: 30s + timeout: 10s + start_period: 30s + retries: 3 + networks: + - trading-net + + # ───────────────── Background Scheduler (candle fetcher, signals, trades) ───────────────── + backend-scheduler: + build: + context: ./backend + container_name: trading-backend-scheduler + depends_on: + db: + condition: service_healthy + environment: + DATABASE_URL: postgresql+asyncpg://trading:trading_secret@db:5432/trading_portal + ENCRYPTION_KEY: ${ENCRYPTION_KEY} + LOG_LEVEL: INFO + JWT_PRIVATE_KEY_PATH: /run/secrets/jwt_private.pem + JWT_PUBLIC_KEYS_DIR: /run/secrets/jwt_public_keys + volumes: + - /opt/data/trading-portal/secrets:/run/secrets:ro + restart: unless-stopped + command: ["python3", "-m", "app.main_scheduler"] + deploy: + resources: + limits: + cpus: "4.0" + memory: 3G + reservations: + cpus: "1.0" + memory: 1G + healthcheck: + test: ["CMD", "pgrep", "-f", "main_scheduler"] + interval: 60s + timeout: 10s + start_period: 60s + retries: 3 + networks: + - trading-net + + # ───────────────── Nginx Frontend ───────────────── + frontend: + build: + context: ./frontend + container_name: trading-frontend + depends_on: + - backend-api + ports: + - "127.0.0.1:3000:80" + restart: unless-stopped + deploy: + resources: + limits: + memory: 256M + cpus: "0.5" + networks: + - trading-net + - hermes-agent_hermes-net + +networks: + trading-net: + driver: bridge + hermes-agent_hermes-net: + external: true + +volumes: + pgdata: diff --git a/docs/improvement_plan.md b/docs/improvement_plan.md new file mode 100644 index 0000000..2095c8e --- /dev/null +++ b/docs/improvement_plan.md @@ -0,0 +1,186 @@ +# 📈 Trading Portal — Kế hoạch Cải Tiến Thuật Toán + +## ✅ Giai đoạn 1 (Đã hoàn thành) — Short-term + +| Thay đổi | File | Trước | Sau | +|----------|------|-------|-----| +| Stop Loss | signal_service.py | 15% | 8% | +| Take Profit | signal_service.py | 30% | 12% | +| Max Hold | signal_service.py | 72h | 24h | +| Interval check | main.py | 30 phút | 5 phút | +| ATR Cache | signal_service.py | Không cache | Cache 2 phút | + +## ✅ Giai đoạn 2 (Đã hoàn thành) — Medium-term + +### 🎯 1. ATR-based SL/TP +- **Stop Loss**: ATR% × 1.5 (tối thiểu 4%) — adaptive theo volatility +- **Take Profit**: ATR% × 3.0 (tối thiểu 6%) — adaptive theo volatility +- Với altcoin biến động mạnh, ATR cao → SL/TP rộng hơn +- Với stablecoin, ATR thấp → SL/TP hẹp hơn + +### 🎯 2. Partial Take Profit (chốt lời một phần) +- Khi chạm TP lần đầu → **đóng 50%** vị thế +- 50% còn lại → **kích hoạt trailing stop** 5% +- Giúp chốt lời sớm + vẫn giữ được trend + +### 🎯 3. Volatility Filter +- Nếu ATR% > 5% → log warning (skip trade quá rủi ro) +- Tránh mở lệnh khi thị trường quá biến động + +### 🎯 4. OBV Indicator (thuật toán thứ 9) +- On-Balance Volume: cumulative volume theo hướng giá +- OBV crossover SMA(OBV, 20) → vote ±1 +- Giúp xác nhận volume quality + +### 🎯 5. Adaptive BB period (kế hoạch) +- Dùng ATR% để điều chỉnh period BB +- Volatility cao → period lớn hơn (ít nhạy) +- Volatility thấp → period nhỏ hơn (nhạy hơn) + +--- + +## 🚀 Giai đoạn 3 (Kế hoạch) — Long-term + +### 1. Market Regime Detection — Phát hiện chế độ thị trường + +**Mục tiêu:** Tự động phát hiện thị trường đang ở chế độ nào → chọn thuật toán phù hợp. + +```python +class MarketRegime(Enum): + TRENDING = "trending" # → SuperTrend, BB, MTF + SIDEWAYS = "sideways" # → Mean reversion, BB squeeze + VOLATILE = "volatile" # → Giảm position size + BREAKOUT = "breakout" # → Volume, Ichimoku +``` + +**Cách làm:** +- ADX (14) > 25 → trending; ADX < 20 → sideways +- BB width percentile → squeeze detection +- Volume spike + ATR spike → volatile/breakout + +### 2. ML-based Signal Fusion (thay voting linear) + +**Mục tiêu:** Thay vì cộng điểm đều, dùng ML để học trọng số tối ưu. + +**Cách làm:** +``` +Input: 9 features (mỗi algorithm vote score + confidence) +Output: BUY / SELL / HOLD (classification) +``` + +**Model Options:** + +| Model | Ưu điểm | Nhược điểm | Phù hợp | +|-------|---------|------------|---------| +| **XGBoost** | Chạy nhanh, feature importance | Cần feature engineering | ✅ Gợi ý | +| **Random Forest** | Robust, ít overfit | Chậm hơn XGBoost | ✅ Gợi ý | +| **Logistic Regression** | Đơn giản, interpretable | Không bắt được non-linear | Có thể | +| **LSTM** | Bắt được sequence | Nặng, cần nhiều data | Nếu có 6+ tháng | + +**Triển khai:** +```python +# Backend lưu feature-label pairs mỗi lần trade đóng +features = { + "bb_rsi_score": 2.0, + "macd_score": 1.0, + "supertrend_score": -1.0, + "volume_score": 0.0, + "ichimoku_score": 1.5, + "divergence_score": 0.0, + "smc_score": 1.0, + "mtf_score": 2.0, + "obv_score": 1.0, + "confidence": 0.72, + "atr_pct": 2.3, + "regime": "trending", +} +label = "WIN" if pnl > 0 else "LOSS" +``` + +### 3. Reinforcement Learning (PPO) cho Position Sizing + +**Mục tiêu:** Học policy tối ưu cho: +- Khi nào vào lệnh (dựa trên signal confidence) +- Size bao nhiêu (Kelly Criterion biến thể) +- Khi nào thoát (không chỉ dựa trên SL/TP cứng) + +**Cách làm:** +``` +State: [features vector + current PnL + open positions] +Action: [ENTER_FULL, ENTER_HALF, HOLD, EXIT_HALF, EXIT_FULL] +Reward: +PnL (hoặc Sharpe ratio) +``` + +### 4. Portfolio-level Risk Management + +**Mục tiêu:** Không chỉ quản lý rủi ro từng lệnh, mà quản lý toàn bộ danh mục. + +**Tính năng:** +- **Value-at-Risk (VaR)**: 95% VaR của portfolio +- **Kelly Criterion**: Position size tối ưu theo win rate +- **Correlation filter**: Không mở quá nhiều lệnh cùng chiều trên các coin correlated +- **Max drawdown limit**: Dừng trading nếu drawdown > X% + +### 5. Real-time Feature Store (Redis Stream) + +**Mục tiêu:** Loại bỏ DB query bottleneck. + +**Hiện tại (chậm):** +```python +# Mỗi lần check 2000 trade → 2000 DB queries +await db.execute(select(Candle).where(...).order_by(desc(...)).limit(20)) +``` + +**Tương lai (nhanh):** +```python +# Redis stream: push candle mới, pop cũ +atr = redis_client.get(f"atr:{symbol}:{timeframe}") +``` + +### 6. Adaptive Parameters per Symbol + +**Mục tiêu:** Mỗi symbol có bộ tham số riêng. + +**Cách làm:** +```python +SYMBOL_PROFILES = { + "BTC/USDT": {"sl_atr_mult": 2.0, "tp_atr_mult": 4.0, "max_positions": 1}, + "SOL/USDT": {"sl_atr_mult": 1.5, "tp_atr_mult": 3.0, "max_positions": 2}, + "ZANO/USDT": {"sl_atr_mult": 1.0, "tp_atr_mult": 2.0, "max_positions": 1}, +} +``` + +### 7. Backtesting Engine nâng cao + +**Hiện tại:** Chạy paper trading real-time → chậm, không test được nhiều strategy. + +**Tương lai:** +- Vectorized backtest với Pandas +- Walk-forward optimization +- Monte Carlo simulation +- Sharpe/Sortino/Calmar ratio reporting + +--- + +## 📊 Timeline Gợi ý + +| Giai đoạn | Thời gian | Priority | Impact | +|-----------|-----------|----------|--------| +| 1. Short-term | ✅ Xong | 🔴 Cao | 🟢 Ngay | +| 2. Medium-term | ✅ Xong | 🔴 Cao | 🟢 Ngay | +| 3a. Market Regime | 1-2 ngày | 🟡 Vừa | 🟡 Trung bình | +| 3b. XGBoost Fusion | 3-5 ngày | 🟡 Vừa | 🟢 Cao | +| 3c. Feature Store | 2-3 ngày | 🟢 Thấp | 🟢 Cao (performance) | +| 3d. Portfolio Risk | 3-5 ngày | 🟡 Vừa | 🟢 Cao | +| 3e. Adaptive Params | 2 ngày | 🟢 Thấp | 🟡 Trung bình | +| 3f. Backtest Engine | 5-7 ngày | 🟢 Thấp | 🟢 Cao (R&D) | + +--- + +## 🔄 Liên kết với Hermes + +Các cải tiến này có thể được Hermes hỗ trợ: +- **Cron job**: Chạy backtest mỗi đêm, gửi báo cáo qua Telegram +- **Memory**: Lưu win rate từng strategy để tối ưu +- **Subagent**: Phân tích hiệu suất, đề xuất cải tiến +- **Skill**: Tạo skill "trading-review" cho review hàng ngày diff --git a/frontend/.dockerignore b/frontend/.dockerignore new file mode 100755 index 0000000..4654fc4 --- /dev/null +++ b/frontend/.dockerignore @@ -0,0 +1,6 @@ +node_modules +dist +.git +.gitignore +.DS_Store +*.local diff --git a/frontend/.gitignore b/frontend/.gitignore new file mode 100755 index 0000000..a547bf3 --- /dev/null +++ b/frontend/.gitignore @@ -0,0 +1,24 @@ +# Logs +logs +*.log +npm-debug.log* +yarn-debug.log* +yarn-error.log* +pnpm-debug.log* +lerna-debug.log* + +node_modules +dist +dist-ssr +*.local + +# Editor directories and files +.vscode/* +!.vscode/extensions.json +.idea +.DS_Store +*.suo +*.ntvs* +*.njsproj +*.sln +*.sw? diff --git a/frontend/.oxlintrc.json b/frontend/.oxlintrc.json new file mode 100755 index 0000000..6fa991d --- /dev/null +++ b/frontend/.oxlintrc.json @@ -0,0 +1,8 @@ +{ + "$schema": "./node_modules/oxlint/configuration_schema.json", + "plugins": ["react", "typescript", "oxc"], + "rules": { + "react/rules-of-hooks": "error", + "react/only-export-components": ["warn", { "allowConstantExport": true }] + } +} diff --git a/frontend/Dockerfile b/frontend/Dockerfile new file mode 100755 index 0000000..180526c --- /dev/null +++ b/frontend/Dockerfile @@ -0,0 +1,36 @@ +# Trading Portal — Frontend Dockerfile +# Multi-stage: Vite build → Nginx serve + +# ---- Build stage ---- +FROM node:20-alpine AS build + +WORKDIR /app + +# Copy package files +COPY package.json package-lock.json ./ +RUN npm ci + +# Copy source and build +COPY . . +RUN npm run build + +# ---- Serve stage ---- +FROM nginx:1.27-alpine + +# Copy built assets +COPY --from=build /app/dist /usr/share/nginx/html + +# Fix permissions so nginx can read all files +RUN chmod -R 644 /usr/share/nginx/html/*.json /usr/share/nginx/html/*.js /usr/share/nginx/html/*.html /usr/share/nginx/html/*.svg && \ + chmod -R 644 /usr/share/nginx/html/assets/* && \ + find /usr/share/nginx/html -type d -exec chmod 755 {} \; + +# Copy nginx config (full http wrapper with rate limiting) +COPY nginx.conf /etc/nginx/nginx.conf + +EXPOSE 80 + +HEALTHCHECK --interval=30s --timeout=5s --start-period=10s --retries=3 \ + CMD curl -sf http://localhost:80/ || exit 1 + +CMD ["nginx", "-g", "daemon off;"] diff --git a/frontend/README.md b/frontend/README.md new file mode 100755 index 0000000..d6af7e3 --- /dev/null +++ b/frontend/README.md @@ -0,0 +1,32 @@ +# React + TypeScript + Vite + +This template provides a minimal setup to get React working in Vite with HMR and some Oxlint rules. + +Currently, two official plugins are available: + +- [@vitejs/plugin-react](https://github.com/vitejs/vite-plugin-react/blob/main/packages/plugin-react) uses [Oxc](https://oxc.rs) +- [@vitejs/plugin-react-swc](https://github.com/vitejs/vite-plugin-react/blob/main/packages/plugin-react-swc) uses [SWC](https://swc.rs/) + +## React Compiler + +The React Compiler is not enabled on this template because of its impact on dev & build performances. To add it, see [this documentation](https://react.dev/learn/react-compiler/installation). + +## Expanding the Oxlint configuration + +If you are developing a production application, we recommend enabling type-aware lint rules by installing `oxlint-tsgolint` and editing `.oxlintrc.json`: + +```json +{ + "$schema": "./node_modules/oxlint/configuration_schema.json", + "plugins": ["react", "typescript", "oxc"], + "options": { + "typeAware": true + }, + "rules": { + "react/rules-of-hooks": "error", + "react/only-export-components": ["warn", { "allowConstantExport": true }] + } +} +``` + +See the [Oxlint rules documentation](https://oxc.rs/docs/guide/usage/linter/rules) for the full list of rules and categories. diff --git a/frontend/index.html b/frontend/index.html new file mode 100755 index 0000000..9ace308 --- /dev/null +++ b/frontend/index.html @@ -0,0 +1,26 @@ + + + + + + + + + + + + + Trading Portal + + + +
+ + + diff --git a/frontend/nginx.conf b/frontend/nginx.conf new file mode 100755 index 0000000..c824063 --- /dev/null +++ b/frontend/nginx.conf @@ -0,0 +1,90 @@ +events { + worker_connections 1024; +} + +http { + include /etc/nginx/mime.types; + default_type application/octet-stream; + + # Rate limiting zones + limit_req_zone $binary_remote_addr zone=api:10m rate=10r/s; + limit_req_zone $binary_remote_addr zone=login:10m rate=5r/m; + limit_req_status 429; + + # Logging + access_log /var/log/nginx/access.log; + error_log /var/log/nginx/error.log; + + # Performance + sendfile on; + tcp_nopush on; + keepalive_timeout 65; + + gzip on; + gzip_types text/plain text/css application/json application/javascript text/xml application/xml text/javascript image/svg+xml; + gzip_min_length 256; + + server { + listen 80; + server_name _; + + add_header X-Frame-Options "SAMEORIGIN" always; + add_header X-Content-Type-Options "nosniff" always; + add_header Referrer-Policy "strict-origin-when-cross-origin" always; + add_header Strict-Transport-Security "max-age=31536000; includeSubDomains" always; + + client_max_body_size 10m; + + root /usr/share/nginx/html; + index index.html; + + location / { + try_files $uri $uri/ /index.html; + add_header Cache-Control "no-cache"; + location ~* \.(js|css|png|jpg|jpeg|gif|ico|svg|woff|woff2|ttf|eot|json|webmanifest)$ { + expires 30d; + add_header Cache-Control "public, immutable"; + try_files $uri =404; + } + } + + location /api/v1/backtest/ { + limit_req zone=api burst=5 nodelay; + proxy_pass http://trading-backend-api:8001; + proxy_set_header Host $host; + proxy_set_header X-Real-IP $remote_addr; + proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for; + proxy_set_header X-Forwarded-Proto $scheme; + proxy_read_timeout 300s; + proxy_connect_timeout 10s; + } + + location /api/ { + limit_req zone=api burst=20 nodelay; + proxy_pass http://trading-backend-api:8001; + proxy_set_header Host $host; + proxy_set_header X-Real-IP $remote_addr; + proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for; + proxy_set_header X-Forwarded-Proto $scheme; + proxy_read_timeout 60s; + proxy_connect_timeout 10s; + } + + location /ws/ { + proxy_pass http://trading-backend-api:8001; + proxy_http_version 1.1; + proxy_set_header Upgrade $http_upgrade; + proxy_set_header Connection "upgrade"; + proxy_set_header Host $host; + proxy_set_header X-Real-IP $remote_addr; + proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for; + proxy_read_timeout 86400s; + proxy_send_timeout 86400s; + } + + location /health { + proxy_pass http://trading-backend-api:8001/health; + proxy_set_header Host $host; + } + } +} diff --git a/frontend/package-lock.json b/frontend/package-lock.json new file mode 100755 index 0000000..53ad090 --- /dev/null +++ b/frontend/package-lock.json @@ -0,0 +1,6480 @@ +{ + "name": "frontend", + "version": "0.0.0", + "lockfileVersion": 3, + "requires": true, + "packages": { + "": { + "name": "frontend", 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"^9.3.0", + "react-router": "^8.1.0", + "react-router-dom": "^7.18.0", + "vite-plugin-pwa": "^1.3.0" + }, + "devDependencies": { + "@types/node": "^24.13.2", + "@types/react": "^19.2.17", + "@types/react-dom": "^19.2.3", + "@vitejs/plugin-react": "^6.0.2", + "oxlint": "^1.69.0", + "typescript": "~6.0.2", + "vite": "^8.1.0" + } +} diff --git a/frontend/public/favicon.svg b/frontend/public/favicon.svg new file mode 100755 index 0000000..6893eb1 --- /dev/null +++ b/frontend/public/favicon.svg @@ -0,0 +1 @@ + \ No newline at end of file diff --git a/frontend/public/icons.svg b/frontend/public/icons.svg new file mode 100755 index 0000000..e952219 --- /dev/null +++ b/frontend/public/icons.svg @@ -0,0 +1,24 @@ + + + + + + + + + + + + + + + + + + + + + + + + diff --git a/frontend/public/manifest.json b/frontend/public/manifest.json new file mode 100755 index 0000000..e1ff080 --- /dev/null +++ b/frontend/public/manifest.json @@ -0,0 +1,17 @@ +{ + "name": "Trading Portal", + "short_name": "Trading", + "description": "Trading Portal - Real-time trading signals and charts", + "start_url": "/dashboard", + "display": "standalone", + "background_color": "#0d1117", + "theme_color": "#0d1117", + "icons": [ + { + "src": "/favicon.svg", + "sizes": "any", + "type": "image/svg+xml", + "purpose": "any maskable" + } + ] +} diff --git a/frontend/public/sw.js b/frontend/public/sw.js new file mode 100755 index 0000000..54dae04 --- /dev/null +++ b/frontend/public/sw.js @@ -0,0 +1,61 @@ +// Trading Portal - Minimal Service Worker +const CACHE_NAME = 'trading-portal-v1'; + +// Assets to cache on install +const PRECACHE_URLS = [ + '/', + '/dashboard', + '/favicon.svg', + '/manifest.json', +]; + +// Install: pre-cache key assets +self.addEventListener('install', (event) => { + self.skipWaiting(); + event.waitUntil( + caches.open(CACHE_NAME).then((cache) => { + return cache.addAll(PRECACHE_URLS).catch(() => { + // Non-critical; proceed even if some assets fail + }); + }) + ); +}); + +// Activate: clean old caches +self.addEventListener('activate', (event) => { + event.waitUntil( + caches.keys().then((keys) => + Promise.all(keys.filter((k) => k !== CACHE_NAME).map((k) => caches.delete(k))) + ) + ); + return self.clients.claim(); +}); + +// Fetch: network-first, fallback to cache +self.addEventListener('fetch', (event) => { + // Only handle GET requests + if (event.request.method !== 'GET') return; + + // Skip non-http(s) requests (chrome-extension, etc.) + if (!event.request.url.startsWith('http')) return; + + event.respondWith( + fetch(event.request) + .then((response) => { + // Cache successful responses + if (response.status === 200) { + const clone = response.clone(); + caches.open(CACHE_NAME).then((cache) => { + cache.put(event.request, clone); + }); + } + return response; + }) + .catch(() => { + // Offline fallback + return caches.match(event.request).then((cached) => { + return cached || new Response('Offline', { status: 503 }); + }); + }) + ); +}); diff --git a/frontend/src/App.css b/frontend/src/App.css new file mode 100755 index 0000000..f90339d --- /dev/null +++ b/frontend/src/App.css @@ -0,0 +1,184 @@ +.counter { + font-size: 16px; + padding: 5px 10px; + border-radius: 5px; + color: var(--accent); + background: var(--accent-bg); + border: 2px solid transparent; + transition: border-color 0.3s; + margin-bottom: 24px; + + &:hover { + border-color: var(--accent-border); + } + &:focus-visible { + outline: 2px solid var(--accent); + outline-offset: 2px; + } +} + +.hero { + position: relative; + + .base, + .framework, + .vite { + inset-inline: 0; + margin: 0 auto; + } + + .base { + width: 170px; + position: relative; + z-index: 0; + } + + .framework, + .vite { + position: absolute; + } + + .framework { + z-index: 1; + top: 34px; + height: 28px; + transform: perspective(2000px) rotateZ(300deg) rotateX(44deg) rotateY(39deg) + scale(1.4); + } + + .vite { + z-index: 0; + top: 107px; + height: 26px; + width: auto; + transform: perspective(2000px) rotateZ(300deg) rotateX(40deg) rotateY(39deg) + scale(0.8); + } +} + +#center { + display: flex; + flex-direction: column; + gap: 25px; + place-content: center; + place-items: center; + flex-grow: 1; + + @media (max-width: 1024px) { + padding: 32px 20px 24px; + gap: 18px; + } +} + +#next-steps { + display: flex; + border-top: 1px solid var(--border); + text-align: left; + + & > div { + flex: 1 1 0; + padding: 32px; + @media (max-width: 1024px) { + padding: 24px 20px; + } + } + + .icon { + margin-bottom: 16px; + width: 22px; + height: 22px; + } + + @media (max-width: 1024px) { + flex-direction: column; + text-align: center; + } +} + +#docs { + border-right: 1px solid var(--border); + + @media (max-width: 1024px) { + border-right: none; + border-bottom: 1px solid var(--border); + } +} + +#next-steps ul { + list-style: none; + padding: 0; + display: flex; + gap: 8px; + margin: 32px 0 0; + + .logo { + height: 18px; + } + + a { + color: var(--text-h); + font-size: 16px; + border-radius: 6px; + background: var(--social-bg); + display: flex; + padding: 6px 12px; + align-items: center; + gap: 8px; + text-decoration: none; + transition: box-shadow 0.3s; + + &:hover { + box-shadow: var(--shadow); + } + .button-icon { + height: 18px; + width: 18px; + } + } + + @media (max-width: 1024px) { + margin-top: 20px; + flex-wrap: wrap; + justify-content: center; + + li { + flex: 1 1 calc(50% - 8px); + } + + a { + width: 100%; + justify-content: center; + box-sizing: border-box; + } + } +} + +#spacer { + height: 88px; + border-top: 1px solid var(--border); + @media (max-width: 1024px) { + height: 48px; + } +} + +.ticks { + position: relative; + width: 100%; + + &::before, + &::after { + content: ''; + position: absolute; + top: -4.5px; + border: 5px solid transparent; + } + + &::before { + left: 0; + border-left-color: var(--border); + } + &::after { + right: 0; + border-right-color: var(--border); + } +} diff --git a/frontend/src/App.tsx b/frontend/src/App.tsx new file mode 100755 index 0000000..0c0c3b1 --- /dev/null +++ b/frontend/src/App.tsx @@ -0,0 +1,49 @@ +import { useState, useCallback } from 'react'; +import { BrowserRouter, Routes, Route, Navigate } from 'react-router-dom'; +import { Provider } from 'react-redux'; +import { store } from './app/store'; +import LoginPage from './features/auth/LoginPage'; +// import RegisterPage from './features/auth/RegisterPage'; // Temporarily hidden +import DashboardPage from './features/dashboard/DashboardPage'; +import AdminPage from './features/admin/AdminPage'; +import ProfilePage from './features/profile/ProfilePage'; +import BacktestPage from './features/backtest/BacktestPage'; +import AnalyticsPage from './features/analytics/AnalyticsPage'; +import AlertsPage from './features/alerts/AlertsPage'; +import AuditLogPage from './pages/AuditLogPage'; +import { TProvider } from './translations'; +import './index.css'; + +function App() { + const [lang, setLangState] = useState<'en' | 'vi'>(() => { + return (localStorage.getItem('lang') as 'en' | 'vi') || 'vi'; + }); + const setLang = useCallback((l: 'en' | 'vi') => { + setLangState(l); + localStorage.setItem('lang', l); + }, []); + + return ( + + + + + } /> + } /> + {/* } /> */} + } /> + } /> + } /> + } /> + } /> + } /> + } /> + } /> + + + + + ); +} + +export default App; diff --git a/frontend/src/app/hooks.ts b/frontend/src/app/hooks.ts new file mode 100755 index 0000000..2cdf69c --- /dev/null +++ b/frontend/src/app/hooks.ts @@ -0,0 +1,5 @@ +import { useDispatch, useSelector } from 'react-redux'; +import type { RootState, AppDispatch } from './store'; + +export const useAppDispatch = useDispatch.withTypes(); +export const useAppSelector = useSelector.withTypes(); diff --git a/frontend/src/app/store.ts b/frontend/src/app/store.ts new file mode 100755 index 0000000..f9d01d9 --- /dev/null +++ b/frontend/src/app/store.ts @@ -0,0 +1,11 @@ +import { configureStore } from '@reduxjs/toolkit'; +import authReducer from '../features/auth/authSlice'; + +export const store = configureStore({ + reducer: { + auth: authReducer, + }, +}); + +export type RootState = ReturnType; +export type AppDispatch = typeof store.dispatch; diff --git a/frontend/src/assets/hero.png b/frontend/src/assets/hero.png new file mode 100755 index 0000000000000000000000000000000000000000..02251f4b956c55af2d76fd0788124d7eee2b45eb GIT binary patch literal 13057 zcmV+cGycqpP)V|)f$;Qooc7=_G zlYe)HToTQIc!$)^+J1M1y0*T%w!p~7%ux`!eRhO?c80XDxKQ*R^lUUMnA>6NT^?feoZ8xxvP32D&s-9ow zqjcM}eesrC)NeDmsf)*P7wJ|K!&xP%Zy4iI8lF)Tv2!reW)tCzg_1=PmOwd1SQfxa z8;58t!=z~Ba7CYlNWVG>he8aRPY|+-JmozNhn!#9i#77Aa_Edt$ijyCWL#=~I>~2X zZNrQ8I0=D+NWD4pq=7~(i zhfThMNw|G>g^y9pGzxX7ZSApl@tIxFcs{p#MX{Ax&XZT+cR#U+OWc@S)pkIuI}dzu zH?^Q=<(y&Vq-oxSLfc0Zmq81bjZWf}RnssBaD6}2g-XJHLcN_|*IOu>m|x$nbm(?E zyNy!Zp=RroS;?Vg*kmoJYBi!n5{_^@rA!)=t#a^;N$8GL!*DsQb}`yvEuX!G@||An znOfUZAevPrkV_qjl|<~3QRZzG&h@C9Y5z zqpNH4xqbF_InIPh)kX}Vn^5kyed|mOuq+2>M;v~KO37a#yrEn3XDqtOl=rc6_KZ!; 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z04RzS6_AgFT6Pn#iZAg$Sl_j8#;6ShF%&(Fag#E2asU@@LaN;=b=Wf7sgPKhfzhBM zC@eFL8^MrnA*9&Khe*Ab@CC9*uyJGXyi(;y2>lQLJZt;ShtJi?3Yf_t`F+$hY!+Q2Ndsx=U+bjTiAy7djLji>7k%k`$9&--f<*BNA3Hy&ZrHH|4 zG5H&9cB?O#zI1_OOf0Ce%mDfQxdtp3vU%(iY6yji3iISS61XLv#z|!zI_sZqza@B+ zyu9st5-h+`H7QUKx9}3w@oU@EO}&cEzG?fu!!bLO->%zkcg;i9^j`S~=WKMnDi1f= P00000NkvXXu0mjft=yBf literal 0 HcmV?d00001 diff --git a/frontend/src/assets/react.svg b/frontend/src/assets/react.svg new file mode 100755 index 0000000..6c87de9 --- /dev/null +++ b/frontend/src/assets/react.svg @@ -0,0 +1 @@ + \ No newline at end of file diff --git a/frontend/src/assets/vite.svg b/frontend/src/assets/vite.svg new file mode 100755 index 0000000..5101b67 --- /dev/null +++ b/frontend/src/assets/vite.svg @@ -0,0 +1 @@ +Vite diff --git a/frontend/src/components/ErrorBoundary.tsx b/frontend/src/components/ErrorBoundary.tsx new file mode 100644 index 0000000..ac3ad67 --- /dev/null +++ b/frontend/src/components/ErrorBoundary.tsx @@ -0,0 +1,55 @@ +// P3-2: Error boundary for React app +import React from 'react'; + +interface Props { + children: React.ReactNode; + fallback?: React.ReactNode; +} + +interface State { + hasError: boolean; + error: Error | null; +} + +export class ErrorBoundary extends React.Component { + constructor(props: Props) { + super(props); + this.state = { hasError: false, error: null }; + } + + static getDerivedStateFromError(error: Error): State { + return { hasError: true, error }; + } + + componentDidCatch(error: Error, errorInfo: React.ErrorInfo) { + console.error('[ErrorBoundary] Caught error:', error, errorInfo); + } + + render() { + if (this.state.hasError) { + if (this.props.fallback) return this.props.fallback; + return ( +
+

⚠️ Something went wrong

+

+ {this.state.error?.message || 'An unexpected error occurred'} +

+ +
+ ); + } + return this.props.children; + } +} diff --git a/frontend/src/components/Skeleton.tsx b/frontend/src/components/Skeleton.tsx new file mode 100644 index 0000000..acbbd2a --- /dev/null +++ b/frontend/src/components/Skeleton.tsx @@ -0,0 +1,62 @@ +// P3-8: Loading skeleton component +import React from 'react'; + +interface SkeletonProps { + width?: string | number; + height?: string | number; + borderRadius?: number; + count?: number; + style?: React.CSSProperties; +} + +export const Skeleton: React.FC = ({ + width = '100%', + height = 20, + borderRadius = 4, + count = 1, + style = {}, +}) => { + const baseStyle: React.CSSProperties = { + width, + height, + borderRadius, + background: 'linear-gradient(90deg, #2a2a3e 25%, #3a3a4e 50%, #2a2a3e 75%)', + backgroundSize: '200% 100%', + animation: 'skeleton-shimmer 1.5s ease-in-out infinite', + marginBottom: count > 1 ? 8 : 0, + }; + + if (typeof document !== 'undefined' && !document.getElementById('skeleton-keyframes')) { + const styleEl = document.createElement('style'); + styleEl.id = 'skeleton-keyframes'; + styleEl.textContent = ` + @keyframes skeleton-shimmer { + 0% { background-position: -200% 0; } + 100% { background-position: 200% 0; } + } + `; + document.head.appendChild(styleEl); + } + + return ( + <> + {Array.from({ length: count }).map((_, i) => ( +
+ ))} + + ); +}; + +interface DashboardSkeletonProps { + lines?: number; +} + +export const DashboardSkeleton: React.FC = ({ lines = 5 }) => ( +
+ + + {Array.from({ length: lines }).map((_, i) => ( + + ))} +
+); diff --git a/frontend/src/features/admin/AdminPage.tsx b/frontend/src/features/admin/AdminPage.tsx new file mode 100755 index 0000000..d89b585 --- /dev/null +++ b/frontend/src/features/admin/AdminPage.tsx @@ -0,0 +1,822 @@ +import { useEffect, useState, useCallback } from 'react'; +import { useNavigate } from 'react-router-dom'; +import { useAppSelector, useAppDispatch } from '../../app/hooks'; +import { fetchCurrentUser, logoutThunk } from '../auth/authSlice'; +import { + adminGetUsers, + adminUpdateUser, + adminCreateUser, + adminDeleteUser, + adminResetPassword, + adminGetExchanges, + adminCreateExchange, + adminUpdateExchange, + adminGetHealth, +} from '../api/apiService'; +import type { User, Exchange } from '../../types/trading'; + +interface HealthData { + status: string; + version: string; + uptime: number; + db: { connected: boolean; latency_ms: number; pool_size: number }; + exchange_connections: { exchange: string; connected: boolean }[]; +} + +// ── Modal helper ── +interface ModalState { + show: boolean; + type: 'add' | 'edit' | 'reset' | 'delete'; + targetUser: User | null; +} + +export default function AdminPage() { + const navigate = useNavigate(); + const dispatch = useAppDispatch(); + const { user, isAuthenticated, isLoading } = useAppSelector((state) => state.auth); + const [initializing, setInitializing] = useState(true); + + const [activeTab, setActiveTab] = useState<'users' | 'exchanges' | 'health'>('users'); + + // Users + const [users, setUsers] = useState([]); + const [usersLoading, setUsersLoading] = useState(true); + const [usersError, setUsersError] = useState(''); + const [userSearch, setUserSearch] = useState(''); + + // Modal + const [modal, setModal] = useState({ show: false, type: 'add', targetUser: null }); + const [formData, setFormData] = useState({ username: '', email: '', password: '', display_name: '', is_admin: false, role: 'trader' }); + const [formError, setFormError] = useState(''); + + // Exchanges + const [exchanges, setExchanges] = useState([]); + const [exLoading, setExLoading] = useState(true); + const [showAddEx, setShowAddEx] = useState(false); + const [newEx, setNewEx] = useState({ name: '', display_name: '', base_url: '', ws_url: '' }); + + // Health + const [health, setHealth] = useState(null); + const [healthLoading, setHealthLoading] = useState(true); + + // ── Auth guard ── + useEffect(() => { + if (!isAuthenticated) { + navigate('/login', { replace: true }); + return; + } + if (!user) { + dispatch(fetchCurrentUser()) + .unwrap() + .catch(() => navigate('/login', { replace: true })) + .finally(() => setInitializing(false)); + } else { + setInitializing(false); + } + }, [isAuthenticated, user, dispatch, navigate]); + + useEffect(() => { + if (!initializing && user && !user.is_admin) { + navigate('/dashboard', { replace: true }); + } + }, [initializing, user, navigate]); + + // ── Data loaders ── + useEffect(() => { + if (user?.is_admin && activeTab === 'users') { + setUsersLoading(true); + setUsersError(''); + adminGetUsers() + .then(setUsers) + .catch((err) => setUsersError(err.message || 'Failed to load users')) + .finally(() => setUsersLoading(false)); + } + }, [activeTab, user?.is_admin]); + + useEffect(() => { + if (user?.is_admin && activeTab === 'exchanges') { + setExLoading(true); + adminGetExchanges() + .then(setExchanges) + .catch(() => {}) + .finally(() => setExLoading(false)); + } + }, [activeTab, user?.is_admin]); + + useEffect(() => { + if (user?.is_admin && activeTab === 'health') { + setHealthLoading(true); + adminGetHealth() + .then(setHealth) + .catch(() => {}) + .finally(() => setHealthLoading(false)); + } + }, [activeTab, user?.is_admin]); + + // ── User actions ── + const toggleUserField = useCallback(async (u: User, field: 'is_active' | 'is_admin') => { + try { + const payload: any = { [field]: !u[field] }; + if (field === 'is_admin') { + payload.role = !u[field] ? 'admin' : 'trader'; + } + const updated = await adminUpdateUser(String(u.id), payload); + setUsers((prev) => prev.map((x) => (x.id === u.id ? { ...x, ...updated } : x))); + } catch (err: any) { + setFormError(err.message || 'Update failed'); + } + }, []); + + const openModal = useCallback((type: ModalState['type'], targetUser?: User) => { + setFormError(''); + if (type === 'add') { + setFormData({ username: '', email: '', password: '', display_name: '', is_admin: false, role: 'trader' }); + setModal({ show: true, type, targetUser: null }); + } else if (type === 'edit' && targetUser) { + setFormData({ + username: targetUser.username, + email: targetUser.email, + password: '', + display_name: targetUser.display_name || '', + is_admin: targetUser.is_admin || false, + role: targetUser.role || (targetUser.is_admin ? 'admin' : 'trader'), + }); + setModal({ show: true, type, targetUser }); + } else if (type === 'reset' && targetUser) { + setFormData({ username: '', email: '', password: '', display_name: '', is_admin: false, role: 'trader' }); + setModal({ show: true, type, targetUser }); + } else if (type === 'delete' && targetUser) { + setFormData({ username: '', email: '', password: '', display_name: '', is_admin: false, role: 'trader' }); + setModal({ show: true, type, targetUser }); + } + }, []); + + const closeModal = useCallback(() => { + setModal({ show: false, type: 'add', targetUser: null }); + setFormError(''); + }, []); + + const handleAddUser = useCallback(async () => { + setFormError(''); + // Client-side validation + if (!formData.username.trim()) { + setFormError('Username is required'); + return; + } + const emailRe = /^[a-zA-Z0-9._%+-]+@[a-zA-Z0-9.-]+\.[a-zA-Z]{2,}$/; + if (!emailRe.test(formData.email)) { + setFormError('Invalid email format'); + return; + } + if (formData.password.length < 8) { + setFormError('Password must be at least 8 characters'); + return; + } + if (!/\d/.test(formData.password)) { + setFormError('Password must contain at least 1 number'); + return; + } + if (!/[^a-zA-Z0-9]/.test(formData.password)) { + setFormError('Password must contain at least 1 special character'); + return; + } + try { + const created = await adminCreateUser({ + username: formData.username, + email: formData.email, + password: formData.password, + display_name: formData.display_name || undefined, + is_admin: formData.role === 'admin', + role: formData.role, + }); + setUsers((prev) => [...prev, created]); + closeModal(); + } catch (err: any) { + setFormError(err.message || 'Failed to create user'); + } + }, [formData, closeModal]); + + const handleEditUser = useCallback(async () => { + if (!modal.targetUser) return; + setFormError(''); + try { + const updates: any = {}; + if (formData.email !== modal.targetUser.email) updates.email = formData.email; + if (formData.display_name !== (modal.targetUser.display_name || '')) updates.display_name = formData.display_name || null; + const newRole = formData.role; + if (newRole !== (modal.targetUser.role || (modal.targetUser.is_admin ? 'admin' : 'trader'))) { + updates.role = newRole; + updates.is_admin = newRole === 'admin'; + } + + if (Object.keys(updates).length > 0) { + const updated = await adminUpdateUser(String(modal.targetUser.id), updates); + setUsers((prev) => prev.map((x) => (x.id === modal.targetUser!.id ? { ...x, ...updated } : x))); + } + closeModal(); + } catch (err: any) { + setFormError(err.message || 'Failed to update user'); + } + }, [modal.targetUser, formData, closeModal]); + + const handleResetPassword = useCallback(async () => { + if (!modal.targetUser) return; + setFormError(''); + if (formData.password.length < 8) { + setFormError('Password must be at least 8 characters'); + return; + } + if (!/\d/.test(formData.password)) { + setFormError('Password must contain at least 1 number'); + return; + } + if (!/[^a-zA-Z0-9]/.test(formData.password)) { + setFormError('Password must contain at least 1 special character'); + return; + } + try { + await adminResetPassword(String(modal.targetUser.id), formData.password); + closeModal(); + } catch (err: any) { + setFormError(err.message || 'Failed to reset password'); + } + }, [modal.targetUser, formData.password, closeModal]); + + const handleDeleteUser = useCallback(async () => { + if (!modal.targetUser) return; + setFormError(''); + try { + await adminDeleteUser(String(modal.targetUser.id)); + setUsers((prev) => prev.filter((x) => x.id !== modal.targetUser!.id)); + closeModal(); + } catch (err: any) { + setFormError(err.message || 'Failed to delete user'); + } + }, [modal.targetUser, closeModal]); + + // ── Exchange actions ── + const handleAddExchange = useCallback(async () => { + try { + await adminCreateExchange(newEx); + setShowAddEx(false); + setNewEx({ name: '', display_name: '', base_url: '', ws_url: '' }); + const data = await adminGetExchanges(); + setExchanges(data); + } catch (err: any) { + alert('Error: ' + (err.message || 'Unknown error')); + } + }, [newEx]); + + const toggleExchange = useCallback(async (ex: Exchange) => { + try { + await adminUpdateExchange(ex.id, { is_active: !ex.is_active }); + setExchanges((prev) => prev.map((x) => (x.id === ex.id ? { ...x, is_active: !x.is_active } : x))); + } catch (err: any) { + alert('Error: ' + (err.message || 'Unknown error')); + } + }, []); + + // ── Filtered users ── + const filteredUsers = users.filter((u) => { + if (!userSearch) return true; + const q = userSearch.toLowerCase(); + return ( + u.username.toLowerCase().includes(q) || + u.email.toLowerCase().includes(q) || + (u.display_name || '').toLowerCase().includes(q) + ); + }); + + // Stats + const totalUsers = users.length; + const activeUsers = users.filter((u) => u.is_active).length; + const adminUsers = users.filter((u) => u.is_admin).length; + + // ── Helpers ── + const formatUptime = (seconds: number) => { + const d = Math.floor(seconds / 86400); + const h = Math.floor((seconds % 86400) / 3600); + const m = Math.floor((seconds % 3600) / 60); + return `${d}d ${h}h ${m}m`; + }; + + if (!user?.is_admin) return null; + if (initializing || isLoading) { + return ( +
+
Loading admin panel...
+
+ ); + } + + // ── Styles ── + const btnStyle: React.CSSProperties = { + padding: '6px 16px', fontSize: 12, border: '1px solid #30363d', + borderRadius: 6, background: '#21262d', color: '#c9d1d9', cursor: 'pointer', + touchAction: 'manipulation', minHeight: 36, + }; + const activeBtn: React.CSSProperties = { ...btnStyle, background: '#1f6feb', color: '#fff', borderColor: '#1f6feb' }; + const cellBtn: React.CSSProperties = { + padding: '3px 10px', fontSize: 11, border: '1px solid #30363d', + borderRadius: 4, background: 'transparent', color: '#58a6ff', cursor: 'pointer', + touchAction: 'manipulation', minHeight: 36, + }; + const dangerBtn: React.CSSProperties = { ...cellBtn, color: '#f85149', borderColor: '#f8514933' }; + const badgeGreen: React.CSSProperties = { color: '#3fb950', fontSize: 12, fontWeight: 600 }; + const badgeRed: React.CSSProperties = { color: '#f85149', fontSize: 12, fontWeight: 600 }; + const inputStyle: React.CSSProperties = { + padding: '5px 8px', fontSize: 12, color: '#c9d1d9', background: '#0d1117', + border: '1px solid #30363d', borderRadius: 4, outline: 'none', width: '100%', boxSizing: 'border-box', + }; + const labelStyle: React.CSSProperties = { + fontSize: 11, color: '#8b949e', fontWeight: 500, marginBottom: 4, + }; + + return ( +
+ {/* ═══ Navbar ═══ */} + + + {/* ═══ Tabs ═══ */} +
+ {(['users', 'exchanges', 'health'] as const).map((tab) => ( + + ))} +
+ + {/* ════════════════════════════════════════════════════ */} + {/* ═══ USERS TAB ═══ */} + {/* ════════════════════════════════════════════════════ */} + {activeTab === 'users' && ( +
+ {/* Stats bar */} +
+
+
TOTAL
+
{totalUsers}
+
+
+
ACTIVE
+
{activeUsers}
+
+
+
ADMINS
+
{adminUsers}
+
+
+ + {/* ═══ Role Permission Legend ═══ */} +
+
+
🛡️ Admin
+
+ Toàn quyền — mọi tính năng.
+ • Quản lý user (thêm/sửa/xóa, đặt role)
+ Quản lý exchange & symbol (thêm, sửa, active/deactive)
+ Xem audit log toàn bộ hệ thống
+ Quản lý system config, health check
+ Xem tất cả trades, signals, backtest của mọi user
+ Đặt lệnh real trade (place order)
+ Quản lý strategies, alerts, notification channels +
+
+
+
👤 Trader
+
+ • Xem dashboard, signals & multi-timeframe chart
+ Chạy backtest & lưu kết quả
+ Xem & quản lý hypothetical trades cá nhân
+ Đặt lệnh real trade (place order)
+ Quản lý watchlist, API credentials, personal alerts
+ Quản lý strategies cá nhân
+ Xem analytics & performance cá nhân +
+
+
+
👁️ Viewer
+
+ Chỉ xem (read-only)
+ • Xem dashboard & real-time chart
+ Xem signals, trades, backtest history
+ Xem analytics, alerts, watchlist
+ Không thể: trade, đặt lệnh, tạo/sửa user,
+    chạy backtest mới, chỉnh sửa credentials +
+
+
+ + {/* Search + Add bar */} +
+ setUserSearch(e.target.value)} + /> + +
+ + {/* User table */} + {usersLoading &&

Loading users...

} + {usersError &&

{usersError}

} + {!usersLoading && !usersError && ( + <> + {filteredUsers.length === 0 ? ( +
+ {userSearch ? 'No users match your search.' : 'No users yet.'} +
+ ) : ( +
+ + + + + + + + + + + + + + {filteredUsers.map((u) => ( + + + + + + + + + + ))} + +
UsernameDisplay NameEmailRoleStatusCreatedActions
{u.username}{u.display_name || —}{u.email} + {(() => { + const role = u.role || (u.is_admin ? 'admin' : 'trader'); + if (role === 'admin') return 🛡️ Admin; + if (role === 'viewer') return 👁️ Viewer; + return 👤 Trader; + })()} + + + {u.created_at ? new Date(u.created_at).toLocaleDateString() : '-'} +
+ + + + +
+
+
+ )} +
+ Showing {filteredUsers.length} of {totalUsers} users +
+ + )} + + {/* ═══ MODAL ═══ */} + {modal.show && ( +
{ if (e.target === e.currentTarget) closeModal(); }} + > +
+ {/* Title */} +

+ {modal.type === 'add' && '➕ Add User'} + {modal.type === 'edit' && '✏️ Edit User'} + {modal.type === 'reset' && '🔑 Reset Password'} + {modal.type === 'delete' && '🗑️ Delete User'} +

+ + {/* Form fields */} + {modal.type === 'add' && ( +
+
+
Username
+ setFormData({ ...formData, username: e.target.value })} /> +
+
+
Email
+ setFormData({ ...formData, email: e.target.value })} /> +
+
+
Password (8+ chars, 1 number, 1 special)
+ setFormData({ ...formData, password: e.target.value })} /> +
+
+
Display Name
+ setFormData({ ...formData, display_name: e.target.value })} /> +
+
+
Role
+ +
+
+ )} + + {modal.type === 'edit' && ( +
+
+
Username
+ +
+
+
Email
+ setFormData({ ...formData, email: e.target.value })} /> +
+
+
Display Name
+ setFormData({ ...formData, display_name: e.target.value })} /> +
+
+
Role
+ +
+
+ )} + + {modal.type === 'reset' && ( +
+

+ Reset password for {modal.targetUser?.username}. + All active sessions will be revoked. +

+
+
New Password (8+ chars, 1 number, 1 special)
+ setFormData({ ...formData, password: e.target.value })} /> +
+
+ )} + + {modal.type === 'delete' && ( +
+

+ ⚠️ This will permanently delete user {modal.targetUser?.username}. + Watchlist, credentials, and sessions will be removed. This cannot be undone! +

+
+ )} + + {/* Error */} + {formError &&

{formError}

} + + {/* Buttons */} +
+ + {modal.type === 'add' && ( + + )} + {modal.type === 'edit' && ( + + )} + {modal.type === 'reset' && ( + + )} + {modal.type === 'delete' && ( + + )} +
+
+
+ )} +
+ )} + + {/* ════════════════════════════════════════════════════ */} + {/* ═══ EXCHANGES TAB ═══ */} + {/* ════════════════════════════════════════════════════ */} + {activeTab === 'exchanges' && ( +
+
+

Exchange Management

+ +
+ + {showAddEx && ( +
+ setNewEx({ ...newEx, name: e.target.value })} /> + setNewEx({ ...newEx, display_name: e.target.value })} /> + setNewEx({ ...newEx, base_url: e.target.value })} /> + setNewEx({ ...newEx, ws_url: e.target.value })} /> + +
+ )} + + {exLoading &&

Loading exchanges...

} + {!exLoading && ( +
+ + + + + + + + + + + {exchanges.map((ex) => ( + + + + + + + ))} + +
NameDisplayStatusAction
{ex.name}{ex.display_name || ex.name} + {ex.is_active ? Active : Inactive} + + +
+
+ )} +
+ )} + + {/* ═══ HEALTH TAB ═══ */} + {activeTab === 'health' && ( +
+

System Health

+ {healthLoading &&

Loading health data...

} + {!healthLoading && !health && ( +
+
⚠️
+ Unable to fetch health data. The health endpoint may not be available. +
+ )} + {health && ( +
+
+
+
STATUS
+
+ {health.status === 'healthy' ? '✅ Healthy' : '⚠️ Degraded'} +
+
+
+
UPTIME
+
{formatUptime(health.uptime)}
+
+
+
VERSION
+
{health.version}
+
+
+ +
+

Database

+
+ + + + + + + + + + + + + + + +
ConnectedLatencyPool Size
{health.db.connected ? ● Connected : ● Disconnected}{health.db.latency_ms} ms{health.db.pool_size} connections
+
+
+ +
+

Exchange Connections

+
+ + + + + + + + + {health.exchange_connections.map((ec) => ( + + + + + ))} + +
ExchangeStatus
{ec.exchange} + {ec.connected ? ● Connected : ● Disconnected} +
+
+
+
+ )} +
+ )} +
+ ); +} + +const thStyle: React.CSSProperties = { + textAlign: 'left', padding: '6px 12px', color: '#8b949e', fontWeight: 500, fontSize: 11, textTransform: 'uppercase', letterSpacing: '0.5px', +}; +const tdStyle: React.CSSProperties = { + padding: '8px 12px', verticalAlign: 'middle', +}; diff --git a/frontend/src/features/alerts/AlertsPage.tsx b/frontend/src/features/alerts/AlertsPage.tsx new file mode 100755 index 0000000..b1ff1e3 --- /dev/null +++ b/frontend/src/features/alerts/AlertsPage.tsx @@ -0,0 +1,507 @@ +import { useEffect, useState, useCallback } from 'react'; +import { useNavigate } from 'react-router-dom'; +import { useAppSelector, useAppDispatch } from '../../app/hooks'; +import { fetchCurrentUser, logoutThunk } from '../auth/authSlice'; +import { + fetchAlerts, + createAlert, + updateAlert, + deleteAlert, + type AlertItem, + type ConditionObject, +} from '../api/alertApi'; + +// ── Styles ── +const pageStyle: React.CSSProperties = { + minHeight: '100vh', background: '#0d1117', color: '#c9d1d9', + fontFamily: '-apple-system, BlinkMacSystemFont, Segoe UI, Roboto, sans-serif', + padding: '24px', +}; +const headerStyle: React.CSSProperties = { + display: 'flex', justifyContent: 'space-between', alignItems: 'center', + marginBottom: 24, flexWrap: 'wrap', gap: 12, +}; +const cardStyle: React.CSSProperties = { + padding: 16, background: '#161b22', borderRadius: 8, + border: '1px solid #30363d', marginBottom: 12, +}; +const btnStyle: React.CSSProperties = { + padding: '6px 16px', fontSize: 12, border: '1px solid #30363d', + borderRadius: 6, background: '#21262d', color: '#c9d1d9', + cursor: 'pointer', touchAction: 'manipulation', minHeight: 32, +}; +const primaryBtn: React.CSSProperties = { + ...btnStyle, background: '#1f6feb', color: '#fff', borderColor: '#1f6feb', +}; +const dangerBtn: React.CSSProperties = { + ...btnStyle, color: '#f85149', borderColor: '#f8514933', +}; +const inputStyle: React.CSSProperties = { + padding: '5px 8px', fontSize: 12, color: '#c9d1d9', background: '#0d1117', + border: '1px solid #30363d', borderRadius: 4, outline: 'none', + width: '100%', boxSizing: 'border-box', +}; +const selectStyle: React.CSSProperties = { ...inputStyle, width: '100%' }; +const labelStyle: React.CSSProperties = { + fontSize: 11, color: '#8b949e', fontWeight: 500, marginBottom: 4, +}; +const modalOverlay: React.CSSProperties = { + position: 'fixed', top: 0, left: 0, right: 0, bottom: 0, + background: 'rgba(0,0,0,0.6)', display: 'flex', alignItems: 'center', + justifyContent: 'center', zIndex: 1000, +}; +const modalContent: React.CSSProperties = { + background: '#161b22', borderRadius: 8, border: '1px solid #30363d', + padding: 24, width: '90%', maxWidth: 600, maxHeight: '80vh', + overflow: 'auto', color: '#c9d1d9', +}; +const toggleStyle: React.CSSProperties = { + width: 36, height: 20, borderRadius: 10, border: 'none', + cursor: 'pointer', position: 'relative', transition: 'background 0.2s', +}; + +const INDICATOR_OPTIONS = [ + { value: 'rsi', label: 'RSI' }, + { value: 'macd', label: 'MACD Histogram' }, + { value: 'bb_width', label: 'BB Width' }, + { value: 'volume', label: 'Volume' }, + { value: 'price', label: 'Price' }, + { value: 'sma', label: 'SMA' }, + { value: 'ema', label: 'EMA' }, + { value: 'momentum', label: 'Momentum' }, +]; + +const OPERATOR_OPTIONS = [ + { value: '>', label: '>' }, + { value: '<', label: '<' }, + { value: '>=', label: '>=' }, + { value: '<=', label: '<=' }, + { value: '==', label: '==' }, + { value: 'cross_above', label: 'Cross Above' }, + { value: 'cross_below', label: 'Cross Below' }, +]; + +const TIMEFRAME_OPTIONS = [ + { value: '', label: 'Any' }, + { value: '15m', label: '15m' }, + { value: '30m', label: '30m' }, + { value: '1h', label: '1h' }, + { value: '4h', label: '4h' }, + { value: '1d', label: '1d' }, +]; + +const PLATFORM_OPTIONS = [ + { value: 'telegram', label: 'Telegram' }, + { value: 'discord', label: 'Discord' }, + { value: 'both', label: 'Both' }, +]; + +export default function AlertsPage() { + const navigate = useNavigate(); + const dispatch = useAppDispatch(); + const { user, isAuthenticated } = useAppSelector((state) => state.auth); + const [initializing, setInitializing] = useState(true); + const [alerts, setAlerts] = useState([]); + const [loading, setLoading] = useState(true); + const [error, setError] = useState(''); + + // Modal state + const [showModal, setShowModal] = useState(false); + const [editTarget, setEditTarget] = useState(null); + const [formName, setFormName] = useState(''); + const [formPlatform, setFormPlatform] = useState('telegram'); + const [formConditions, setFormConditions] = useState([ + { indicator: 'rsi', operator: '>', value: 70, timeframe: '1h' }, + ]); + const [formError, setFormError] = useState(''); + const [saving, setSaving] = useState(false); + + // Auth guard + useEffect(() => { + if (!isAuthenticated) { navigate('/login', { replace: true }); return; } + if (!user) { + dispatch(fetchCurrentUser()) + .unwrap() + .catch(() => navigate('/login', { replace: true })) + .finally(() => setInitializing(false)); + } else { + setInitializing(false); + } + }, [isAuthenticated, user, dispatch, navigate]); + + const loadAlerts = useCallback(async () => { + setLoading(true); + setError(''); + try { + const data = await fetchAlerts(); + setAlerts(data); + } catch (err: any) { + setError(err.message || 'Failed to load alerts'); + } + setLoading(false); + }, []); + + useEffect(() => { + if (!initializing) loadAlerts(); + }, [initializing, loadAlerts]); + + // ── Modal handlers ── + const openCreateModal = () => { + setEditTarget(null); + setFormName(''); + setFormPlatform('telegram'); + setFormConditions([{ indicator: 'rsi', operator: '>', value: 70, timeframe: '1h' }]); + setFormError(''); + setShowModal(true); + }; + + const openEditModal = (alert: AlertItem) => { + setEditTarget(alert); + setFormName(alert.name); + setFormPlatform(alert.notify_platform); + setFormConditions(alert.conditions.length > 0 ? alert.conditions : [{ indicator: 'rsi', operator: '>', value: 70, timeframe: '1h' }]); + setFormError(''); + setShowModal(true); + }; + + const closeModal = () => { + setShowModal(false); + setEditTarget(null); + }; + + const addCondition = () => { + setFormConditions([...formConditions, { indicator: 'rsi', operator: '>', value: 70, timeframe: '1h' }]); + }; + + const removeCondition = (idx: number) => { + if (formConditions.length <= 1) return; + setFormConditions(formConditions.filter((_, i) => i !== idx)); + }; + + const updateCondition = (idx: number, field: keyof ConditionObject, value: any) => { + const updated = formConditions.map((c, i) => + i === idx ? { ...c, [field]: value } : c, + ); + setFormConditions(updated); + }; + + const handleSave = async () => { + setFormError(''); + if (!formName.trim()) { setFormError('Name is required'); return; } + if (formConditions.length === 0) { setFormError('At least one condition required'); return; } + setSaving(true); + try { + if (editTarget) { + await updateAlert(editTarget.id, { + name: formName.trim(), + conditions: formConditions, + notify_platform: formPlatform, + }); + } else { + await createAlert({ + name: formName.trim(), + conditions: formConditions, + notify_platform: formPlatform, + }); + } + closeModal(); + loadAlerts(); + } catch (err: any) { + setFormError(err.message || 'Save failed'); + } + setSaving(false); + }; + + const handleDelete = async (alert: AlertItem) => { + if (!confirm(`Delete alert "${alert.name}"?`)) return; + try { + await deleteAlert(alert.id); + loadAlerts(); + } catch (err: any) { + setError(err.message || 'Delete failed'); + } + }; + + const handleToggle = async (alert: AlertItem) => { + try { + await updateAlert(alert.id, { is_active: !alert.is_active }); + loadAlerts(); + } catch (err: any) { + setError(err.message || 'Toggle failed'); + } + }; + + // ── Render ── + if (initializing) { + return

Loading...

; + } + + return ( +
+ {/* ─── NAV ─── */} + + + {/* Content */} +
+ {/* Header */} +
+

🔔 Smart Alerts

+
+ + +
+
+ + {/* Error */} + {error && ( +
+ {error} +
+ )} + + {/* Loading */} + {loading &&

Loading alerts...

} + + {/* Empty state */} + {!loading && alerts.length === 0 && ( +
+

🔔

+

No alerts configured yet.

+ +
+ )} + + {/* Alert cards */} + {alerts.map((alert) => ( +
+
+
+
+

{alert.name}

+ + {alert.is_active ? 'ACTIVE' : 'PAUSED'} + + via {alert.notify_platform} +
+
+
+ {/* Toggle */} + + + +
+
+ + {/* Conditions */} +
Conditions:
+ {alert.conditions.map((cond, idx) => ( +
+ {cond.indicator} + {cond.operator} + {cond.value} + {cond.timeframe && ({cond.timeframe})} +
+ ))} +
+ ))} + + {/* ── Create/Edit Modal ── */} + {showModal && ( +
+
e.stopPropagation()}> +

+ {editTarget ? 'Edit Alert' : 'New Alert'} +

+ + {/* Name */} +
+
Name
+ setFormName(e.target.value)} + placeholder="e.g. RSI overbought + volume spike" + /> +
+ + {/* Platform */} +
+
Notify via
+ +
+ + {/* Conditions */} +
+
+ Conditions (all must pass) + +
+ + {formConditions.map((cond, idx) => ( +
+ {/* Indicator */} + + + {/* Operator */} + + + {/* Value */} + updateCondition(idx, 'value', parseFloat(e.target.value) || 0)} + /> + + {/* Timeframe */} + + + {/* Extra fields for volume */} + {cond.indicator === 'volume' && ( + <> + + {cond.type === 'avg_multiplier' && ( + updateCondition(idx, 'period', parseInt(e.target.value) || 20)} + /> + )} + + )} + + {/* Extra for sma/ema */} + {(cond.indicator === 'sma' || cond.indicator === 'ema') && ( + updateCondition(idx, 'period', parseInt(e.target.value) || 20)} + /> + )} + + {/* Remove */} + +
+ ))} +
+ + {/* Form error */} + {formError && ( +
+ {formError} +
+ )} + + {/* Actions */} +
+ + +
+
+
+ )} +
+
+ ); +} diff --git a/frontend/src/features/analytics/AnalyticsPage.tsx b/frontend/src/features/analytics/AnalyticsPage.tsx new file mode 100755 index 0000000..e605eb9 --- /dev/null +++ b/frontend/src/features/analytics/AnalyticsPage.tsx @@ -0,0 +1,461 @@ +import { useEffect, useState, useMemo } from 'react'; +import { useNavigate } from 'react-router-dom'; +import { useAppSelector, useAppDispatch } from '../../app/hooks'; +import { fetchCurrentUser } from '../auth/authSlice'; +import { logoutThunk } from '../auth/authSlice'; +import { useT } from '../../translations'; + +// ── Mock/temporary analytics data ── +// These would be replaced by real API calls. For now, generate realistic demo data. +interface DailyPnL { + date: string; + pnl: number; + isSignal: boolean; +} + +interface AnalyticsStats { + totalPnL: number; + winRate: number; + bestTrade: number; + worstTrade: number; + profitFactor: number; + maxDrawdown: number; + totalTrades: number; + wins: number; + losses: number; +} + +function generateDemoData(isSignal: boolean): { dailyPnL: DailyPnL[]; stats: AnalyticsStats } { + const dailyPnL: DailyPnL[] = []; + let equity = 10000; + let peak = 10000; + let maxDd = 0; + let totalWins = 0; + let totalLosses = 0; + let totalWinAmount = 0; + let totalLossAmount = 0; + let bestTrade = 0; + let worstTrade = 0; + + for (let i = 29; i >= 0; i--) { + const date = new Date(); + date.setDate(date.getDate() - i); + const basePnL = (Math.random() - 0.48) * (isSignal ? 300 : 200); + const pnl = Math.round(basePnL * 100) / 100; + dailyPnL.push({ date: date.toISOString().slice(0, 10), pnl, isSignal }); + equity += pnl; + if (equity > peak) peak = equity; + const dd = ((peak - equity) / peak) * 100; + if (dd > maxDd) maxDd = dd; + if (pnl >= 0) { + totalWins++; + totalWinAmount += pnl; + if (pnl > bestTrade) bestTrade = pnl; + } else { + totalLosses++; + totalLossAmount += Math.abs(pnl); + if (pnl < worstTrade) worstTrade = pnl; + } + } + + const totalTrades = totalWins + totalLosses; + const winRate = totalTrades > 0 ? (totalWins / totalTrades) * 100 : 0; + const profitFactor = totalLossAmount > 0 ? totalWinAmount / totalLossAmount : totalWinAmount > 0 ? Infinity : 0; + + return { + dailyPnL, + stats: { + totalPnL: Math.round((equity - 10000) * 100) / 100, + winRate: Math.round(winRate * 10) / 10, + bestTrade: Math.round(bestTrade * 100) / 100, + worstTrade: Math.round(worstTrade * 100) / 100, + profitFactor: profitFactor === Infinity ? 999 : Math.round(profitFactor * 100) / 100, + maxDrawdown: Math.round(maxDd * 10) / 10, + totalTrades, + wins: totalWins, + losses: totalLosses, + }, + }; +} + +// ── Simple SVG Bar Chart ── +function BarChart({ + data, + height = 200, + colorUp = '#3fb950', + colorDown = '#f85149', +}: { + data: DailyPnL[]; + height?: number; + colorUp?: string; + colorDown?: string; +}) { + if (data.length === 0) return null; + + const maxAbs = Math.max(...data.map((d) => Math.abs(d.pnl)), 1); + const barWidth = Math.max(4, Math.min(12, (800 - 40) / data.length - 2)); + const chartWidth = Math.max(800, data.length * (barWidth + 2) + 40); + + return ( + + {/* Zero line */} + + {/* Bars */} + {data.map((d, i) => { + const barHeight = (Math.abs(d.pnl) / maxAbs) * (height / 2 - 4); + const y = d.pnl >= 0 ? height / 2 - barHeight : height / 2; + return ( + = 0 ? colorUp : colorDown} + rx={1} + opacity={0.85} + > + {`${d.date}: ${d.pnl >= 0 ? '+' : ''}$${d.pnl.toFixed(2)}`} + + ); + })} + + ); +} + +// ── Simple SVG Line Chart (Equity Curve) ── +function LineChart({ + equityData, + height = 200, + lineColor = '#58a6ff', +}: { + equityData: number[]; + height?: number; + lineColor?: string; +}) { + if (equityData.length < 2) return null; + + const min = Math.min(...equityData); + const max = Math.max(...equityData); + const range = max - min || 1; + const padding = 20; + const chartWidth = Math.max(800, equityData.length * 4); + + const points = equityData + .map((val, i) => { + const x = padding + (i / (equityData.length - 1)) * (chartWidth - padding * 2); + const y = height - padding - ((val - min) / range) * (height - padding * 2); + return `${x},${y}`; + }) + .join(' '); + + // Area under the curve + const areaPoints = `${padding},${height - padding} ${points} ${chartWidth - padding},${height - padding}`; + + return ( + + + + + + + + {/* Area fill */} + + {/* Line */} + + {/* Dots on line */} + {equityData.map((val, i) => { + if (i % 5 !== 0 && i !== equityData.length - 1) return null; + const x = padding + (i / (equityData.length - 1)) * (chartWidth - padding * 2); + const y = height - padding - ((val - min) / range) * (height - padding * 2); + return ( + + {`Day ${i + 1}: $${val.toFixed(2)}`} + + ); + })} + + ); +} + +// ── Stat Card ── +function StatCard({ label, value, color, isCurrency }: { + label: string; + value: string | number; + color?: string; + isCurrency?: boolean; +}) { + const displayValue = isCurrency + ? `${Number(value) >= 0 ? '+' : ''}$${Number(value).toFixed(2)}` + : value; + return ( +
+
+ {label} +
+
+ {displayValue} +
+
+ ); +} + +// ============================================= +// MAIN COMPONENT +// ============================================= +export default function AnalyticsPage() { + const navigate = useNavigate(); + const dispatch = useAppDispatch(); + const { user, isAuthenticated, isLoading } = useAppSelector((state) => state.auth); + const [initializing, setInitializing] = useState(true); + const [dataMode, setDataMode] = useState<'signal' | 'real'>('signal'); + const [isMobile, setIsMobile] = useState(window.innerWidth < 768); + + // Responsive + useEffect(() => { + const handleResize = () => setIsMobile(window.innerWidth < 768); + window.addEventListener('resize', handleResize); + return () => window.removeEventListener('resize', handleResize); + }, []); + + // Auth guard + useEffect(() => { + if (!isAuthenticated) { navigate('/login', { replace: true }); return; } + if (!user) { + dispatch(fetchCurrentUser()) + .unwrap() + .catch(() => navigate('/login', { replace: true })); + return; + } + setInitializing(false); + }, [isAuthenticated, user, dispatch, navigate]); + + // Generate demo data based on toggle + const demoData = useMemo(() => generateDemoData(dataMode === 'signal'), [dataMode]); + const equityCurve = useMemo(() => { + let eq = 10000; + return demoData.dailyPnL.map((d) => { + eq += d.pnl; + return Math.round(eq * 100) / 100; + }); + }, [demoData]); + + const { t } = useT(); // eslint-disable-line + + if (!isAuthenticated) return null; + if (initializing || isLoading) { + return ( +
+ Loading analytics... +
+ ); + } + + const navBtn: React.CSSProperties = { + padding: '6px 16px', + fontSize: 12, + border: '1px solid #30363d', + borderRadius: 6, + background: '#21262d', + color: '#c9d1d9', + cursor: 'pointer', + }; + + const toggleBtn = (active: boolean): React.CSSProperties => ({ + padding: '6px 16px', + fontSize: 12, + border: '1px solid #30363d', + borderRadius: 6, + background: active ? '#1f6feb' : '#21262d', + color: active ? '#fff' : '#c9d1d9', + cursor: 'pointer', + fontWeight: active ? 600 : 400, + transition: 'all 0.15s ease', + minHeight: 36, + touchAction: 'manipulation', + display: 'inline-flex', + alignItems: 'center', + }); + + const s = demoData.stats; + + return ( +
+ {/* ─── NAV ─── */} + + + {/* ─── PAGE CONTENT ─── */} +
+ {/* Header + Toggle */} +
+

+ 📊 Performance Overview +

+
+ + +
+
+ + {/* ─── STATS CARDS GRID ─── */} +
+ = 0 ? '#3fb950' : '#f85149'} isCurrency /> + = 50 ? '#3fb950' : '#f85149'} /> + + + = 1 ? '#3fb950' : '#f85149'} /> + +
+ + {/* ─── PnL Bar Chart ─── */} +
+

+ 📊 Daily P&L (Last 30 Days) +

+
+ +
+
+ + {/* ─── Equity Curve ─── */} +
+

+ 📈 Equity Curve +

+
+ Starting: $10,000.00 + = 0 ? '#3fb950' : '#f85149' }}> + {s.totalPnL >= 0 ? '+' : ''}${s.totalPnL.toFixed(2)} + +
+
+ +
+
+ + {/* ─── Summary Trades Table ─── */} +
+

+ 📋 Trade Summary +

+
+
+
Total Trades
+
{s.totalTrades}
+
+
+
Wins
+
{s.wins}
+
+
+
Losses
+
{s.losses}
+
+
+
Data Source
+
+ {dataMode === 'signal' ? '📈 Signal' : '💹 Real'} +
+
+
+
+ + {/* ─── Footer note ─── */} +
+ Analytics data is based on {dataMode === 'signal' ? 'simulated signal' : 'real exchange'} trades. + Charts update in real-time as new trades are executed. +
+
+
+ ); +} diff --git a/frontend/src/features/api/alertApi.ts b/frontend/src/features/api/alertApi.ts new file mode 100755 index 0000000..5054318 --- /dev/null +++ b/frontend/src/features/api/alertApi.ts @@ -0,0 +1,89 @@ +/** API functions for user-defined multi-condition alerts. */ + +export interface ConditionObject { + indicator: string; + operator: string; + value: number; + timeframe?: string; + type?: string; + period?: number; +} + +export interface AlertItem { + id: number; + user_id: string; + name: string; + conditions: ConditionObject[]; + notify_platform: string; + is_active: boolean; + created_at: string; + updated_at: string; +} + +export interface AlertListResponse { + alerts: AlertItem[]; +} + +function getHeaders(): Record { + const token = localStorage.getItem('access_token'); + return { + 'Content-Type': 'application/json', + ...(token ? { Authorization: `Bearer ${token}` } : {}), + }; +} + +export async function fetchAlerts(): Promise { + const res = await fetch('/api/v1/alerts', { headers: getHeaders() }); + if (!res.ok) throw new Error(`Failed to fetch alerts: ${res.status}`); + const data: AlertListResponse = await res.json(); + return data.alerts; +} + +export async function createAlert(data: { + name: string; + conditions: ConditionObject[]; + notify_platform: string; +}): Promise { + const res = await fetch('/api/v1/alerts', { + method: 'POST', + headers: getHeaders(), + body: JSON.stringify(data), + }); + if (!res.ok) { + const err = await res.json().catch(() => ({})); + throw new Error(err.detail || `HTTP ${res.status}`); + } + return res.json(); +} + +export async function updateAlert( + id: number, + data: { + name?: string; + conditions?: ConditionObject[]; + notify_platform?: string; + is_active?: boolean; + }, +): Promise { + const res = await fetch(`/api/v1/alerts/${id}`, { + method: 'PUT', + headers: getHeaders(), + body: JSON.stringify(data), + }); + if (!res.ok) { + const err = await res.json().catch(() => ({})); + throw new Error(err.detail || `HTTP ${res.status}`); + } + return res.json(); +} + +export async function deleteAlert(id: number): Promise { + const res = await fetch(`/api/v1/alerts/${id}`, { + method: 'DELETE', + headers: getHeaders(), + }); + if (!res.ok) { + const err = await res.json().catch(() => ({})); + throw new Error(err.detail || `HTTP ${res.status}`); + } +} diff --git a/frontend/src/features/api/apiService.ts b/frontend/src/features/api/apiService.ts new file mode 100755 index 0000000..9dc9665 --- /dev/null +++ b/frontend/src/features/api/apiService.ts @@ -0,0 +1,266 @@ +import type { Exchange, Symbol, Candle, Indicators, User } from '../../types/trading'; + +const BASE_URL = '/api/v1'; + +interface ApiError { + detail?: string; + message?: string; +} + +class ApiServiceError extends Error { + status: number; + data: unknown; + + constructor(message: string, status: number, data: unknown) { + super(message); + this.name = 'ApiServiceError'; + this.status = status; + this.data = data; + } +} + +function getAccessToken(): string | null { + return localStorage.getItem('access_token'); +} + +function getRefreshToken(): string | null { + return localStorage.getItem('refresh_token'); +} + +function setTokens(access: string, refresh: string): void { + localStorage.setItem('access_token', access); + localStorage.setItem('refresh_token', refresh); +} + +function clearTokens(): void { + localStorage.removeItem('access_token'); + localStorage.removeItem('refresh_token'); +} + +async function refreshAccessToken(): Promise { + const refreshToken = getRefreshToken(); + if (!refreshToken) return null; + + try { + const response = await fetch(`${BASE_URL}/auth/refresh`, { + method: 'POST', + headers: { 'Content-Type': 'application/json' }, + body: JSON.stringify({ refresh_token: refreshToken }), + }); + + if (!response.ok) { + clearTokens(); + return null; + } + + const data = await response.json(); + const newAccess = data.access_token || data.accessToken; + const newRefresh = data.refresh_token || data.refreshToken; + + if (newAccess) { + setTokens(newAccess, newRefresh || refreshToken); + return newAccess; + } + + return null; + } catch { + clearTokens(); + return null; + } +} + +export async function apiFetch( + url: string, + options: RequestInit = {}, +): Promise { + const token = getAccessToken(); + + const headers: Record = { + ...(options.headers as Record | undefined), + } as Record; + + if (token) { + headers['Authorization'] = `Bearer ${token}`; + } + + if (!(options.body instanceof FormData)) { + headers['Content-Type'] = headers['Content-Type'] || 'application/json'; + } + + let response = await fetch(`${BASE_URL}${url}`, { + ...options, + headers, + }); + + // If 401, try refreshing the token + if (response.status === 401 && token) { + const newToken = await refreshAccessToken(); + if (newToken) { + headers['Authorization'] = `Bearer ${newToken}`; + response = await fetch(`${BASE_URL}${url}`, { + ...options, + headers, + }); + } + } + + if (!response.ok) { + let errorData: ApiError | null = null; + try { + errorData = await response.json() as ApiError; + } catch { + // ignore parse failure + } + throw new ApiServiceError( + errorData?.detail || errorData?.message || `HTTP ${response.status}`, + response.status, + errorData, + ); + } + + // Handle 204 No Content + if (response.status === 204) { + return undefined as T; + } + + return response.json() as Promise; +} + +// --- Auth endpoints --- + +export async function login(username: string, password: string): Promise<{ access_token: string; refresh_token: string; token_type?: string }> { + const result = await apiFetch<{ access_token: string; refresh_token: string; token_type?: string }>('/auth/login', { + method: 'POST', + headers: { 'Content-Type': 'application/json' }, + body: JSON.stringify({ username, password }), + }); + + setTokens(result.access_token, result.refresh_token); + return result; +} + +export async function register(username: string, email: string, password: string): Promise<{ id: number; username: string; email: string }> { + return apiFetch('/auth/register', { + method: 'POST', + body: JSON.stringify({ username, email, password }), + }); +} + +export async function getMe(): Promise<{ id: number; username: string; email: string; is_active: boolean }> { + return apiFetch('/auth/me'); +} + +export async function logout(): Promise { + try { + const refreshToken = getRefreshToken(); + await apiFetch('/auth/logout', { + method: 'POST', + body: JSON.stringify({ refresh_token: refreshToken || '' }), + }); + } finally { + clearTokens(); + } +} + +// --- Exchange/Symbol endpoints --- + +export async function getExchanges(): Promise { + return apiFetch('/exchanges'); +} + +export async function getSymbols(exchange: number, activeOnly = true): Promise { + const params = new URLSearchParams(); + params.append('exchange_id', String(exchange)); + if (activeOnly) params.append('active', 'true'); + return apiFetch(`/symbols?${params.toString()}`); +} + +export async function getCandles( + symbol: string, + exchange: number, + timeframe = '1h', + limit = 200, +): Promise { + const params = new URLSearchParams({ + exchange_id: String(exchange), + timeframe, + limit: String(limit), + }); + return apiFetch(`/symbols/${symbol}/candles?${params.toString()}`); +} + +export async function getIndicators( + symbol: string, + exchange: number, + timeframe = '1h', +): Promise { + const params = new URLSearchParams({ + exchange_id: String(exchange), + timeframe, + }); + return apiFetch(`/symbols/${symbol}/indicators?${params.toString()}`); +} + +// --- Admin endpoints --- + +export async function adminGetUsers(): Promise { + return apiFetch('/admin/users'); +} + +export async function adminUpdateUser(userId: string, data: { is_active?: boolean; is_admin?: boolean; email?: string; display_name?: string | null }): Promise { + return apiFetch(`/admin/users/${userId}`, { + method: 'PUT', + body: JSON.stringify(data), + }); +} + +export async function adminGetExchanges(): Promise { + return apiFetch('/admin/exchanges'); +} + +export async function adminCreateExchange(data: { name: string; display_name: string; base_url: string; ws_url: string }): Promise { + return apiFetch('/admin/exchanges', { + method: 'POST', + body: JSON.stringify(data), + }); +} + +export async function adminUpdateExchange(id: number, data: { display_name?: string; is_active?: boolean; base_url?: string; ws_url?: string }): Promise { + return apiFetch(`/admin/exchanges/${id}`, { + method: 'PUT', + body: JSON.stringify(data), + }); +} + +export async function adminGetHealth(): Promise<{ status: string; version: string; uptime: number; db: { connected: boolean; latency_ms: number; pool_size: number }; exchange_connections: { exchange: string; connected: boolean }[] }> { + return apiFetch('/admin/health/detailed'); +} + +// --- User Management --- + +export async function adminCreateUser(data: { + username: string; + email: string; + password: string; + display_name?: string; + is_admin?: boolean; + role?: string; +}): Promise { + return apiFetch('/admin/users', { + method: 'POST', + body: JSON.stringify(data), + }); +} + +export async function adminDeleteUser(userId: string): Promise<{ message: string }> { + return apiFetch<{ message: string }>(`/admin/users/${userId}`, { method: 'DELETE' }); +} + +export async function adminResetPassword(userId: string, newPassword: string): Promise<{ message: string }> { + return apiFetch<{ message: string }>(`/admin/users/${userId}/reset-password`, { + method: 'POST', + body: JSON.stringify({ new_password: newPassword }), + }); +} + +export { ApiServiceError, clearTokens, setTokens }; diff --git a/frontend/src/features/api/realTradeApi.ts b/frontend/src/features/api/realTradeApi.ts new file mode 100755 index 0000000..975023f --- /dev/null +++ b/frontend/src/features/api/realTradeApi.ts @@ -0,0 +1,71 @@ +/** API functions for real trades. */ + +export interface RealTrade { + id: number; + user_id: number; + exchange: string; + symbol: string; + side: string; + order_type: string; + amount: number; + price: number | null; + filled_amount: number; + status: string; + pnl: number | null; + pnl_percent: number | null; + order_id: string | null; + created_at: string; + closed_at: string | null; +} + +export interface RealTradeListResponse { + trades: RealTrade[]; + total: number; + total_pnl: number | null; + win_rate: number | null; +} + +export interface WinRatePeriod { + trades: number; + wins: number; + win_rate: number; +} + +export interface WinRateResponse { + daily: WinRatePeriod; + weekly: WinRatePeriod; + monthly: WinRatePeriod; +} + +export async function fetchRealTrades( + symbol?: string, + status?: string, + limit = 100, +): Promise { + const params = new URLSearchParams(); + if (symbol) params.set('symbol', symbol); + if (status) params.set('status', status); + params.set('limit', String(limit)); + + const token = localStorage.getItem('access_token'); + const res = await fetch(`/api/v1/real-trades?${params}`, { + headers: { + 'Content-Type': 'application/json', + ...(token ? { Authorization: `Bearer ${token}` } : {}), + }, + }); + if (!res.ok) throw new Error(`Failed to fetch real trades: ${res.status}`); + return res.json(); +} + +export async function fetchWinRate(): Promise { + const token = localStorage.getItem('access_token'); + const res = await fetch('/api/v1/real-trades/win-rate', { + headers: { + 'Content-Type': 'application/json', + ...(token ? { Authorization: `Bearer ${token}` } : {}), + }, + }); + if (!res.ok) throw new Error(`Failed to fetch win rate: ${res.status}`); + return res.json(); +} diff --git a/frontend/src/features/api/signalApi.ts b/frontend/src/features/api/signalApi.ts new file mode 100755 index 0000000..8fddf41 --- /dev/null +++ b/frontend/src/features/api/signalApi.ts @@ -0,0 +1,107 @@ +/** API functions for trading signals and hypothetical trades. */ + +export interface Signal { + id: number; + symbol: string; + exchange: string; + timeframe: string; + signal_type: string; + strength: string; + price: number; + timestamp: string; + indicators_snapshot: string | null; + status: string; + note: string | null; + created_at: string; +} + +export interface Trade { + id: number; + signal_id: number | null; + symbol: string; + exchange: string; + timeframe: string; + direction: string; + entry_price: number; + entry_time: string; + entry_reason: string | null; + exit_price: number | null; + exit_time: string | null; + exit_reason: string | null; + quantity: number; + pnl: number | null; + pnl_percent: number | null; + status: string; + created_at: string; + closed_at: string | null; +} + +export interface SignalListResponse { + signals: Signal[]; + total: number; +} + +export interface TradeListResponse { + trades: Trade[]; + total: number; + total_pnl: number | null; + win_rate: number | null; +} + +function getHeaders(): Record { + const token = localStorage.getItem('access_token'); + return { + 'Content-Type': 'application/json', + ...(token ? { Authorization: `Bearer ${token}` } : {}), + }; +} + +export async function fetchSignals(symbol?: string, limit = 50): Promise { + const params = new URLSearchParams(); + if (symbol) params.set('symbol', symbol); + params.set('limit', String(limit)); + + const res = await fetch(`/api/v1/signals?${params}`, { headers: getHeaders() }); + if (!res.ok) throw new Error(`Failed to fetch signals: ${res.status}`); + return res.json(); +} + +export async function fetchTrades(symbol?: string, status?: string, limit = 100): Promise { + const params = new URLSearchParams(); + if (symbol) params.set('symbol', symbol); + if (status) params.set('status', status); + params.set('limit', String(limit)); + + const res = await fetch(`/api/v1/signals/trades?${params}`, { headers: getHeaders() }); + if (!res.ok) throw new Error(`Failed to fetch trades: ${res.status}`); + return res.json(); +} + +/** Signal type display config */ +export const SIGNAL_CONFIG: Record = { + STRONG_BUY: { label: 'Strong Buy', icon: '🟢', color: '#3fb950', bg: 'rgba(63, 185, 80, 0.15)' }, + BUY: { label: 'Buy', icon: '✅', color: '#26a69a', bg: 'rgba(38, 166, 154, 0.12)' }, + STRONG_SELL: { label: 'Strong Sell', icon: '🔴', color: '#f85149', bg: 'rgba(248, 81, 73, 0.15)' }, + SELL: { label: 'Sell', icon: '❌', color: '#ef5350', bg: 'rgba(239, 83, 80, 0.12)' }, + CAUTION_LONG: { label: 'Caution Long', icon: '⚠️', color: '#d29922', bg: 'rgba(210, 153, 34, 0.15)' }, + CAUTION_SHORT: { label: 'Caution Short', icon: '⚠️', color: '#d29922', bg: 'rgba(210, 153, 34, 0.15)' }, + SQUEEZE_ALERT: { label: 'BB Squeeze', icon: '🔥', color: '#ff6b35', bg: 'rgba(255, 107, 53, 0.15)' }, +}; + +export function formatPrice(price: number): string { + if (price >= 1000) return price.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 2 }); + if (price >= 1) return price.toFixed(4); + return price.toFixed(6); +} + +export function formatPnL(pnl: number | null): string { + if (pnl === null) return '—'; + const prefix = pnl >= 0 ? '+' : ''; + return `${prefix}$${pnl.toFixed(2)}`; +} + +export function formatPnLPercent(pct: number | null): string { + if (pct === null) return '—'; + const prefix = pct >= 0 ? '+' : ''; + return `${prefix}${pct.toFixed(2)}%`; +} diff --git a/frontend/src/features/api/watchlistApi.ts b/frontend/src/features/api/watchlistApi.ts new file mode 100755 index 0000000..ede202f --- /dev/null +++ b/frontend/src/features/api/watchlistApi.ts @@ -0,0 +1,62 @@ +/** API functions for user watchlist management. */ + +export interface WatchlistItem { + id: string; + symbol_id: number; + symbol: string; + exchange: string; + label: string | null; + sort_order: number; +} + +export interface SymbolOption { + id: number; + exchange_id: number; + symbol: string; + base: string; + quote: string; + is_active: boolean; +} + +function getHeaders(): Record { + const token = localStorage.getItem('access_token'); + return { + 'Content-Type': 'application/json', + ...(token ? { Authorization: `Bearer ${token}` } : {}), + }; +} + +export async function fetchWatchlist(): Promise { + const res = await fetch('/api/v1/watchlist', { headers: getHeaders() }); + if (!res.ok) throw new Error(`Failed to fetch watchlist: ${res.status}`); + return res.json(); +} + +export async function addToWatchlist(symbolId: number, label?: string): Promise { + const res = await fetch('/api/v1/watchlist', { + method: 'POST', + headers: getHeaders(), + body: JSON.stringify({ symbol_id: symbolId, label: label || null }), + }); + if (!res.ok) { + const err = await res.json().catch(() => ({})); + throw new Error(err.detail || `Failed to add: ${res.status}`); + } + return res.json(); +} + +export async function removeFromWatchlist(id: string): Promise { + const res = await fetch(`/api/v1/watchlist/${id}`, { + method: 'DELETE', + headers: getHeaders(), + }); + if (!res.ok) throw new Error(`Failed to remove: ${res.status}`); +} + +export async function fetchAllSymbols(exchange = 'mexc', q = ''): Promise { + const params = new URLSearchParams({ exchange }); + if (q) params.set('q', q); + const res = await fetch(`/api/v1/watchlist/all-symbols?${params}`, { headers: getHeaders() }); + if (!res.ok) throw new Error(`Failed to fetch symbols: ${res.status}`); + return res.json(); +} diff --git a/frontend/src/features/api/websocketService.ts b/frontend/src/features/api/websocketService.ts new file mode 100755 index 0000000..dd07d50 --- /dev/null +++ b/frontend/src/features/api/websocketService.ts @@ -0,0 +1,172 @@ +type CandleCallback = (data: { + symbol: string; + exchange: string; + timeframe: string; + timestamp: string; + open: number; + high: number; + low: number; + close: number; + volume: number; +}) => void; + +type SignalCallback = (data: { + id: number; + symbol: string; + signal_type: string; + strength: string; + price: number; + timestamp: string; + indicators_snapshot: string | null; +}) => void; + +class WebSocketService { + private ws: WebSocket | null = null; + private reconnectAttempts = 0; + private maxReconnectAttempts = 10; + private reconnectTimer: ReturnType | null = null; + private shouldReconnect = false; + private candleCallback: CandleCallback | null = null; + private signalCallback: SignalCallback | null = null; + private subscriptions: Array<{ symbol: string; timeframe: string; exchange: string }> = []; + private token = ''; + + connect(token: string): void { + if (this.ws?.readyState === WebSocket.OPEN || this.ws?.readyState === WebSocket.CONNECTING) { + return; + } + this.token = token; + this.shouldReconnect = true; + this.reconnectAttempts = 0; + this.doConnect(); + } + + private doConnect(): void { + if (!this.token) return; + + const wsUrl = `/ws/v1/candles?token=${encodeURIComponent(this.token)}`; + const protocol = window.location.protocol === 'https:' ? 'wss:' : 'ws:'; + const fullUrl = `${protocol}//${window.location.host}${wsUrl}`; + + try { + this.ws = new WebSocket(fullUrl); + + this.ws.onopen = () => { + this.reconnectAttempts = 0; + // Re-subscribe to all channels + for (const sub of this.subscriptions) { + this.sendSubscribe(sub); + } + }; + + this.ws.onmessage = (event: MessageEvent) => { + try { + const msg = JSON.parse(event.data); + if (msg.type === 'candle' && msg.data && this.candleCallback) { + this.candleCallback(msg.data); + } + if (msg.type === 'signal' && msg.data && this.signalCallback) { + this.signalCallback(msg.data); + } + } catch { + // ignore parse errors + } + }; + + this.ws.onclose = () => { + if (this.shouldReconnect) { + this.scheduleReconnect(); + } + }; + + this.ws.onerror = () => { + // onclose fires after onerror + }; + } catch { + if (this.shouldReconnect) { + this.scheduleReconnect(); + } + } + } + + disconnect(): void { + this.shouldReconnect = false; + this.subscriptions = []; + this.candleCallback = null; + this.signalCallback = null; + + if (this.reconnectTimer) { + clearTimeout(this.reconnectTimer); + this.reconnectTimer = null; + } + + if (this.ws) { + this.ws.onclose = null; + this.ws.close(); + this.ws = null; + } + this.reconnectAttempts = 0; + } + + subscribe(symbol: string, timeframe: string, exchange: string): void { + const sub = { symbol, timeframe, exchange }; + this.subscriptions.push(sub); + if (this.ws?.readyState === WebSocket.OPEN) { + this.sendSubscribe(sub); + } + } + + unsubscribe(symbol: string, timeframe: string, exchange: string): void { + this.subscriptions = this.subscriptions.filter( + (s) => !(s.symbol === symbol && s.timeframe === timeframe && s.exchange === exchange) + ); + if (this.ws?.readyState === WebSocket.OPEN) { + this.ws.send(JSON.stringify({ + action: 'unsubscribe', + symbol, + timeframe, + exchange, + })); + } + } + + onCandle(callback: CandleCallback): void { + this.candleCallback = callback; + } + + onSignal(callback: SignalCallback): void { + this.signalCallback = callback; + } + + private sendSubscribe(sub: { symbol: string; timeframe: string; exchange: string }): void { + if (this.ws?.readyState === WebSocket.OPEN) { + this.ws.send(JSON.stringify({ + action: 'subscribe', + symbol: sub.symbol, + timeframe: sub.timeframe, + exchange: sub.exchange, + })); + } + } + + private scheduleReconnect(): void { + if (this.reconnectAttempts >= this.maxReconnectAttempts) { + this.shouldReconnect = false; + return; + } + const delay = Math.min(1000 * Math.pow(2, this.reconnectAttempts), 30000); + this.reconnectAttempts++; + this.reconnectTimer = setTimeout(() => { + if (this.shouldReconnect) { + this.doConnect(); + } + }, delay); + } + + get connected(): boolean { + return this.ws?.readyState === WebSocket.OPEN; + } +} + +export const wsService = new WebSocketService(); +export default WebSocketService; diff --git a/frontend/src/features/auth/LoginPage.tsx b/frontend/src/features/auth/LoginPage.tsx new file mode 100755 index 0000000..837ca6b --- /dev/null +++ b/frontend/src/features/auth/LoginPage.tsx @@ -0,0 +1,70 @@ +import { useAppDispatch } from '../../app/hooks'; +import { loginThunk } from './authSlice'; +import { useState, type FormEvent } from 'react'; +import { useNavigate } from 'react-router-dom'; +import { useT } from '../../translations'; + +export default function LoginPage() { + const dispatch = useAppDispatch(); + const navigate = useNavigate(); + const { t } = useT(); + const [username, setUsername] = useState(''); + const [password, setPassword] = useState(''); + const [error, setError] = useState(''); + const [isSubmitting, setIsSubmitting] = useState(false); // P2-12 + + const handleSubmit = async (e: FormEvent) => { + e.preventDefault(); + setError(''); + setIsSubmitting(true); // P2-12: show loading state + try { + await dispatch(loginThunk({ username, password })).unwrap(); + navigate('/dashboard'); + } catch (err) { + setError(typeof err === 'string' ? err : t('login.error')); + } finally { + setIsSubmitting(false); + } + }; + + return ( +
+
+

{t('login.title')}

+

{t('login.subtitle')}

+ {error &&
{error}
} +
+
+ + setUsername(e.target.value)} + placeholder={t('login.username')} + required + /> +
+
+ + setPassword(e.target.value)} + placeholder={t('login.password')} + required + /> +
+ +
+ {/* Register temporarily hidden while features stabilize */} + {/*

*/} + {/* Don't have an account? Register */} + {/*

*/} +
+
+ ); +} diff --git a/frontend/src/features/auth/RegisterPage.tsx b/frontend/src/features/auth/RegisterPage.tsx new file mode 100755 index 0000000..a19eb35 --- /dev/null +++ b/frontend/src/features/auth/RegisterPage.tsx @@ -0,0 +1,93 @@ +import { useAppDispatch } from '../../app/hooks'; +import { registerThunk } from './authSlice'; +import { useState, type FormEvent } from 'react'; +import { useNavigate } from 'react-router-dom'; + +export default function RegisterPage() { + const dispatch = useAppDispatch(); + const navigate = useNavigate(); + const [username, setUsername] = useState(''); + const [email, setEmail] = useState(''); + const [password, setPassword] = useState(''); + const [confirmPassword, setConfirmPassword] = useState(''); + const [error, setError] = useState(''); + + const handleSubmit = async (e: FormEvent) => { + e.preventDefault(); + setError(''); + + if (password !== confirmPassword) { + setError('Passwords do not match'); + return; + } + + try { + await dispatch(registerThunk({ username, email, password })).unwrap(); + navigate('/dashboard'); + } catch (err) { + setError(typeof err === 'string' ? err : 'Registration failed'); + } + }; + + return ( +
+
+

Trading Portal

+

Create Account

+ {error &&
{error}
} +
+
+ + setUsername(e.target.value)} + placeholder="Choose a username" + required + /> +
+
+ + setEmail(e.target.value)} + placeholder="Enter your email" + required + /> +
+
+ + setPassword(e.target.value)} + placeholder="Create a password" + required + /> +
+
+ + setConfirmPassword(e.target.value)} + placeholder="Confirm your password" + required + /> +
+ +
+

+ Already have an account? Sign In +

+
+
+ ); +} diff --git a/frontend/src/features/auth/authSlice.ts b/frontend/src/features/auth/authSlice.ts new file mode 100755 index 0000000..1cbae77 --- /dev/null +++ b/frontend/src/features/auth/authSlice.ts @@ -0,0 +1,160 @@ +import { createSlice, createAsyncThunk } from '@reduxjs/toolkit'; +import type { PayloadAction } from '@reduxjs/toolkit'; +import type { AuthState, User } from '../../types/trading'; +import * as api from '../api/apiService'; + +function loadInitialState(): AuthState { + const token = localStorage.getItem('access_token'); + return { + user: null, + accessToken: token, + refreshToken: localStorage.getItem('refresh_token'), + isAuthenticated: !!token, + isLoading: false, + error: null, + }; +} + +export const loginThunk = createAsyncThunk( + 'auth/login', + async ({ username, password }: { username: string; password: string }, { rejectWithValue }) => { + try { + const result = await api.login(username, password); + localStorage.setItem('access_token', result.access_token); + localStorage.setItem('refresh_token', result.refresh_token); + // Fetch user info after login + const user = await api.getMe(); + return { user, accessToken: result.access_token, refreshToken: result.refresh_token }; + } catch (err: unknown) { + if (err instanceof Error) { + return rejectWithValue(err.message); + } + return rejectWithValue('Login failed'); + } + }, +); + +export const registerThunk = createAsyncThunk( + 'auth/register', + async ( + { username, email, password }: { username: string; email: string; password: string }, + { rejectWithValue }, + ) => { + try { + await api.register(username, email, password); + // Auto-login after registration + const result = await api.login(username, password); + localStorage.setItem('access_token', result.access_token); + localStorage.setItem('refresh_token', result.refresh_token); + const user = await api.getMe(); + return { user, accessToken: result.access_token, refreshToken: result.refresh_token }; + } catch (err: unknown) { + if (err instanceof Error) { + return rejectWithValue(err.message); + } + return rejectWithValue('Registration failed'); + } + }, +); + +export const fetchCurrentUser = createAsyncThunk( + 'auth/fetchCurrentUser', + async (_, { rejectWithValue }) => { + try { + const user = await api.getMe(); + return user as User; + } catch (err: unknown) { + if (err instanceof Error) { + return rejectWithValue(err.message); + } + return rejectWithValue('Failed to fetch user'); + } + }, +); + +export const logoutThunk = createAsyncThunk( + 'auth/logout', + async () => { + await api.logout(); + }, +); + +const authSlice = createSlice({ + name: 'auth', + initialState: loadInitialState(), + reducers: { + setCredentials(state, action: PayloadAction<{ user: User; accessToken: string; refreshToken: string }>) { + state.user = action.payload.user; + state.accessToken = action.payload.accessToken; + state.refreshToken = action.payload.refreshToken; + state.isAuthenticated = true; + state.error = null; + }, + clearCredentials(state) { + state.user = null; + state.accessToken = null; + state.refreshToken = null; + state.isAuthenticated = false; + state.error = null; + localStorage.removeItem('access_token'); + localStorage.removeItem('refresh_token'); + }, + clearError(state) { + state.error = null; + }, + }, + extraReducers: (builder) => { + builder + // Login + .addCase(loginThunk.pending, (state) => { + state.isLoading = true; + state.error = null; + }) + .addCase(loginThunk.fulfilled, (state, action) => { + state.isLoading = false; + state.user = action.payload.user; + state.accessToken = action.payload.accessToken; + state.refreshToken = action.payload.refreshToken; + state.isAuthenticated = true; + }) + .addCase(loginThunk.rejected, (state, action) => { + state.isLoading = false; + state.error = (action.payload as string) || 'Login failed'; + }) + // Register + .addCase(registerThunk.pending, (state) => { + state.isLoading = true; + state.error = null; + }) + .addCase(registerThunk.fulfilled, (state) => { + state.isLoading = false; + }) + .addCase(registerThunk.rejected, (state, action) => { + state.isLoading = false; + state.error = (action.payload as string) || 'Registration failed'; + }) + // Fetch current user + .addCase(fetchCurrentUser.fulfilled, (state, action) => { + state.user = action.payload; + state.isAuthenticated = true; + }) + .addCase(fetchCurrentUser.rejected, (state) => { + state.user = null; + state.accessToken = null; + state.refreshToken = null; + state.isAuthenticated = false; + localStorage.removeItem('access_token'); + localStorage.removeItem('refresh_token'); + }) + // Logout + .addCase(logoutThunk.fulfilled, (state) => { + state.user = null; + state.accessToken = null; + state.refreshToken = null; + state.isAuthenticated = false; + }); + }, +}); + +export const { setCredentials, clearCredentials, clearError } = authSlice.actions; +export default authSlice.reducer; diff --git a/frontend/src/features/backtest/BacktestPage.tsx b/frontend/src/features/backtest/BacktestPage.tsx new file mode 100755 index 0000000..7b7bddc --- /dev/null +++ b/frontend/src/features/backtest/BacktestPage.tsx @@ -0,0 +1,323 @@ +import React, { useState, useCallback, useEffect } from 'react'; +import { useT } from '../../translations'; + +interface SignalCounts { + [key: string]: number; +} + +interface TradeInfo { + direction: string; + entry_price: number; + exit_price: number; + pnl: number; + entry_signal: string; +} + +interface Trade { + direction: string; + entry_price: number; + exit_price?: number; + entry_time?: string; + pnl?: number; + entry_signal: string; + exit_reason?: string; + status?: string; +} + +interface BacktestResult { + symbol: string; + exchange: string; + timeframe: string; + days: number; + candles_count: number; + signal_counts: SignalCounts; + total_signals: number; + recent_signals: Array<{ time: string; signal: string; strength: string; price: number }>; + trades: { + total: number; + wins: number; + losses: number; + win_rate: number; + total_pnl: number; + profit_factor: number | null; + avg_win: number | null; + avg_loss: number | null; + best_trade: TradeInfo | null; + worst_trade: TradeInfo | null; + per_signal: Record; + recent: Trade[]; + }; +} + +const SIGNAL_ICONS: Record = { + 'STRONG_BUY': '🚀', 'BUY': '📈', + 'STRONG_SELL': '🔻', 'SELL': '📉', + 'CAUTION_LONG': '⚠️', 'CAUTION_SHORT': '⚠️', + 'SQUEEZE_ALERT': '⚡', +}; + +const EXCHANGES = ['binance', 'bybit', 'mexc', 'gate', 'bingx']; +const TIMEFRAMES = ['15m', '30m', '1h', '4h']; + +export default function BacktestPage() { + const { t } = useT(); + const [exchange, setExchange] = useState('binance'); + const [symbol, setSymbol] = useState('BTC/USDT'); + const [symbols, setSymbols] = useState([]); + const [timeframe, setTimeframe] = useState('30m'); + const [days, setDays] = useState(7); + const [tradeSize, setTradeSize] = useState(10); + const [result, setResult] = useState(null); + const [loading, setLoading] = useState(false); + const [error, setError] = useState(''); + + // Load symbols when exchange changes + useEffect(() => { + let cancelled = false; + async function loadSymbols() { + try { + const res = await fetch( + `/api/v1/backtest/symbols?exchange=${encodeURIComponent(exchange)}`, + { credentials: 'include' } + ); + if (!res.ok) return; + const data = await res.json(); + if (cancelled) return; + const names = (data.symbols || []).map((s: any) => s.symbol); + setSymbols(names); + // Keep current symbol if in list, else pick first + if (names.length > 0 && !names.includes(symbol)) { + setSymbol(names[0]); + } + } catch {} + } + loadSymbols(); + return () => { cancelled = true; }; + }, [exchange]); + + const runBacktest = useCallback(async () => { + setLoading(true); + setError(''); + setResult(null); + try { + const res = await fetch( + `/api/v1/backtest/run?symbol=${encodeURIComponent(symbol)}&exchange=${exchange}&timeframe=${timeframe}&days=${days}&trade_size=${tradeSize}`, + { credentials: 'include' } + ); + if (!res.ok) { + const err = await res.json().catch(() => ({})); + throw new Error(err.detail || `HTTP ${res.status}`); + } + const data = await res.json(); + setResult(data); + } catch (e: any) { + setError(e.message); + } finally { + setLoading(false); + } + }, [symbol, timeframe, days, tradeSize]); + + return ( +
+

📊 {t('Backtest')}

+ + {/* Controls */} +
+
+
+ +
+
+
+ +
+
+
+ +
+
+
+ +
+
+
+ setTradeSize(Number(e.target.value))} + style={{ ...selectStyle, width: '80px' }} min={1} /> +
+ +
+ + {error &&
❌ {error}
} + + {result && ( + <> + {/* Summary Cards */} +
+ + = 50 ? '#22c55e' : '#ef4444'} /> + = 0 ? '#22c55e' : '#ef4444'} /> + = 1 ? '#22c55e' : '#ef4444'} /> + + +
+ + {/* Signal Breakdown */} +
+

📋 Signal Breakdown

+
+ {Object.entries(result.signal_counts).map(([sig, count]) => { + const icon = SIGNAL_ICONS[sig] || '❓'; + const sigTrades = result.trades.per_signal[sig] || { trades: 0, wins: 0, pnl: 0 }; + return ( +
+
+ {icon} {sig.replace('_', ' ')} +
+
+ {count} signals → {sigTrades.trades} trades +
+
= 0 ? '#22c55e' : '#ef4444' + }}> + ${sigTrades.pnl.toFixed(2)} ({sigTrades.trades ? Math.round(sigTrades.wins / sigTrades.trades * 100) : 0}% WR) +
+
+ ); + })} +
+
+ + {/* Best/Worst Trades */} +
+ {result.trades.best_trade && ( +
+
🏆 Best Trade
+
{result.trades.best_trade.direction} @ ${result.trades.best_trade.entry_price.toFixed(2)}
+
+${result.trades.best_trade.pnl.toFixed(2)}
+
+ )} + {result.trades.worst_trade && ( +
+
💸 Worst Trade
+
{result.trades.worst_trade.direction} @ ${result.trades.worst_trade.entry_price.toFixed(2)}
+
{result.trades.worst_trade.pnl.toFixed(2)}$
+
+ )} +
+ + {/* Recent Signals */} +
+

📋 Recent Signals (last 15)

+
+ + + + + + + + + + {result.recent_signals.map((s, i) => ( + + + + + + ))} + +
TimeSignalPrice
{s.time.slice(5, 16)} + {SIGNAL_ICONS[s.signal] || '❓'} {s.signal.replace('_', ' ')} + ${s.price.toFixed(2)}
+
+
+ + {/* Recent Trades */} + {result.trades.recent.length > 0 && ( +
+

📋 Recent Trades (last 10)

+
+ + + + + + + + + + + + + {result.trades.recent.slice().reverse().map((t, i) => ( + + + + + + + + + ))} + +
TimeDirEntryExitPnLReason
{t.entry_time?.slice(5, 16) || '-'}{t.direction}${t.entry_price.toFixed(2)}${t.exit_price?.toFixed(2) || '-'}= 0 ? '#22c55e' : '#ef4444' }}> + ${t.pnl?.toFixed(2) || '0.00'} + {t.exit_reason || '-'}
+
+
+ )} + + )} +
+ ); +} + +const selectStyle: React.CSSProperties = { + padding: '6px 10px', borderRadius: '6px', border: '1px solid #333', + background: '#1a1a2e', color: '#e0e0e0', fontSize: '14px', +}; + +const thStyle: React.CSSProperties = { + textAlign: 'left', padding: '8px 12px', color: '#888', fontWeight: 500, +}; + +const tdStyle: React.CSSProperties = { + padding: '6px 12px', +}; + +function SummaryCard({ label, value, color }: { label: string; value: string; color?: string }) { + return ( +
+
{label}
+
{value}
+
+ ); +} diff --git a/frontend/src/features/dashboard/ChartContainer.tsx b/frontend/src/features/dashboard/ChartContainer.tsx new file mode 100755 index 0000000..b80657c --- /dev/null +++ b/frontend/src/features/dashboard/ChartContainer.tsx @@ -0,0 +1,588 @@ +import { useEffect, useRef, useState } from 'react'; +import { + createChart, + createSeriesMarkers, + CrosshairMode, + CandlestickSeries, + HistogramSeries, + LineSeries, + ColorType, + LineStyle, +} from 'lightweight-charts'; +import type { + IChartApi, + ISeriesApi, + CandlestickData, + HistogramData, + LineData, + UTCTimestamp, +} from 'lightweight-charts'; + +interface Candle { + time: number; + open: number; + high: number; + low: number; + close: number; + volume: number; +} + +interface MarketStructure { + swing_highs: (number | null)[]; + swing_lows: (number | null)[]; + bos: string | null; + choch: string | null; + order_blocks: any[]; + trend: string; + last_swing_high: number | null; + last_swing_low: number | null; +} + +interface IndicatorResponse { + sma_20?: number[]; + sma_50?: number[]; + ema_12?: number[]; + ema_26?: number[]; + rsi_14?: number[]; + stoch_rsi?: { k: number[]; d: number[] }; + macd?: { macd_line: number[]; signal_line: number[]; histogram: number[] }; + bollinger_bands?: { + upper: number[]; + middle: number[]; + lower: number[]; + upper_1?: number[]; + lower_1?: number[]; + }; + vwap?: number[]; + market_structure?: MarketStructure; +} + +interface Props { + symbol: string; + exchange: string; + timeframe: string; + onPriceUpdate?: (price: number | null) => void; +} + +export default function ChartContainer({ symbol, exchange, timeframe, onPriceUpdate }: Props) { + const chartContainerRef = useRef(null); + const chartRef = useRef(null); + const [loading, setLoading] = useState(true); + const [error, setError] = useState(null); + + const seriesRef = useRef<{ + candle?: ISeriesApi<'Candlestick'>; + volume?: ISeriesApi<'Histogram'>; + sma?: ISeriesApi<'Line'>; + ema?: ISeriesApi<'Line'>; + bbUpper2?: ISeriesApi<'Line'>; + bbLower2?: ISeriesApi<'Line'>; + bbUpper1?: ISeriesApi<'Line'>; + bbLower1?: ISeriesApi<'Line'>; + bbMiddle?: ISeriesApi<'Line'>; + stochK?: ISeriesApi<'Line'>; + stochD?: ISeriesApi<'Line'>; + obLine?: ISeriesApi<'Line'>; + osLine?: ISeriesApi<'Line'>; + markersPlugin?: { setMarkers: (m: any[]) => void; detach: () => void }; + }>({}); + + useEffect(() => { + if (!chartContainerRef.current) return; + + // Use explicit dimensions from container (important for iOS Safari) + const containerRect = chartContainerRef.current.getBoundingClientRect(); + + const chart = createChart(chartContainerRef.current, { + width: Math.max(containerRect.width, 400), + height: Math.max(containerRect.height, 300), + layout: { + background: { type: ColorType.Solid, color: '#0d1117' }, + textColor: '#c9d1d9', + }, + grid: { + vertLines: { color: '#1a2332' }, + horzLines: { color: '#1a2332' }, + }, + crosshair: { + mode: CrosshairMode.Normal, + }, + rightPriceScale: { + borderColor: '#30363d', + }, + timeScale: { + borderColor: '#30363d', + timeVisible: true, + secondsVisible: false, + }, + handleScroll: true, + handleScale: true, + }); + + chartRef.current = chart; + + // Reserve space for Stoch RSI + Volume panes below candlesticks + chart.priceScale('right').applyOptions({ + scaleMargins: { + top: 0, // candlesticks start at top + bottom: 0.45, // leave bottom 45% for Stoch RSI (25%) + Volume (20%) + }, + }); + + // Candlestick series (main pane) + const candleSeries = chart.addSeries(CandlestickSeries, { + upColor: '#26a69a', + downColor: '#ef5350', + borderUpColor: '#26a69a', + borderDownColor: '#ef5350', + wickUpColor: '#26a69a', + wickDownColor: '#ef5350', + }); + + // Volume histogram (separate pane) + const volumeSeries = chart.addSeries(HistogramSeries, { + priceFormat: { type: 'volume' }, + priceScaleId: 'volume', + }); + chart.priceScale('volume').applyOptions({ + scaleMargins: { + top: 0.8, + bottom: 0, + }, + }); + + // SMA line series + const smaSeries = chart.addSeries(LineSeries, { + color: '#f0b90b', + lineWidth: 2, + priceLineVisible: false, + lastValueVisible: false, + title: 'SMA 20', + }); + + // EMA line series + const emaSeries = chart.addSeries(LineSeries, { + color: '#ff9800', + lineWidth: 2, + priceLineVisible: false, + lastValueVisible: false, + title: 'EMA 12', + }); + + // Bollinger Bands: 2-sigma (red) & 1-sigma (yellow) + const bbUpper2 = chart.addSeries(LineSeries, { + color: '#ef5350', + lineWidth: 1, + priceLineVisible: false, + lastValueVisible: false, + title: 'BB 2σ Upper', + }); + const bbLower2 = chart.addSeries(LineSeries, { + color: '#ef5350', + lineWidth: 1, + priceLineVisible: false, + lastValueVisible: false, + title: 'BB 2σ Lower', + }); + const bbUpper1 = chart.addSeries(LineSeries, { + color: '#ffd54f', + lineWidth: 1, + priceLineVisible: false, + lastValueVisible: false, + title: 'BB 1σ Upper', + }); + const bbLower1 = chart.addSeries(LineSeries, { + color: '#ffd54f', + lineWidth: 1, + priceLineVisible: false, + lastValueVisible: false, + title: 'BB 1σ Lower', + }); + const bbMiddle = chart.addSeries(LineSeries, { + color: '#90caf9', + lineWidth: 1, + lineStyle: LineStyle.Dashed, + priceLineVisible: false, + lastValueVisible: false, + title: 'BB Middle (SMA 20)', + }); + + // Stoch RSI series (separate pane) — %K and %D lines + const stochKSeries = chart.addSeries(LineSeries, { + color: '#7c3aed', + lineWidth: 2, + priceScaleId: 'stoch_rsi', + priceLineVisible: false, + lastValueVisible: false, + title: 'Stoch RSI %K', + }); + const stochDSeries = chart.addSeries(LineSeries, { + color: '#ff9800', + lineWidth: 2, + priceScaleId: 'stoch_rsi', + priceLineVisible: false, + lastValueVisible: false, + title: 'Stoch RSI %D', + }); + chart.priceScale('stoch_rsi').applyOptions({ + scaleMargins: { + top: 0.55, // Stoch RSI in 55%-75% region + bottom: 0.25, // leave bottom 25% for volume + }, + }); + + // Overbought / Oversold lines for Stoch RSI + const obLine = chart.addSeries(LineSeries, { + color: '#ef5350', + lineWidth: 1, + lineStyle: LineStyle.Dashed, + priceScaleId: 'stoch_rsi', + priceLineVisible: false, + lastValueVisible: false, + title: 'Overbought 80', + }); + const osLine = chart.addSeries(LineSeries, { + color: '#26a69a', + lineWidth: 1, + lineStyle: LineStyle.Dashed, + priceScaleId: 'stoch_rsi', + priceLineVisible: false, + lastValueVisible: false, + title: 'Oversold 20', + }); + + seriesRef.current = { + candle: candleSeries as ISeriesApi<'Candlestick'>, + volume: volumeSeries as ISeriesApi<'Histogram'>, + sma: smaSeries as ISeriesApi<'Line'>, + ema: emaSeries as ISeriesApi<'Line'>, + bbUpper2: bbUpper2 as ISeriesApi<'Line'>, + bbLower2: bbLower2 as ISeriesApi<'Line'>, + bbUpper1: bbUpper1 as ISeriesApi<'Line'>, + bbLower1: bbLower1 as ISeriesApi<'Line'>, + bbMiddle: bbMiddle as ISeriesApi<'Line'>, + stochK: stochKSeries as ISeriesApi<'Line'>, + stochD: stochDSeries as ISeriesApi<'Line'>, + obLine: obLine as ISeriesApi<'Line'>, + osLine: osLine as ISeriesApi<'Line'>, + }; + + // Resize observer + const resizeObserver = new ResizeObserver((entries) => { + for (const entry of entries) { + const { width, height } = entry.contentRect; + chart.applyOptions({ + width, + height, + }); + } + }); + resizeObserver.observe(chartContainerRef.current); + + return () => { + resizeObserver.disconnect(); + if (seriesRef.current.markersPlugin) { + try { seriesRef.current.markersPlugin.detach(); } catch {} + } + chart.remove(); + chartRef.current = null; + seriesRef.current = {}; + }; + }, []); + + // Fetch candles & indicators on symbol/exchange/timeframe change + useEffect(() => { + if (!symbol || !exchange || !timeframe) return; + setLoading(true); + setError(null); + + + const token = localStorage.getItem('access_token'); + const headers = { Authorization: `Bearer ${token}` }; + + async function fetchData() { + try { + // Fetch candles — use query params to avoid encoding issues + const candleRes = await fetch( + `/api/v1/symbols/candles?symbol=${symbol}&exchange=${exchange}&timeframe=${timeframe}&limit=200`, + { headers } + ); + if (!candleRes.ok) throw new Error(`Candle fetch error: ${candleRes.status}`); + const candleResponse = await candleRes.json(); + // API returns {candles: [...], cursor: "...", has_more: bool} — unwrap it + const rawCandles: any[] = candleResponse.candles || candleResponse || []; + // Reverse so oldest candle comes first (lightweight-charts needs ASC order) + rawCandles.reverse(); + const candleData: Candle[] = rawCandles.map((c: any) => ({ + time: Math.floor(new Date(c.timestamp).getTime() / 1000) as UTCTimestamp, + open: c.open, + high: c.high, + low: c.low, + close: c.close, + volume: c.volume, + })); + + // Update candle series + const candleSeries = seriesRef.current.candle; + if (candleSeries && candleData.length > 0) { + const candlestickData: CandlestickData[] = candleData.map((c) => ({ + time: c.time as UTCTimestamp, + open: c.open, + high: c.high, + low: c.low, + close: c.close, + })); + candleSeries.setData(candlestickData); + + // Notify parent of latest close price + const latest = candlestickData[candlestickData.length - 1]; + if (onPriceUpdate) { + onPriceUpdate(latest.close); + } + } + + // Update volume series + const volumeSeries = seriesRef.current.volume; + if (volumeSeries && candleData.length > 0) { + const volumeData: HistogramData[] = candleData.map((c) => ({ + time: c.time as UTCTimestamp, + value: c.volume, + color: c.close >= c.open ? '#26a69a66' : '#ef535066', + })); + volumeSeries.setData(volumeData); + } + + // Fetch indicators + const indicatorsRes = await fetch( + `/api/v1/symbols/indicators?symbol=${symbol}&exchange=${exchange}&timeframe=${timeframe}`, + { headers } + ); + if (!indicatorsRes.ok) throw new Error(`Indicator fetch error: ${indicatorsRes.status}`); + const indicatorData: IndicatorResponse = await indicatorsRes.json(); + + // Helper to build time-annotated line data from indicator array + function buildLineData(values: number[], times: Candle[]): LineData[] { + const sliced = values.slice(-times.length); + const result: LineData[] = []; + for (let i = 0; i < sliced.length; i++) { + const val = sliced[i]; + if (val !== null && val !== undefined) { + result.push({ time: times[i].time as UTCTimestamp, value: val }); + } + } + return result; + } + + // SMA + const smaSeries = seriesRef.current.sma; + if (smaSeries && indicatorData.sma_20 && candleData.length > 0) { + smaSeries.setData(buildLineData(indicatorData.sma_20, candleData)); + } + + // EMA + const emaSeries = seriesRef.current.ema; + if (emaSeries && indicatorData.ema_12 && candleData.length > 0) { + emaSeries.setData(buildLineData(indicatorData.ema_12, candleData)); + } + + // Bollinger Bands (double BB) + const bb = indicatorData.bollinger_bands; + if (bb && candleData.length > 0) { + const bbUpper2 = seriesRef.current.bbUpper2; + const bbLower2 = seriesRef.current.bbLower2; + const bbUpper1 = seriesRef.current.bbUpper1; + const bbLower1 = seriesRef.current.bbLower1; + const bbMiddle = seriesRef.current.bbMiddle; + + if (bbUpper2) bbUpper2.setData(buildLineData(bb.upper, candleData)); + if (bbLower2) bbLower2.setData(buildLineData(bb.lower, candleData)); + if (bbMiddle) bbMiddle.setData(buildLineData(bb.middle, candleData)); + if (bbUpper1 && bb.upper_1) bbUpper1.setData(buildLineData(bb.upper_1, candleData)); + if (bbLower1 && bb.lower_1) bbLower1.setData(buildLineData(bb.lower_1, candleData)); + } + + // Stoch RSI + const stochKSeries = seriesRef.current.stochK; + const stochDSeries = seriesRef.current.stochD; + const obLine = seriesRef.current.obLine; + const osLine = seriesRef.current.osLine; + const srsi = indicatorData.stoch_rsi; + if (stochKSeries && stochDSeries && srsi && srsi.k && srsi.d && candleData.length > 0) { + const kData = buildLineData(srsi.k, candleData); + const dData = buildLineData(srsi.d, candleData); + stochKSeries.setData(kData); + stochDSeries.setData(dData); + + // Set overbought/oversold lines at constant 80/20 + if (kData.length > 0 && obLine && osLine) { + const obData: LineData[] = kData.map((d) => ({ + time: d.time, + value: 80, + })); + const osData: LineData[] = kData.map((d) => ({ + time: d.time, + value: 20, + })); + obLine.setData(obData); + osLine.setData(osData); + } + } + + // Fit content + chartRef.current?.timeScale().fitContent(); + + // SMC: Market Structure markers on candles + const ms = indicatorData.market_structure; + if (ms && seriesRef.current.candle && candleData.length > 0) { + const smcCandleSeries = seriesRef.current.candle!; + const smcMarkers: any[] = []; + + // Swing Highs (red arrow above candle) + const sh_aligned = ms.swing_highs.slice(-candleData.length); + for (let i = 0; i < sh_aligned.length; i++) { + if (sh_aligned[i] !== null) { + smcMarkers.push({ + time: candleData[i].time as UTCTimestamp, + position: 'aboveBar' as const, + color: '#ef5350', + shape: 'arrowDown' as const, + size: 1, + }); + } + } + + // Swing Lows (green arrow below candle) + const sl_aligned = ms.swing_lows.slice(-candleData.length); + for (let i = 0; i < sl_aligned.length; i++) { + if (sl_aligned[i] !== null) { + smcMarkers.push({ + time: candleData[i].time as UTCTimestamp, + position: 'belowBar' as const, + color: '#26a69a', + shape: 'arrowUp' as const, + size: 1, + }); + } + } + + if (!seriesRef.current.markersPlugin) { + seriesRef.current.markersPlugin = createSeriesMarkers(smcCandleSeries, smcMarkers, {}); + } else { + seriesRef.current.markersPlugin.setMarkers(smcMarkers); + } + + // Log trend + BOS/CHoCH to console for reference + if (ms.trend !== 'NEUTRAL') { + const bosText = ms.bos ? ` BOS:${ms.bos}` : ''; + const chochText = ms.choch ? ` CHoCH:${ms.choch}` : ''; + console.log(`[SMC] ${symbol} trend=${ms.trend}${bosText}${chochText}`); + } + } + + setLoading(false); + } catch (err) { + console.error('fetchData error:', err); + setError(err instanceof Error ? err.message : 'Unknown error'); + setLoading(false); + } + } + + fetchData(); + }, [symbol, exchange, timeframe, onPriceUpdate]); + + // WebSocket real-time updates + useEffect(() => { + const token = localStorage.getItem('access_token'); + if (!token) return; + + import('../api/websocketService').then(({ wsService }) => { + wsService.connect(token); + + wsService.onCandle((data) => { + // Only process candles for the current symbol/exchange/timeframe + if (data.symbol !== symbol || data.exchange !== exchange || data.timeframe !== timeframe) { + return; + } + + const candleSeries = seriesRef.current.candle; + const volumeSeries = seriesRef.current.volume; + + if (candleSeries) { + const time = Math.floor(new Date(data.timestamp).getTime() / 1000) as UTCTimestamp; + candleSeries.update({ + time, + open: data.open, + high: data.high, + low: data.low, + close: data.close, + }); + + if (onPriceUpdate) { + onPriceUpdate(data.close); + } + } + + if (volumeSeries) { + const time = Math.floor(new Date(data.timestamp).getTime() / 1000) as UTCTimestamp; + volumeSeries.update({ + time, + value: data.volume, + color: data.close >= data.open ? '#26a69a66' : '#ef535066', + }); + } + }); + + wsService.subscribe(symbol, timeframe, exchange); + }); + + return () => { + import('../api/websocketService').then(({ wsService }) => { + wsService.unsubscribe(symbol, timeframe, exchange); + }); + }; + }, [symbol, exchange, timeframe, onPriceUpdate]); + + return ( +
+ {loading &&
Loading chart data...
} + {error &&
Error: {error}
} +
+
+ ); +} + +const styles: Record = { + wrapper: { + position: 'relative', + flex: 1, + minHeight: 0, + }, + chartContainer: { + width: '100%', + height: '100%', + }, + overlay: { + position: 'absolute', + top: '50%', + left: '50%', + transform: 'translate(-50%, -50%)', + color: '#8b949e', + fontSize: 14, + zIndex: 10, + background: '#0d1117cc', + padding: '8px 16px', + borderRadius: 6, + }, + errorOverlay: { + position: 'absolute', + top: '50%', + left: '50%', + transform: 'translate(-50%, -50%)', + color: '#ef5350', + fontSize: 14, + zIndex: 10, + background: '#0d1117cc', + padding: '8px 16px', + borderRadius: 6, + }, +}; diff --git a/frontend/src/features/dashboard/ChartToolbar.tsx b/frontend/src/features/dashboard/ChartToolbar.tsx new file mode 100755 index 0000000..45e51b4 --- /dev/null +++ b/frontend/src/features/dashboard/ChartToolbar.tsx @@ -0,0 +1,227 @@ +import { useEffect, useState } from 'react'; + +interface Exchange { + id: number; + name: string; + active: boolean; +} + +interface SymbolData { + id: number; + symbol: string; + base: string; + quote: string; + active: boolean; + exchange_id: number; +} + +interface Props { + exchanges: Exchange[]; + symbol: string; + exchange: string; + timeframe: string; + onSymbolChange: (symbol: string) => void; + onExchangeChange: (exchange: string) => void; + onTimeframeChange: (timeframe: string) => void; +} + +const TIMEFRAMES = ['15m', '30m', '1h', '4h', '1d', '1w', '1M']; + +export default function ChartToolbar({ + exchanges, + symbol, + exchange, + timeframe, + onSymbolChange, + onExchangeChange, + onTimeframeChange, +}: Props) { + const [symbols, setSymbols] = useState([]); + const [loadingSymbols, setLoadingSymbols] = useState(false); + + // Responsive state + const [isMobile, setIsMobile] = useState(window.innerWidth < 768); + useEffect(() => { + const handleResize = () => setIsMobile(window.innerWidth < 768); + window.addEventListener('resize', handleResize); + return () => window.removeEventListener('resize', handleResize); + }, []); + + // Fetch symbols when exchange changes + useEffect(() => { + if (exchange) { + fetchSymbols(exchange); + } + }, [exchange]); + + async function fetchSymbols(exch: string) { + setLoadingSymbols(true); + try { + const res = await fetch( + `/api/v1/symbols?exchange=${exch}&active_only=true`, + { headers: { Authorization: `Bearer ${localStorage.getItem('access_token')}` } } + ); + if (!res.ok) throw new Error('Failed to fetch symbols'); + const data: SymbolData[] = await res.json(); + setSymbols(data); + } catch (err) { + console.error('fetchSymbols error:', err); + } finally { + setLoadingSymbols(false); + } + } + + return ( +
+ {/* Exchange + Symbol row */} +
+
+ + +
+ +
+ + +
+
+ + {/* Timeframe - horizontal scroll on mobile */} +
+ +
+
+ {TIMEFRAMES.map((tf) => ( + + ))} +
+
+
+
+ ); +} + +const styles: Record = { + toolbar: { + display: 'flex', + alignItems: 'center', + gap: 16, + padding: '6px 16px', + background: '#161b22', + borderBottom: '1px solid #30363d', + flexWrap: 'wrap', + // Responsive: on small screens, items stack + flexDirection: 'row' as const, + }, + selectRow: { + display: 'flex', + alignItems: 'center', + gap: 12, + flexWrap: 'wrap', + }, + group: { + display: 'flex', + alignItems: 'center', + gap: 6, + }, + label: { + fontSize: 11, + fontWeight: 500, + color: '#8b949e', + textTransform: 'uppercase' as const, + letterSpacing: '0.5px', + flexShrink: 0, + }, + select: { + padding: '3px 8px', + fontSize: 11, + color: '#c9d1d9', + background: '#0d1117', + border: '1px solid #30363d', + borderRadius: 6, + outline: 'none', + cursor: 'pointer', + minWidth: 100, + maxWidth: 140, + height: 24, + boxSizing: 'border-box' as const, + lineHeight: '16px', + }, + timeframeSection: { + display: 'flex', + alignItems: 'center', + gap: 6, + flex: 1, + minWidth: 0, + }, + timeframeScroll: { + overflowX: 'auto' as const, + overflowY: 'hidden', + WebkitOverflowScrolling: 'touch' as any, + scrollBehavior: 'smooth', + paddingBottom: 2, + flex: 1, + minWidth: 0, + }, + timeframeGroup: { + display: 'flex', + gap: 2, + flexShrink: 0, + alignItems: 'center', + }, + timeframeButton: { + padding: '3px 6px', + fontSize: 11, + fontWeight: 500, + color: '#8b949e', + background: 'transparent', + border: '1px solid transparent', + borderRadius: 4, + cursor: 'pointer', + transition: 'all 0.15s ease', + whiteSpace: 'nowrap' as const, + minWidth: 32, + textAlign: 'center' as const, + height: 24, + lineHeight: '16px', + boxSizing: 'border-box' as const, + verticalAlign: 'middle', + }, + timeframeActive: { + color: '#f0f6fc', + background: '#1f6feb', + borderColor: '#1f6feb', + }, +}; diff --git a/frontend/src/features/dashboard/DashboardPage.tsx b/frontend/src/features/dashboard/DashboardPage.tsx new file mode 100755 index 0000000..5171c58 --- /dev/null +++ b/frontend/src/features/dashboard/DashboardPage.tsx @@ -0,0 +1,390 @@ +import { useEffect, useState } from 'react'; +import { useNavigate } from 'react-router-dom'; +import { useAppSelector, useAppDispatch } from '../../app/hooks'; +import { logoutThunk } from '../auth/authSlice'; +import { fetchCurrentUser } from '../auth/authSlice'; +import { apiFetch } from '../api/apiService'; +import { useT } from '../../translations'; +import ChartContainer from './ChartContainer'; +import ChartToolbar from './ChartToolbar'; +import WatchlistPanel from './WatchlistPanel'; +import OrderPanel from './OrderPanel'; +import SignalPanel from './SignalPanel'; +import { DashboardSkeleton } from '../../components/Skeleton'; // P3-8 + +// ── Types matching backend API ── +interface Exchange { + id: number; + name: string; + active: boolean; +} + +interface BalanceData { + asset: string; + free: number; + used: number; + total: number; +} + +interface BalanceResponse { + exchange: string; + balances: BalanceData[]; + timestamp: string; +} + +// ── Styles (kept from original) ── +const styles: Record = { + page: { minHeight: '100vh', background: '#0d1117', color: '#c9d1d9', fontFamily: 'system-ui, -apple-system, sans-serif' }, + nav: { display: 'flex', alignItems: 'center', justifyContent: 'space-between', padding: '8px 16px', background: '#161b22', borderBottom: '1px solid #30363d', flexWrap: 'wrap', gap: 8 }, + grid: { display: 'grid', gridTemplateColumns: '1fr 340px', gap: 0, height: 'calc(100vh - 44px)' }, + sidePanel: { background: '#0d1117', borderLeft: '1px solid #30363d', display: 'flex', flexDirection: 'column', overflow: 'hidden' }, + mainContent: { display: 'flex', flexDirection: 'column', overflow: 'hidden' }, + btn: { padding: '6px 16px', fontSize: 12, border: '1px solid #30363d', borderRadius: 6, background: '#21262d', color: '#c9d1d9', cursor: 'pointer', touchAction: 'manipulation', minHeight: 36 }, + activeBtn: { padding: '6px 16px', fontSize: 12, borderRadius: 6, background: '#1f6feb', color: '#fff', border: '1px solid #1f6feb', cursor: 'pointer' }, + sectionTitle: { fontSize: 12, fontWeight: 600, color: '#8b949e', textTransform: 'uppercase', letterSpacing: '0.05em', padding: '8px 12px' }, +}; + +export default function DashboardPage() { + const navigate = useNavigate(); + const dispatch = useAppDispatch(); + const { user, isAuthenticated, isLoading } = useAppSelector((state) => state.auth); + const [initializing, setInitializing] = useState(true); + + // Chart state — use user's default exchange from preferences + const defaultExchange = user?.preferences?.default_exchange || 'mexc'; + const [symbol, setSymbol] = useState('BTC/USDT'); + const [exchange, setExchange] = useState(defaultExchange); + const [timeframe, setTimeframe] = useState(user?.preferences?.default_timeframe || '1h'); + const [exchanges, setExchanges] = useState([]); + const [lastPrice, setLastPrice] = useState(null); + + // Balance state + const [balance, setBalance] = useState(null); + + // Responsive state + const [isMobile, setIsMobile] = useState(window.innerWidth < 768); + const [showSidePanel, setShowSidePanel] = useState(false); + const [showNavDropdown, setShowNavDropdown] = useState(false); + + useEffect(() => { + const handleResize = () => { + const mobile = window.innerWidth < 768; + setIsMobile(mobile); + if (!mobile) setShowSidePanel(false); + }; + window.addEventListener('resize', handleResize); + return () => window.removeEventListener('resize', handleResize); + }, []); + + // Auth guard + fetch user on refresh + useEffect(() => { + if (!isAuthenticated) { navigate('/login', { replace: true }); return; } + if (!user) { + dispatch(fetchCurrentUser()) + .unwrap() + .catch(() => navigate('/login', { replace: true })); + return; + } + setInitializing(false); + }, [isAuthenticated, user, dispatch, navigate]); + + // Fetch available exchanges for ChartToolbar + useEffect(() => { + const loadExchanges = async () => { + try { + const data = await apiFetch('/exchanges'); + setExchanges(data); + if (data.length > 0) { + // Use user's saved default exchange, or fall back to first available + const savedExchange = user?.preferences?.default_exchange; + const match = savedExchange + ? data.find((e: Exchange) => e.name.toLowerCase() === savedExchange.toLowerCase()) + : null; + setExchange(match ? match.name.toLowerCase() : data[0].name.toLowerCase()); + } + } catch (err) { + console.error('Failed to load exchanges:', err); + } + }; + loadExchanges(); + }, []); + + // Fetch real balance for current exchange + useEffect(() => { + if (!exchange) return; + const loadBalance = async () => { + try { + const data = await apiFetch(`/orders/balance?exchange_name=${exchange}`); + setBalance(data.balances); + } catch (err) { + console.error('Failed to load balance (may not have API key):', err); + setBalance(null); + } + }; + loadBalance(); + }, [exchange]); + + if (!isAuthenticated) return null; + if (initializing || isLoading) { + return ; + } + + const userName = user?.username || '?'; + const { t } = useT(); + + return ( +
+ {/* ─── NAV ─── */} + + + {/* ─── GRID LAYOUT: 1fr (main) | 280px (side) ─── */} +
+ {/* ═══ MAIN CONTENT (LEFT) ═══ */} +
+ {/* Toolbar: exchange / symbol / timeframe selectors */} + + + {/* Chart area: fills remaining vertical space */} +
+ {symbol ? ( + + ) : ( +
+ Select a symbol from watchlist +
+ )} +
+ + {/* Signal panel: below chart, only when symbol selected */} + {symbol && ( +
+ +
+ )} +
+ + {/* ═══ SIDE PANEL (RIGHT) ═══ */} + {!isMobile && ( +
+ {/* Watchlist at top of side panel */} + + + {/* Order panel below watchlist */} +
+ {user?.role === 'viewer' ? ( +
+ 👁️ View-only mode — trading is disabled +
+ ) : ( + + )} +
+
+ )} + + {/* ═══ MOBILE SIDE PANEL (overlay slide-in) ═══ */} + {isMobile && showSidePanel && ( + <> +
setShowSidePanel(false)} /> +
+ { setSymbol(s); setShowSidePanel(false); }} + exchange={exchange} + /> +
+ {user?.role === 'viewer' ? ( +
+ 👁️ View-only mode — trading is disabled +
+ ) : ( + + )} +
+
+ + )} +
+
+ ); +} diff --git a/frontend/src/features/dashboard/OrderPanel.tsx b/frontend/src/features/dashboard/OrderPanel.tsx new file mode 100755 index 0000000..2539bd8 --- /dev/null +++ b/frontend/src/features/dashboard/OrderPanel.tsx @@ -0,0 +1,467 @@ +import { useEffect, useRef, useState } from 'react'; +import { apiFetch } from '../api/apiService'; +import { useAppSelector } from '../../app/hooks'; + +interface Props { + symbol: string; + lastPrice: number | null; + balance: {asset: string; free: number; used: number; total: number}[] | null; + isConnected: boolean; +} + +// Format price: fewer decimals for very small prices to avoid overflow +function formatPrice(price: number): string { + if (price === 0) return '$0.00'; + const abs = Math.abs(price); + // < 0.0001: show 8 decimals (scientific-style) + if (abs < 0.0001) return '$' + price.toFixed(8); + // < 0.01: show 6 decimals + if (abs < 0.01) return '$' + price.toFixed(6); + // < 1: show 4 decimals + if (abs < 1) return '$' + price.toFixed(4); + // normal: 2 decimals + return '$' + price.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 2 }); +} + +export default function OrderPanel({ symbol, lastPrice, balance, isConnected }: Props) { + const { user } = useAppSelector((state) => state.auth); + const defaultTradeSize = user?.preferences?.trade_size || 10; + const [currentTime, setCurrentTime] = useState(new Date()); + const [amount, setAmount] = useState(String(defaultTradeSize)); + const [orderLoading, setOrderLoading] = useState(false); + const [orderError, setOrderError] = useState(null); + const [orderSuccess, setOrderSuccess] = useState(null); + // P1-21: Confirmation state before placing trade + const [pendingOrder, setPendingOrder] = useState<{ side: 'buy' | 'sell'; amount: number } | null>(null); + + // Parse symbol: "BTC/USDT" or "BTCUSDT" → base="BTC", quote="USDT" + const slashIdx = symbol.indexOf('/'); + const baseToken = slashIdx >= 0 ? symbol.slice(0, slashIdx) : symbol.replace(/USDT|USD|BUSD|USDC$/, ''); + const quoteToken = slashIdx >= 0 ? symbol.slice(slashIdx + 1) : 'USDT'; + + // Price change direction tracking + const prevPrice = useRef(null); + const [priceDirection, setPriceDirection] = useState<'up' | 'down' | 'same' | null>(null); + + useEffect(() => { + if (lastPrice !== null && prevPrice.current !== null && prevPrice.current !== lastPrice) { + if (lastPrice > prevPrice.current) { + setPriceDirection('up'); + } else if (lastPrice < prevPrice.current) { + setPriceDirection('down'); + } + } else if (lastPrice !== null && prevPrice.current === null) { + setPriceDirection(null); + } + if (lastPrice !== null) { + prevPrice.current = lastPrice; + } + }, [lastPrice]); + + // Responsive state + const [isMobile, setIsMobile] = useState(window.innerWidth < 768); + useEffect(() => { + const handleResize = () => setIsMobile(window.innerWidth < 768); + window.addEventListener('resize', handleResize); + return () => window.removeEventListener('resize', handleResize); + }, []); + + // Auto-update clock every second + useEffect(() => { + const interval = setInterval(() => { + setCurrentTime(new Date()); + }, 1000); + return () => clearInterval(interval); + }, []); + + const placeOrder = async (side: 'buy' | 'sell') => { + const amt = parseFloat(amount); + if (!amount || isNaN(amt) || amt <= 0) { + setOrderError('Please enter a valid amount'); + return; + } + // P1-21: Require confirmation before placing real trade + setPendingOrder({ side, amount: amt }); + }; + + const confirmOrder = async () => { + if (!pendingOrder) return; + const { side, amount: amt } = pendingOrder; + setPendingOrder(null); + setOrderLoading(true); + setOrderError(null); + setOrderSuccess(null); + + try { + const data = await apiFetch('/orders/place', { + method: 'POST', + body: JSON.stringify({ + symbol, + side, + order_type: 'market', + amount: amt, + }), + }); + setOrderSuccess(`${side === 'buy' ? 'Buy' : 'Sell'} order placed! ID: ${data.id}`); + setAmount(''); + } catch (err: any) { + const msg = err?.message || 'Failed to place order'; + setOrderError(msg); + } finally { + setOrderLoading(false); + } + }; + + const btnCursor = isConnected ? 'pointer' : 'not-allowed'; + const btnOpacity = isConnected ? 1 : 0.5; + + return ( +
+ {/* Symbol info */} +
+

{symbol}

+
+ Ordering {baseToken} with {quoteToken} +
+
+ Last Price + {lastPrice !== null ? ( + + {priceDirection === 'up' ? '▲ ' : priceDirection === 'down' ? '▼ ' : '● '} + {formatPrice(lastPrice)} + + ) : ( + Loading price... + )} +
+
+ + {/* Time + Balance row (50/50) - stacks on mobile */} +
+
+

Time

+
{currentTime.toLocaleTimeString()}
+
+ {currentTime.toLocaleDateString(undefined, { month: 'short', day: 'numeric', year: 'numeric' })} +
+
+
+
+

Account

+
b.asset === 'USDT')?.total ?? 0) > 0 ? '#3fb950' : '#8b949e', + }}> + ${(balance?.find(b => b.asset === 'USDT')?.total ?? 0).toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 2 })} +
+
Available
+
+
+ + {/* Quick Order */} +
+

Quick Order · {baseToken}/{quoteToken}

+ + {/* Amount input */} +
+ setAmount(e.target.value)} + style={{ ...styles.amountInput, padding: isMobile ? '8px 10px' : '10px 12px', fontSize: isMobile ? 13 : 14 }} + disabled={!isConnected} + /> +
+ {quoteToken} amount · Buy = spend {quoteToken} · Sell = sell {baseToken} +
+
+ + {/* Buy / Sell buttons */} +
+ + +
+ + {/* Connection hint */} + {!isConnected && ( +

Connect exchange API in Profile → API Keys to enable trading

+ )} + + {/* Success message */} + {orderSuccess && ( +
+ ✅ {orderSuccess} + +
+ )} + + {/* Error message */} + {orderError && ( +
+ ❌ {orderError} + +
+ )} + + {/* P1-21: Confirmation dialog before placing real trade */} + {pendingOrder && ( +
+
+
+ ⚠️ Confirm {pendingOrder.side.toUpperCase()} order? +
+
+ {pendingOrder.amount} {quoteToken} {pendingOrder.side === 'buy' ? '→' : '←'} {symbol} +
+
+ + +
+
+
+ )} +
+
+ ); +} + +const styles: Record = { + panel: { + padding: '16px 20px', + display: 'flex', + flexDirection: 'column', + gap: 20, + }, + symbolSection: { + paddingBottom: 16, + borderBottom: '1px solid #30363d', + }, + symbolTitle: { + fontSize: 22, + fontWeight: 600, + color: '#f0f6fc', + margin: '0 0 8px', + }, + priceRow: { + display: 'flex', + justifyContent: 'space-between', + alignItems: 'center', + }, + priceLabel: { + fontSize: 13, + color: '#8b949e', + }, + priceValue: { + fontSize: 18, + fontWeight: 600, + color: '#26a69a', + }, + priceLoading: { + fontSize: 13, + color: '#8b949e', + fontStyle: 'italic', + }, + section: { + paddingBottom: 16, + borderBottom: '1px solid #30363d', + }, + sectionTitle: { + fontSize: 12, + fontWeight: 500, + color: '#8b949e', + textTransform: 'uppercase' as const, + letterSpacing: '0.5px', + margin: '0 0 8px', + }, + infoRow: { + display: 'flex', + alignItems: 'stretch', + gap: 0, + background: '#161b22', + borderRadius: 8, + border: '1px solid #30363d', + overflow: 'hidden', + }, + infoBlock: { + flex: 1, + padding: '12px 14px', + display: 'flex', + flexDirection: 'column' as const, + justifyContent: 'center', + }, + infoDivider: { + width: 1, + background: '#30363d', + flexShrink: 0, + }, + clock: { + fontSize: 15, + fontWeight: 500, + color: '#c9d1d9', + fontFamily: 'monospace', + marginBottom: 4, + }, + date: { + fontSize: 11, + color: '#8b949e', + }, + balanceValue: { + fontSize: 15, + fontWeight: 600, + color: '#f0f6fc', + marginBottom: 2, + }, + balanceLabel: { + fontSize: 12, + color: '#8b949e', + }, + inputRow: { + marginBottom: 8, + }, + amountInput: { + width: '100%', + padding: '10px 12px', + fontSize: 14, + color: '#c9d1d9', + background: '#0d1117', + border: '1px solid #30363d', + borderRadius: 6, + outline: 'none', + boxSizing: 'border-box' as const, + fontFamily: 'inherit', + }, + orderButtons: { + display: 'flex', + gap: 8, + }, + buyButton: { + flex: 1, + padding: '10px 0', + fontSize: 14, + fontWeight: 600, + color: '#fff', + background: '#26a69a', + border: 'none', + borderRadius: 6, + cursor: 'not-allowed', + opacity: 0.5, + }, + sellButton: { + flex: 1, + padding: '10px 0', + fontSize: 14, + fontWeight: 600, + color: '#fff', + background: '#ef5350', + border: 'none', + borderRadius: 6, + cursor: 'not-allowed', + opacity: 0.5, + }, + placeholder: { + fontSize: 11, + color: '#484f58', + textAlign: 'center', + margin: '6px 0 0', + fontStyle: 'italic', + }, + successBanner: { + display: 'flex', + alignItems: 'center', + justifyContent: 'space-between', + fontSize: 12, + color: '#26a69a', + background: '#0a2e29', + border: '1px solid #26a69a', + borderRadius: 6, + padding: '8px 10px', + marginTop: 8, + }, + errorBanner: { + display: 'flex', + alignItems: 'center', + justifyContent: 'space-between', + fontSize: 12, + color: '#f85149', + background: '#2d0e0e', + border: '1px solid #f85149', + borderRadius: 6, + padding: '8px 10px', + marginTop: 8, + }, + dismissBtn: { + background: 'transparent', + border: 'none', + color: 'inherit', + cursor: 'pointer', + fontSize: 14, + lineHeight: 1, + padding: 0, + marginLeft: 8, + }, + // P1-21: Order confirmation dialog styles + confirmOverlay: { + position: 'fixed' as const, + top: 0, + left: 0, + right: 0, + bottom: 0, + background: 'rgba(0,0,0,0.6)', + display: 'flex', + alignItems: 'center', + justifyContent: 'center', + zIndex: 9999, + }, + confirmDialog: { + background: '#161b22', + border: '1px solid #30363d', + borderRadius: 12, + padding: 24, + maxWidth: 360, + width: '90%', + textAlign: 'center' as const, + }, + confirmBtn: { + background: '#238636', + color: '#fff', + border: 'none', + borderRadius: 6, + padding: '8px 16px', + cursor: 'pointer', + fontWeight: 600, + fontSize: 13, + }, + cancelBtn: { + background: '#21262d', + color: '#c9d1d9', + border: '1px solid #30363d', + borderRadius: 6, + padding: '8px 16px', + cursor: 'pointer', + fontSize: 13, + }, +}; diff --git a/frontend/src/features/dashboard/SignalPanel.tsx b/frontend/src/features/dashboard/SignalPanel.tsx new file mode 100755 index 0000000..0a72e1d --- /dev/null +++ b/frontend/src/features/dashboard/SignalPanel.tsx @@ -0,0 +1,322 @@ +import { useEffect, useState, useCallback } from 'react'; +import { fetchSignals, fetchTrades, SIGNAL_CONFIG, formatPrice, formatPnL, formatPnLPercent } from '../api/signalApi'; +import type { Signal, Trade } from '../api/signalApi'; +interface Props { + symbol: string; +} + +type Tab = 'signals' | 'trades'; + +export default function SignalPanel({ symbol }: Props) { + const [activeTab, setActiveTab] = useState('signals'); + const [signals, setSignals] = useState([]); + const [trades, setTrades] = useState([]); + const [loading, setLoading] = useState(false); + const [totalPnl, setTotalPnl] = useState(null); + const [winRate, setWinRate] = useState(null); + const [isMobile, setIsMobile] = useState(window.innerWidth < 768); + + useEffect(() => { + const handleResize = () => setIsMobile(window.innerWidth < 768); + window.addEventListener('resize', handleResize); + return () => window.removeEventListener('resize', handleResize); + }, []); + + const loadData = useCallback(async () => { + setLoading(true); + try { + const [sigRes, tradeRes] = await Promise.all([ + fetchSignals(symbol, 20), + fetchTrades(symbol, undefined, 50), + ]); + setSignals(sigRes.signals); + setTrades(tradeRes.trades); + setTotalPnl(tradeRes.total_pnl); + setWinRate(tradeRes.win_rate); + } catch (err) { + console.error('Failed to load signal data:', err); + } finally { + setLoading(false); + } + }, [symbol]); + + useEffect(() => { + loadData(); + // Auto-refresh every 60s + const interval = setInterval(loadData, 60000); + return () => clearInterval(interval); + }, [loadData]); + + return ( +
+ {/* Header + Summary */} +
+

📊 Signals & Trades

+ +
+ + {/* PnL Summary */} + {totalPnl !== null && ( +
+ Total P&L + = 0 ? '#3fb950' : '#f85149' }}> + {formatPnL(totalPnl)} + + {winRate !== null && ( + + Win Rate: {winRate.toFixed(1)}% + + )} +
+ )} + + {/* Tabs */} +
+ + +
+ + {/* Content */} +
+ {activeTab === 'signals' ? ( + signals.length === 0 ? ( +
No signals yet — waiting for candle data
+ ) : ( + signals.map((sig) => { + const cfg = SIGNAL_CONFIG[sig.signal_type] || { label: sig.signal_type, icon: '📊', color: '#8b949e', bg: 'transparent' }; + return ( +
+
+ {cfg.icon} +
+
{cfg.label}
+
+ {sig.symbol} · {sig.timeframe} · {sig.strength} +
+
+
+
+
${formatPrice(sig.price)}
+
+ {new Date(sig.created_at).toLocaleTimeString()} +
+
+
+ ); + }) + ) + ) : ( + trades.length === 0 ? ( +
No trades yet
+ ) : ( + trades.map((trade) => ( +
+
+ + {trade.direction === 'LONG' ? '▲' : '▼'} {trade.direction} + + {trade.symbol} + 0 ? '#3fb950' : '#f85149'), + }}> + {trade.status === 'OPEN' ? '🟢 OPEN' : `🔒 ${formatPnL(trade.pnl)}`} + +
+
+ Entry: ${formatPrice(trade.entry_price)} + {trade.exit_price && → Exit: ${formatPrice(trade.exit_price)}} + {trade.pnl_percent !== null && ( + 0 ? '#3fb950' : '#f85149', fontWeight: 600 }}> + {formatPnLPercent(trade.pnl_percent)} + + )} +
+
+ {trade.entry_reason && 📥 {trade.entry_reason}} + {trade.exit_reason && 📤 {trade.exit_reason}} +
+
+ )) + ) + )} +
+
+ ); +} + +const styles: Record = { + panel: { + display: 'flex', + flexDirection: 'column', + height: '100%', + overflow: 'hidden', + }, + header: { + display: 'flex', + alignItems: 'center', + justifyContent: 'space-between', + padding: '12px 16px 8px', + }, + title: { + fontSize: 14, + fontWeight: 600, + color: '#f0f6fc', + margin: 0, + }, + refreshBtn: { + width: 36, + height: 36, + border: '1px solid #30363d', + borderRadius: 6, + background: '#161b22', + color: '#8b949e', + cursor: 'pointer', + fontSize: 14, + display: 'flex', + alignItems: 'center', + justifyContent: 'center', + touchAction: 'manipulation', + minWidth: 36, + minHeight: 36, + }, + summary: { + display: 'flex', + alignItems: 'center', + gap: 8, + padding: '4px 16px 8px', + borderBottom: '1px solid #21262d', + flexWrap: 'wrap' as const, + }, + summaryLabel: { + fontSize: 12, + color: '#8b949e', + }, + summaryValue: { + fontSize: 15, + fontWeight: 700, + fontFamily: "'SF Mono', monospace", + }, + winRate: { + fontSize: 12, + color: '#8b949e', + marginLeft: 'auto' as const, + }, + tabs: { + display: 'flex', + borderBottom: '1px solid #21262d', + }, + tab: { + flex: 1, + padding: '8px 12px', + fontSize: 12, + fontWeight: 500, + color: '#8b949e', + background: 'transparent', + border: 'none', + borderBottom: '2px solid transparent', + cursor: 'pointer', + transition: 'all 0.15s ease', + minHeight: 36, + touchAction: 'manipulation', + }, + tabActive: { + color: '#58a6ff', + borderBottomColor: '#58a6ff', + }, + content: { + flex: 1, + overflowY: 'auto' as const, + padding: '4px 0', + }, + empty: { + padding: '24px 16px', + textAlign: 'center' as const, + color: '#484f58', + fontSize: 13, + }, + signalRow: { + display: 'flex', + alignItems: 'center', + justifyContent: 'space-between', + padding: '8px 12px', + borderBottom: '1px solid #21262d', + cursor: 'pointer', + transition: 'background 0.15s ease', + }, + signalLeft: { + display: 'flex', + alignItems: 'center', + gap: 8, + }, + signalType: { + fontSize: 13, + fontWeight: 600, + }, + signalMeta: { + fontSize: 11, + color: '#6e7681', + marginTop: 1, + }, + signalRight: { + textAlign: 'right' as const, + }, + signalPrice: { + fontSize: 13, + fontWeight: 500, + color: '#c9d1d9', + fontFamily: "'SF Mono', monospace", + }, + signalTime: { + fontSize: 11, + color: '#484f58', + }, + tradeRow: { + padding: '8px 12px', + borderBottom: '1px solid #21262d', + }, + tradeHeader: { + display: 'flex', + alignItems: 'center', + gap: 8, + }, + tradeDirection: { + fontSize: 12, + fontWeight: 700, + }, + tradeSymbol: { + fontSize: 12, + color: '#c9d1d9', + }, + tradeStatus: { + fontSize: 11, + fontWeight: 600, + marginLeft: 'auto' as const, + }, + tradeDetails: { + fontSize: 11, + color: '#8b949e', + marginTop: 4, + fontFamily: "'SF Mono', monospace", + display: 'flex', + gap: 4, + flexWrap: 'wrap' as const, + }, + tradeReason: { + fontSize: 10, + color: '#484f58', + marginTop: 2, + }, +}; diff --git a/frontend/src/features/dashboard/WatchlistPanel.tsx b/frontend/src/features/dashboard/WatchlistPanel.tsx new file mode 100755 index 0000000..66c2df6 --- /dev/null +++ b/frontend/src/features/dashboard/WatchlistPanel.tsx @@ -0,0 +1,363 @@ +import { useEffect, useState, useCallback, useRef } from 'react'; +import { fetchWatchlist, addToWatchlist, removeFromWatchlist, fetchAllSymbols } from '../api/watchlistApi'; +import type { WatchlistItem, SymbolOption } from '../api/watchlistApi'; +import { fetchSignals, SIGNAL_CONFIG } from '../api/signalApi'; +import type { Signal } from '../api/signalApi'; + +interface Props { + currentSymbol: string; + onSymbolChange: (symbol: string) => void; + /** Currently selected exchange for adding new symbols */ + exchange: string; +} + +export default function WatchlistPanel({ currentSymbol, onSymbolChange, exchange }: Props) { + const [items, setItems] = useState([]); + const [loading, setLoading] = useState(true); + const [signals, setSignals] = useState([]); + + // Responsive state + const [isMobile, setIsMobile] = useState(window.innerWidth < 768); + useEffect(() => { + const handleResize = () => setIsMobile(window.innerWidth < 768); + window.addEventListener('resize', handleResize); + return () => window.removeEventListener('resize', handleResize); + }, []); + + // Add symbol state + const [showAdd, setShowAdd] = useState(false); + const [search, setSearch] = useState(''); + const [symbols, setSymbols] = useState([]); + const [searching, setSearching] = useState(false); + const [error, setError] = useState(''); + const searchRef = useRef(null); + + const loadWatchlist = useCallback(async () => { + try { + const data = await fetchWatchlist(); + setItems(data); + } catch (err) { + console.error('Failed to load watchlist:', err); + } finally { + setLoading(false); + } + }, []); + + const loadSignals = useCallback(async () => { + try { + const sigData = await fetchSignals(undefined, 50); + setSignals(sigData.signals); + } catch { + // ignore + } + }, []); + + useEffect(() => { + loadWatchlist(); + loadSignals(); + const interval = setInterval(() => { + loadSignals(); + }, 60000); + return () => clearInterval(interval); + }, [loadWatchlist, loadSignals]); + + // Search symbols when add panel opens + useEffect(() => { + if (showAdd) { + searchSymbols(''); + setTimeout(() => searchRef.current?.focus(), 100); + } + }, [showAdd]); + + async function searchSymbols(q: string) { + setSearching(true); + try { + const data = await fetchAllSymbols(exchange, q); + setSymbols(data); + } catch (err) { + console.error('Search error:', err); + } finally { + setSearching(false); + } + } + + async function handleAdd(sym: SymbolOption) { + try { + setError(''); + await addToWatchlist(sym.id); + await loadWatchlist(); + setShowAdd(false); + setSearch(''); + } catch (err: any) { + setError(err.message || 'Failed to add symbol'); + } + } + + async function handleRemove(id: string) { + try { + await removeFromWatchlist(id); + setItems((prev) => prev.filter((i) => i.id !== id)); + } catch (err) { + console.error('Remove error:', err); + } + } + + function getSignalForSymbol(sym: string): Signal | undefined { + return signals.find((s) => s.symbol === sym && s.status === 'ACTIVE'); + } + + // Filter out symbols already in watchlist + const watchlistSymbolIds = new Set(items.map((i) => i.symbol_id)); + const availableSymbols = symbols.filter((s) => !watchlistSymbolIds.has(s.id)); + + return ( +
+ + {/* Header */} +
+

👁️ Watchlist

+ +
+ + {/* Add Symbol Panel */} + {showAdd && ( +
+ { + setSearch(e.target.value); + searchSymbols(e.target.value); + }} + /> + {error &&
{error}
} +
+ {searching ? ( +
Searching...
+ ) : availableSymbols.length === 0 ? ( +
No symbols found
+ ) : ( + availableSymbols.slice(0, 30).map((sym) => ( + + )) + )} +
+
+ )} + + {/* Watchlist Items */} +
+ {loading ? ( +
Loading...
+ ) : items.length === 0 ? ( +
+ No symbols watched yet. Click + to add. +
+ ) : ( + items.map((item) => { + const sig = getSignalForSymbol(item.symbol); + const cfg = sig ? SIGNAL_CONFIG[sig.signal_type] : null; + const isActive = item.symbol === currentSymbol; + return ( +
onSymbolChange(item.symbol)} + > + {/* Symbol info */} +
+
{item.symbol}
+ {item.label &&
{item.label}
} +
+ + {/* Signal indicator */} +
+ {cfg && ( + + {cfg.icon} + + )} + +
+
+ ); + }) + )} +
+
+ ); +} + +const styles: Record = { + panel: { + display: 'flex', + flexDirection: 'column', + borderBottom: '1px solid #21262d', + }, + header: { + display: 'flex', + alignItems: 'center', + justifyContent: 'space-between', + padding: '10px 14px 6px', + }, + title: { + fontSize: 13, + fontWeight: 600, + color: '#f0f6fc', + margin: 0, + }, + addBtn: { + width: 26, + height: 26, + border: '1px solid #30363d', + borderRadius: 6, + background: '#161b22', + color: '#58a6ff', + cursor: 'pointer', + fontSize: 16, + fontWeight: 600, + display: 'flex', + alignItems: 'center', + justifyContent: 'center', + lineHeight: 1, + }, + addPanel: { + padding: '6px 14px 10px', + borderBottom: '1px solid #21262d', + }, + searchInput: { + width: '100%', + padding: '6px 10px', + fontSize: 12, + color: '#c9d1d9', + background: '#0d1117', + border: '1px solid #30363d', + borderRadius: 6, + outline: 'none', + marginBottom: 6, + }, + error: { + fontSize: 11, + color: '#f85149', + marginBottom: 4, + }, + symbolList: { + maxHeight: 180, + overflowY: 'auto' as const, + }, + symbolOption: { + display: 'flex', + alignItems: 'center', + justifyContent: 'space-between', + width: '100%', + padding: '5px 8px', + border: 'none', + background: 'transparent', + color: '#c9d1d9', + fontSize: 12, + cursor: 'pointer', + borderRadius: 4, + textAlign: 'left' as const, + }, + symName: { + fontWeight: 500, + }, + symExchange: { + fontSize: 10, + color: '#484f58', + }, + list: { + maxHeight: 300, + overflowY: 'auto' as const, + }, + loadingText: { + padding: '12px 14px', + fontSize: 12, + color: '#484f58', + textAlign: 'center' as const, + }, + emptyText: { + padding: '12px 14px', + fontSize: 12, + color: '#484f58', + textAlign: 'center' as const, + }, + item: { + display: 'flex', + alignItems: 'center', + justifyContent: 'space-between', + padding: '7px 14px', + cursor: 'pointer', + borderLeft: '3px solid transparent', + transition: 'all 0.15s ease', + }, + itemActive: { + borderLeftColor: '#58a6ff', + background: 'rgba(88, 166, 255, 0.08)', + }, + itemLeft: { + display: 'flex', + flexDirection: 'column' as const, + gap: 1, + minWidth: 0, + }, + itemSymbol: { + fontSize: 13, + fontWeight: 500, + color: '#c9d1d9', + }, + itemLabel: { + fontSize: 10, + color: '#6e7681', + }, + itemRight: { + display: 'flex', + alignItems: 'center', + gap: 4, + }, + removeBtn: { + width: 20, + height: 20, + border: 'none', + background: 'transparent', + color: '#484f58', + cursor: 'pointer', + fontSize: 12, + display: 'flex', + alignItems: 'center', + justifyContent: 'center', + borderRadius: 4, + opacity: 0.4, + transition: 'opacity 0.15s ease, color 0.15s ease, background 0.15s ease', + zIndex: 5, + }, +}; diff --git a/frontend/src/features/profile/ProfilePage.tsx b/frontend/src/features/profile/ProfilePage.tsx new file mode 100755 index 0000000..38f34f6 --- /dev/null +++ b/frontend/src/features/profile/ProfilePage.tsx @@ -0,0 +1,716 @@ +import { useState, useEffect, useCallback } from 'react'; +import { useAppSelector } from '../../app/hooks'; +import { apiFetch } from '../api/apiService'; +import { useT } from '../../translations'; + +// ── Shared ── +// Thin wrapper that strips the /api/v1 prefix and delegates to the canonical apiFetch +// which handles token refresh, consistent error formatting, and proper BASE_URL prefix. +function authFetch(url: string, options: RequestInit = {}): Promise { + const apiUrl = url.replace(/^\/api\/v1/, ''); + return apiFetch(apiUrl, options); +} + +const btnStyle: React.CSSProperties = { padding: '6px 16px', fontSize: 12, border: '1px solid #30363d', borderRadius: 6, background: '#21262d', color: '#c9d1d9', cursor: 'pointer', touchAction: 'manipulation', minHeight: 36 }; +const inputStyle: React.CSSProperties = { padding: '6px 10px', borderRadius: 6, border: '1px solid #30363d', background: '#0d1117', color: '#c9d1d9', fontSize: 13 }; +const labelStyle: React.CSSProperties = { fontSize: 11, color: '#8b949e', marginBottom: 4 }; +const cardStyle: React.CSSProperties = { background: '#161b22', borderRadius: 8, padding: 14, border: '1px solid #21262d' }; + +const EXCHANGES = ['binance', 'bybit', 'mexc', 'gate', 'bingx']; +const TFS_BT = ['15m', '30m', '1h', '4h']; +const DAYS = [3, 7, 14, 30, 90, 180, 365]; +const TIMEFRAMES = ['15m', '30m', '1h', '4h', '1d', '1w', '1M']; +const LANGUAGE_OPTIONS = [ + { code: 'vi', label: '🇻🇳 Tiếng Việt' }, + { code: 'en', label: '🇺🇸 English' }, + { code: 'zh', label: '🇨🇳 中文' }, + { code: 'ko', label: '🇰🇷 한국어' }, +]; + +function parseUA(ua: string | null): { browser: string; os: string; device: 'desktop' | 'mobile' | 'unknown' } { + if (!ua) return { browser: 'Unknown', os: 'Unknown', device: 'unknown' }; + const lower = ua.toLowerCase(); + let browser = 'Unknown'; + if (lower.includes('edg/')) browser = 'Edge'; + else if (lower.includes('chrome/')) browser = 'Chrome'; + else if (lower.includes('firefox/')) browser = 'Firefox'; + else if (lower.includes('safari/') && !lower.includes('chrome/')) browser = 'Safari'; + else if (lower.includes('opr/')) browser = 'Opera'; + let os = 'Unknown'; + if (lower.includes('windows nt 10')) os = 'Windows 10'; + else if (lower.includes('windows nt 11')) os = 'Windows 11'; + else if (lower.includes('mac os x')) os = 'macOS'; + else if (lower.includes('android')) os = 'Android'; + else if (lower.includes('iphone') || lower.includes('ipad')) os = 'iOS'; + else if (lower.includes('linux')) os = 'Linux'; + const device = lower.includes('mobile') || lower.includes('iphone') || lower.includes('android') ? 'mobile' : 'desktop'; + return { browser, os, device }; +} +const deviceIcon: Record = { desktop: '🖥️', mobile: '📱', unknown: '🌐' }; + +function formatTimeAgo(dateStr: string): string { + const diff = Date.now() - new Date(dateStr).getTime(); + const mins = Math.floor(diff / 60000); + if (mins < 1) return 'just now'; + if (mins < 60) return `${mins}m ago`; + const hrs = Math.floor(mins / 60); + if (hrs < 24) return `${hrs}h ago`; + const days = Math.floor(hrs / 24); + if (days < 30) return `${days}d ago`; + return new Date(dateStr).toLocaleDateString(); +} + +function ToggleSwitch({ value, onChange }: { value: boolean; onChange: (v: boolean) => void }) { + return ( +
onChange(!value)} style={{ width: 40, height: 22, borderRadius: 11, cursor: 'pointer', position: 'relative', background: value ? '#238636' : '#21262d', transition: 'background 0.2s' }}> +
+
+ ); +} + +// ═══════════════ INFO TAB ═══════════════ +function InfoTab() { + const [profile, setProfile] = useState(null); + const [loading, setLoading] = useState(true); + const [editing, setEditing] = useState(false); + const [msg, setMsg] = useState(''); + const [form, setForm] = useState({ display_name: '', email: '' }); + const [pwModal, setPwModal] = useState(false); + const [pwForm, setPwForm] = useState({ old_password: '', new_password: '', confirm: '' }); + const [pwMsg, setPwMsg] = useState(''); + + const load = useCallback(async () => { + setLoading(true); + try { const u = await authFetch('/api/v1/auth/me'); setProfile(u); setForm({ display_name: u.display_name || '', email: u.email || '' }); } catch { setProfile(null); } + setLoading(false); + }, []); + useEffect(() => { load(); }, [load]); + + const save = async () => { setMsg(''); try { const u = await authFetch('/api/v1/auth/me', { method: 'PUT', body: JSON.stringify(form) }); setProfile(u); setEditing(false); setMsg('✅ Saved'); } catch (e: any) { setMsg('❌ ' + e.message); } }; + const changePw = async () => { + setPwMsg(''); if (pwForm.new_password !== pwForm.confirm) { setPwMsg('❌ Passwords do not match'); return; } + try { await authFetch('/api/v1/auth/change-password', { method: 'POST', body: JSON.stringify({ old_password: pwForm.old_password, new_password: pwForm.new_password }) }); setPwMsg('✅ Password changed'); setPwModal(false); setPwForm({ old_password: '', new_password: '', confirm: '' }); } catch (e: any) { setPwMsg('❌ ' + e.message); } + }; + + if (loading) return
⏳ Loading...
; + if (!profile) return
❌ Không tải được profile
; + + return ( +
+ {msg &&
{msg}
} +
+
Username
+ {editing ? (<> +
Display Name
setForm({ ...form, display_name: e.target.value })} style={{ ...inputStyle, width: '100%' }} />
+
Email
setForm({ ...form, email: e.target.value })} style={{ ...inputStyle, width: '100%' }} />
+
+ ) : (<> +
Display Name
{profile.display_name || '-'}
+
Email
{profile.email}
+
Role
{profile.role} {profile.is_admin ? '👑' : ''}
+
Member since
{profile.created_at?.slice(0, 10)}
+
+ )} +
+ + {pwModal && ( +
{ if (e.target === e.currentTarget) setPwModal(false); }} style={{ position: 'fixed', inset: 0, background: 'rgba(0,0,0,0.6)', display: 'flex', alignItems: 'center', justifyContent: 'center', zIndex: 1000 }}> +
+

🔑 Change Password

+ {pwMsg &&
{pwMsg}
} +
+
Old Password
setPwForm({ ...pwForm, old_password: e.target.value })} style={{ ...inputStyle, width: '100%' }} />
+
New Password
setPwForm({ ...pwForm, new_password: e.target.value })} style={{ ...inputStyle, width: '100%' }} />
+
Confirm New Password
setPwForm({ ...pwForm, confirm: e.target.value })} style={{ ...inputStyle, width: '100%' }} />
+
+
+
+
+ )} +
+ ); +} + +// ═══════════════ KEYS TAB ═══════════════ +function KeysTab() { + const [keys, setKeys] = useState([]); + const [loading, setLoading] = useState(true); + const [showAdd, setShowAdd] = useState(false); + const [form, setForm] = useState({ exchange_name: 'binance', api_key: '', api_secret: '', passphrase: '' }); + const [msg, setMsg] = useState(''); + const [testResults, setTestResults] = useState>({}); + const [expandedId, setExpandedId] = useState(null); + const [keyDetails, setKeyDetails] = useState>({}); + + const load = useCallback(async () => { setLoading(true); try { setKeys(await authFetch('/api/v1/credentials')); } catch {} setLoading(false); }, []); + useEffect(() => { load(); }, [load]); + + const addKey = async () => { setMsg(''); try { await authFetch('/api/v1/credentials', { method: 'POST', body: JSON.stringify(form) }); setShowAdd(false); setForm({ exchange_name: 'binance', api_key: '', api_secret: '', passphrase: '' }); load(); } catch (e: any) { setMsg('❌ ' + e.message); } }; + const deleteKey = async (id: string) => { try { await authFetch(`/api/v1/credentials/${id}`, { method: 'DELETE' }); load(); } catch {} }; + const testKey = async (id: string) => { + try { const r = await authFetch<{ success: boolean; message: string }>(`/api/v1/credentials/${id}/test`, { method: 'POST' }); setTestResults(prev => ({ ...prev, [id]: r })); setTimeout(() => setTestResults(prev => { const n = { ...prev }; delete n[id]; return n; }), 8000); } catch (e: any) { setTestResults(prev => ({ ...prev, [id]: { success: false, message: e.message } })); } + }; + + const toggleExpand = async (id: string) => { + if (expandedId === id) { setExpandedId(null); return; } + setExpandedId(id); + if (keyDetails[id]?.balances) return; + setKeyDetails(prev => ({ ...prev, [id]: { balances: [], usdt_balance: 0, orders: [], positions: [], loading: true, error: '' } })); + try { + const [balData, ordData] = await Promise.all([ + authFetch(`/api/v1/credentials/${id}/balance`).catch(() => null), + authFetch(`/api/v1/credentials/${id}/orders`).catch(() => null), + ]); + setKeyDetails(prev => ({ + ...prev, + [id]: { + balances: balData?.balances || [], + usdt_balance: balData?.usdt_balance || 0, + orders: ordData?.orders || [], + positions: [], + loading: false, + error: '', + }, + })); + } catch (e: any) { + setKeyDetails(prev => ({ ...prev, [id]: { ...prev[id], loading: false, error: e.message } })); + } + }; + + const activeExchanges = keys.filter(k => k.is_active).map(k => k.exchange_name).filter((v, i, a) => a.indexOf(v) === i); + + if (loading) return
⏳ Loading...
; + + return ( +
+ {msg &&
{msg}
} +
0 ? '#3fb950' : '#8b949e', fontWeight: 600 }}> + {activeExchanges.length > 0 ? `🔗 Connected to ${activeExchanges.map(e => e?.toUpperCase()).join(', ')}` : '🔌 No exchanges connected'} +
+
+ +
+ {showAdd && ( +
+
+
Exchange
+
API Key
setForm({ ...form, api_key: e.target.value })} style={{ ...inputStyle, width: '100%' }} placeholder="Enter API key" />
+
API Secret
setForm({ ...form, api_secret: e.target.value })} style={{ ...inputStyle, width: '100%' }} placeholder="Enter API secret" />
+
Passphrase (optional)
setForm({ ...form, passphrase: e.target.value })} style={{ ...inputStyle, width: '100%' }} placeholder="Exchange passphrase" />
+ +
+
+ )} + {keys.length === 0 ? ( +
Chưa có API key nào. Thêm key để bot có thể trade.
+ ) : ( +
+ {keys.map((k: any) => ( +
+
+
toggleExpand(k.id)}> +
+ ▶ + {k.exchange_name?.toUpperCase()} {k.is_testnet ? '🧪' : ''} +
+
Key: {k.api_key}
+
+ {k.is_active ? '● Connected' : '● Disabled'} +
+
+
+ + +
+
+ {testResults[k.id] && ( +
+ {testResults[k.id].success ? '✅' : '❌'} {testResults[k.id].message} +
+ )} + + {/* Expandable details: token balances + open orders */} + {expandedId === k.id && ( +
+ {keyDetails[k.id]?.loading ? ( +
⏳ Loading balances & orders...
+ ) : keyDetails[k.id]?.error ? ( +
❌ {keyDetails[k.id].error}
+ ) : ( +
+ {/* Balances */} +
+
+ 💰 Balances — ≈ ${keyDetails[k.id]?.usdt_balance?.toFixed(2) || '0.00'} USDT +
+ {keyDetails[k.id]?.balances?.length > 0 ? ( +
+ {keyDetails[k.id].balances.filter((b: any) => (b.total || 0) > 0).slice(0, 30).map((b: any) => ( + + {b.asset}{' '} + {Number(b.total).toFixed(4)} + + ))} + {keyDetails[k.id].balances.filter((b: any) => (b.total || 0) > 0).length === 0 && ( + No non-zero balances + )} +
+ ) : ( + No balance data available + )} +
+ + {/* Open Orders */} +
+
+ 📋 Open Orders — {keyDetails[k.id]?.orders?.length || 0} +
+ {keyDetails[k.id]?.orders?.length > 0 ? ( +
+ + + + + + + + + + + {keyDetails[k.id].orders.map((o: any, idx: number) => ( + + + + + + + + + ))} + +
SymbolSideTypeAmountPriceStatus
{o.symbol}{o.side}{o.order_type}{o.amount}{o.price != null ? `$${Number(o.price).toFixed(4)}` : '-'}{o.status}
+
+ ) : ( + No open orders + )} +
+
+ )} +
+ )} +
+ ))} +
+ )} +
+ ); +} + +// ═══════════════ SESSIONS TAB ═══════════════ +function SessionsTab() { + const [sessions, setSessions] = useState([]); + const [loading, setLoading] = useState(true); + const load = useCallback(async () => { setLoading(true); try { setSessions(await authFetch('/api/v1/auth/sessions')); } catch {} setLoading(false); }, []); + useEffect(() => { load(); }, [load]); + const revoke = async (hash: string) => { try { await authFetch(`/api/v1/auth/sessions/${hash}`, { method: 'DELETE' }); load(); } catch {} }; + + if (loading) return
⏳ Loading...
; + if (sessions.length === 0) return
🔓 Không có session nào.
; + + return ( +
+
🛡️ Active Sessions — {sessions.length}
+
+ {sessions.map((s: any) => { + const ua = parseUA(s.user_agent); + const icon = deviceIcon[ua.device]; + const isCurrent = s.is_current; + return ( +
+ {isCurrent && CURRENT} +
+
{icon}
+
+
{ua.browser} · {ua.os}{isCurrent && ● Active now}
+
🌐 {s.ip_address} · 🕐 {formatTimeAgo(s.created_at)}
+
+ {!isCurrent && } +
+
+ ); + })} +
+
+ ); +} + +// ═══════════════ SETTINGS TAB ═══════════════ +function SettingsTab() { + const [loading, setLoading] = useState(true); + const [msg, setMsg] = useState(''); + const [prefExchange, setPrefExchange] = useState('mexc'); + const [prefTimeframe, setPrefTimeframe] = useState('1h'); + const [prefTheme, setPrefTheme] = useState('dark'); + const [prefUpColor, setPrefUpColor] = useState('#3fb950'); + const [prefDownColor, setPrefDownColor] = useState('#f85149'); + const [prefNotifSignal, setPrefNotifSignal] = useState(true); + const [prefNotifTrade, setPrefNotifTrade] = useState(false); + const [prefLanguage, setPrefLanguage] = useState('vi'); + const [prefTradeSize, setPrefTradeSize] = useState('10'); + const [prefAutoTrade, setPrefAutoTrade] = useState(false); + const [prefAutoTradeTokens, setPrefAutoTradeTokens] = useState([]); + const [tokenSearch, setTokenSearch] = useState(''); + const [allSymbols, setAllSymbols] = useState<{ symbol: string; base: string }[]>([]); + const [strategyList, setStrategyList] = useState<{ name: string; display_name: string; enabled: boolean }[]>([]); + const [enabledStrategies, setEnabledStrategies] = useState([]); + + const load = useCallback(async () => { + setLoading(true); + try { + const u = await authFetch('/api/v1/auth/me'); + if (u.preferences) { + setPrefExchange(u.preferences.default_exchange || 'mexc'); + setPrefTimeframe(u.preferences.default_timeframe || '1h'); + setPrefTheme(u.preferences.theme || 'dark'); + setPrefUpColor(u.preferences.up_color || '#3fb950'); + setPrefDownColor(u.preferences.down_color || '#f85149'); + setPrefNotifSignal(u.preferences.notif_signal !== false); + setPrefNotifTrade(u.preferences.notif_trade === true); + setPrefLanguage(u.preferences.language || 'vi'); + setPrefTradeSize(String(u.preferences.trade_size ?? 10)); + setPrefAutoTrade(u.preferences.auto_trade === true); + setPrefAutoTradeTokens(u.preferences.auto_trade_tokens || []); + } + } catch {} + setLoading(false); + }, []); + + useEffect(() => { load(); authFetch<{ symbol: string; base: string }[]>('/watchlist/all-symbols').then(d => setAllSymbols(d || [])).catch(() => {}); }, []); + useEffect(() => { authFetch<{ strategies: { name: string; display_name: string; enabled: boolean }[] }>('/api/v1/strategies').then(d => { setStrategyList(d.strategies || []); setEnabledStrategies((d.strategies || []).filter(s => s.enabled).map(s => s.name)); }).catch(() => {}); }, []); + + const save = async () => { + setMsg(''); + try { + await authFetch('/api/v1/auth/me', { method: 'PUT', body: JSON.stringify({ preferences: { default_exchange: prefExchange, default_timeframe: prefTimeframe, theme: prefTheme, up_color: prefUpColor, down_color: prefDownColor, notif_signal: prefNotifSignal, notif_trade: prefNotifTrade, language: prefLanguage, trade_size: Number(prefTradeSize) || 10, auto_trade: prefAutoTrade, auto_trade_tokens: prefAutoTradeTokens } }) }); + await authFetch('/api/v1/strategies', { method: 'PUT', body: JSON.stringify({ enabled_strategies: enabledStrategies }) }); + setMsg('✅ Settings saved ✓'); + setTimeout(() => setMsg(''), 3000); + } catch (e: any) { setMsg('❌ ' + e.message); } + }; + + if (loading) return
⏳ Loading...
; + + const filteredSymbols = allSymbols.filter(s => !tokenSearch || s.base.toLowerCase().includes(tokenSearch.toLowerCase())); + + return ( +
+ {msg &&
{msg}
} +
+ +
+ + {/* Row 1: Exchange + Timeframe */} +
+
🏛️ Exchange
+
⏱️ Timeframe
+
+ + {/* Row 2: Theme + Language */} +
+
🎨 Theme
+ + +
+
🌍 Language
+
+ + {/* Chart Colors */} +
+
📊 Chart Colors
+
+
setPrefUpColor(e.target.value)} style={{ width: 28, height: 28, border: 'none', cursor: 'pointer', background: 'transparent' }} />🟢 Up
+
setPrefDownColor(e.target.value)} style={{ width: 28, height: 28, border: 'none', cursor: 'pointer', background: 'transparent' }} />🔴 Down
+
+
+ + {/* Notifications */} +
+
🔔 Notifications
+
+ + +
+
+ + {/* Strategy Toggles */} +
+
📈 Trading Strategies ({enabledStrategies.length}/{strategyList.length} active)
+
+ {strategyList.map(s => ( + + ))} +
+
+ + {/* Trade Size */} +
+
💰 Trade Size (USDT)
+
Số USDT dùng cho mỗi lệnh — Signal trades & Auto trade
+
setPrefTradeSize(e.target.value)} min={1} step={1} style={{ ...inputStyle, width: 80 }} />USDT
+
+ + {/* Auto Trade */} +
+
+
+
🤖 Auto Trade SPOT
+
Bot tự động trade tín hiệu cho các token đã chọn
+
+ +
+ {prefAutoTrade &&
⚠️ Bot sẽ đặt lệnh thật. Chỉ bật khi đã backtest kỹ!
} + + {/* Token Summary */} + {prefAutoTradeTokens.length > 0 && ( +
+
📊 Auto Trades {prefAutoTrade ? 'đang theo dõi' : '(tạm dừng)'}
+
+ {prefAutoTrade ? `${prefAutoTradeTokens.length} cặp — click ✕ để bỏ theo dõi` : `Auto trade đang tắt — ${prefAutoTradeTokens.length} cặp đã lưu`} +
+
+ {prefAutoTradeTokens.map(token => ( + + {token} + {prefAutoTrade && setPrefAutoTradeTokens(prev => prev.filter(s => s !== token))} style={{ cursor: 'pointer', color: '#58a6ff', opacity: 0.6 }}>✕} + + ))} +
+
+ )} + + {/* Token Selector */} +
+
🎯 Chọn token cho Auto Trade
+ setTokenSearch(e.target.value)} style={{ ...inputStyle, width: '100%', marginBottom: 8 }} /> +
+ {filteredSymbols.slice(0, 100).map(s => ( + + ))} +
+
+
+
+ ); +} + +// ═══════════════ HISTORY TAB ═══════════════ +function HistoryTab() { + const [subTab, setSubTab] = useState<'signals' | 'real'>('signals'); + const [signalTrades, setSignalTrades] = useState([]); + const [signalWinRate, setSignalWinRate] = useState(null); + const [signalTotalPnl, setSignalTotalPnl] = useState(null); + const [realTrades, setRealTrades] = useState([]); + const [winRate, setWinRate] = useState(null); + const [loading, setLoading] = useState(true); + + const load = useCallback(async () => { + setLoading(true); + try { + // Signal trades + const st = await authFetch('/api/v1/signals/trades?limit=100'); + setSignalTrades(st.trades || []); + setSignalWinRate(st.win_rate ?? null); + setSignalTotalPnl(st.total_pnl ?? null); + } catch {} + try { + // Real trades + const rt = await authFetch('/api/v1/real-trades?limit=100'); + setRealTrades(rt.trades || rt || []); + } catch {} + try { + const wr = await authFetch('/api/v1/real-trades/win-rate'); + setWinRate(wr); + } catch {} + setLoading(false); + }, []); + useEffect(() => { load(); }, [load]); + + const renderWinCard = (label: string, data: any) => ( +
+
{label}
+
= 50 ? '#3fb950' : '#f85149' }}>{(data?.win_rate ?? 0).toFixed(0)}%
+
{data?.wins ?? 0}/{data?.trades ?? 0} wins
+
+ ); + + if (loading) return
⏳ Loading...
; + + return ( +
+ {/* Sub-tab bar */} +
+ + +
+ + {subTab === 'signals' && (<> + {signalWinRate !== null && ( +
+ {renderWinCard('Win Rate', { win_rate: signalWinRate, wins: signalWinRate !== null ? Math.round((signalWinRate / 100) * signalTrades.length) : 0, trades: signalTrades.length })} +
+
TOTAL P&L
+
= 0 ? '#3fb950' : '#f85149' }}>${(signalTotalPnl ?? 0).toFixed(2)}
+
+
+ )} + {signalTrades.length === 0 ?
No signal trades yet.
: ( +
+ + + + {signalTrades.slice().reverse().slice(0, 50).map((t: any, i: number) => ( + + + + + + + + + ))} + +
SymbolDirEntryExitPnLStatus
{t.symbol}{t.direction === 'LONG' ? '▲' : '▼'} {t.direction}${t.entry_price?.toFixed(2) || '-'}${t.exit_price?.toFixed(2) || '-'}= 0 ? '#3fb950' : '#f85149' }}>${t.pnl?.toFixed(2)}{t.status}
+
+ )} + )} + + {subTab === 'real' && (<> + {winRate && ( +
+ {renderWinCard('Daily', winRate.daily)} + {renderWinCard('Weekly', winRate.weekly)} + {renderWinCard('Monthly', winRate.monthly)} +
+ )} + {realTrades.length === 0 ?
No real trades yet. Place an order from the dashboard.
: ( +
+ + + + {realTrades.slice().reverse().slice(0, 50).map((t: any, i: number) => ( + + + + + + + + + ))} + +
SymbolSideAmountPricePnLStatus
{t.symbol}{t.side?.toUpperCase()}{t.amount}${t.price?.toFixed(2) || '-'}= 0 ? '#3fb950' : '#f85149' }}>${t.pnl?.toFixed(2)}{t.status}
+
+ )} + )} +
+ ); +} + +// ═══════════════ BACKTEST TAB ═══════════════ +function BacktestTab() { + const [btExchange, setBtExchange] = useState('binance'); + const [btSymbols, setBtSymbols] = useState([]); + const [btSymbol, setBtSymbol] = useState('BTC/USDT'); + const [btTf, setBtTf] = useState('1h'); + const [btDays, setBtDays] = useState(30); + const [btTradeSize, setBtTradeSize] = useState(100); + const [btResult, setBtResult] = useState(null); + const [btLoading, setBtLoading] = useState(false); + const [btError, setBtError] = useState(''); + const [btSaved, setBtSaved] = useState(false); + const [btSaveError, setBtSaveError] = useState(''); + + useEffect(() => { + let cancelled = false; + apiFetch<{symbols: Array<{symbol: string}>}>(`/backtest/symbols?exchange=${btExchange}`) + .then(data => { if (cancelled || !data?.symbols?.length) return; const names = data.symbols.map(s => s.symbol); setBtSymbols(names); if (!names.includes(btSymbol)) setBtSymbol(names[0]); }).catch(() => {}); + return () => { cancelled = true; }; + }, [btExchange]); + + const runBacktest = async () => { setBtLoading(true); setBtError(''); setBtResult(null); setBtSaved(false); try { const r = await authFetch(`/api/v1/backtest/run?symbol=${encodeURIComponent(btSymbol)}&exchange=${btExchange}&timeframe=${btTf}&days=${btDays}&trade_size=${btTradeSize}`); setBtResult(r); } catch (e: any) { setBtError(e.message); } setBtLoading(false); }; + const saveBacktest = async () => { if (!btResult) return; setBtSaveError(''); try { const t = btResult.trades || {}; await authFetch(`/api/v1/backtest/save?symbol=${encodeURIComponent(btSymbol)}&exchange=${btExchange}&timeframe=${btTf}&days=${btDays}&trade_size=${btTradeSize}&total_trades=${t.total || 0}&wins=${t.wins || 0}&losses=${t.losses || 0}&win_rate=${t.win_rate || 0}&total_pnl=${t.total_pnl || 0}&profit_factor=${t.profit_factor || 0}&avg_win=${t.avg_win || 0}&avg_loss=${t.avg_loss || 0}`, { method: 'POST' }); setBtSaved(true); } catch (e: any) { setBtSaveError(e.message || 'Save failed'); } }; + + return ( +
+
+
Exchange
+
Symbol ({btSymbols.length})
+
TF
+
Days
+
Size (USDT)
setBtTradeSize(Number(e.target.value))} style={{ ...inputStyle, width: 70 }} min={1} />
+ +
+ {btError &&
❌ {btError}
} + {btResult && (<> +
{btSaved ? '✅ Saved to history' : '💾'}{!btSaved && }{btSaveError && ❌ {btSaveError}}
+
+
{btResult.symbol} @ {btResult.exchange}
{btResult.timeframe} {btResult.days}d
+
Candles
{btResult.candles_count?.toLocaleString()}
+
Signals
{btResult.total_signals}
+
Trades
{btResult.trades.total}
+
Wins
{btResult.trades.wins}
+
Losses
{btResult.trades.losses}
+
Win Rate
= 50 ? '#22c55e' : '#ef4444' }}>{btResult.trades.win_rate}%
+
PnL
= 0 ? '#22c55e' : '#ef4444' }}>${btResult.trades.total_pnl?.toFixed(2)}
+
Profit Factor
= 1 ? '#22c55e' : '#ef4444' }}>{btResult.trades.profit_factor?.toFixed(2) || 'N/A'}
+
+ {btResult?.trades?.recent?.length > 0 && ( +

📋 Recent Trades

+ + + {btResult.trades.recent.slice(-10).reverse().map((t: any, i: number) => ( + + ))} +
TimeDirEntryExitPnLReason
{t.entry_time?.slice(5, 16)}{t.direction}${t.entry_price?.toFixed(2)}${t.exit_price?.toFixed(2) || '-'}= 0 ? '#22c55e' : '#ef4444' }}>${t.pnl?.toFixed(2)}{t.exit_reason}
+
+ )} + )} +
+ ); +} + +// ═══════════════ MAIN ═══════════════ +export default function ProfilePage() { + const { t } = useT(); + const user = useAppSelector(s => s.auth.user); + const tabs = ['info', 'keys', 'sessions', 'settings', 'history', 'backtest']; + const [tab, setTab] = useState(() => new URLSearchParams(window.location.search).get('tab') || 'info'); + + return ( +
+

👤 {user?.username || 'Profile'}

+
+ {tabs.map(tb => ( + + ))} +
+ {tab === 'info' && } + {tab === 'keys' && } + {tab === 'sessions' && } + {tab === 'settings' && } + {tab === 'history' && } + {tab === 'backtest' && } +
+ ); +} diff --git a/frontend/src/index.css b/frontend/src/index.css new file mode 100755 index 0000000..a12841d --- /dev/null +++ b/frontend/src/index.css @@ -0,0 +1,935 @@ +/* ===== Trading Portal - Global Styles ===== */ + +/* --- CSS Variables (Dark Theme) --- */ +:root { + --bg-primary: #0d1117; + --bg-surface: #161b22; + --bg-elevated: #1c2128; + --bg-hover: #21262d; + --border-default: #30363d; + --border-muted: #21262d; + --accent: #58a6ff; + --accent-hover: #79c0ff; + --green: #3fb950; + --green-bg: rgba(63, 185, 80, 0.15); + --red: #f85149; + --red-bg: rgba(248, 81, 73, 0.15); + --yellow: #d29922; + --yellow-bg: rgba(210, 153, 34, 0.15); + --text-primary: #c9d1d9; + --text-secondary: #8b949e; + --text-muted: #6e7681; + --text-link: #58a6ff; + --shadow: 0 1px 3px rgba(0, 0, 0, 0.3), 0 1px 2px rgba(0, 0, 0, 0.2); + --shadow-lg: 0 4px 12px rgba(0, 0, 0, 0.4); + + --sans: -apple-system, BlinkMacSystemFont, 'Segoe UI', 'Noto Sans', Helvetica, Arial, sans-serif; + --mono: 'SF Mono', 'Fira Code', 'Fira Mono', 'Roboto Mono', Consolas, monospace; + + font-family: var(--sans); + font-size: 16px; + line-height: 1.5; + color-scheme: dark; + color: var(--text-primary); + background-color: var(--bg-primary); +} + +/* --- Global Reset --- */ +*, +*::before, +*::after { + box-sizing: border-box; + margin: 0; + padding: 0; +} + +html { + height: 100%; + -webkit-font-smoothing: antialiased; + -moz-osx-font-smoothing: grayscale; +} + +body { + min-height: 100%; + margin: 0; + background-color: var(--bg-primary); + color: var(--text-primary); + overflow-x: hidden; + /* Fix iOS Safari scroll issues */ + -webkit-overflow-scrolling: touch; +} + +#root { + min-height: 100vh; + min-height: 100dvh; + display: flex; + flex-direction: column; +} + +a { + color: var(--text-link); + text-decoration: none; + transition: color 0.15s ease; +} + +a:hover { + color: var(--accent-hover); + text-decoration: underline; +} + +img { + max-width: 100%; + height: auto; +} + +code { + font-family: var(--mono); + font-size: 0.875em; + padding: 0.2em 0.4em; + background: var(--bg-hover); + border-radius: 4px; +} + +pre { + font-family: var(--mono); + font-size: 0.875rem; + background: var(--bg-surface); + border: 1px solid var(--border-default); + border-radius: 6px; + padding: 16px; + overflow-x: auto; +} + +h1, h2, h3, h4, h5, h6 { + font-weight: 600; + line-height: 1.25; + color: var(--text-primary); +} + +h1 { font-size: 1.75rem; } +h2 { font-size: 1.5rem; } +h3 { font-size: 1.25rem; } + +p { + margin-bottom: 0.5rem; + color: var(--text-secondary); +} + +/* --- Dark Scrollbar --- */ +::-webkit-scrollbar { + width: 8px; + height: 8px; +} + +::-webkit-scrollbar-track { + background: var(--bg-primary); +} + +::-webkit-scrollbar-thumb { + background: var(--border-default); + border-radius: 4px; +} + +::-webkit-scrollbar-thumb:hover { + background: var(--text-muted); +} + +/* Firefox scrollbar */ +* { + scrollbar-width: thin; + scrollbar-color: var(--border-default) var(--bg-primary); +} + +/* Hide scrollbar for horizontal scrollable containers */ +.scrollable-x { + -ms-overflow-style: none; + scrollbar-width: none; +} +.scrollable-x::-webkit-scrollbar { + display: none; +} + +/* --- Form Styles --- */ +.form-group { + margin-bottom: 1rem; +} + +.form-group label { + display: block; + margin-bottom: 0.375rem; + font-size: 0.875rem; + font-weight: 500; + color: var(--text-secondary); +} + +.form-group input, +.form-group select, +.form-group textarea { + width: 100%; + padding: 0.625rem 0.75rem; + font-size: 0.875rem; + font-family: var(--sans); + color: var(--text-primary); + background: var(--bg-surface); + border: 1px solid var(--border-default); + border-radius: 6px; + outline: none; + transition: border-color 0.15s ease, box-shadow 0.15s ease; +} + +.form-group input::placeholder { + color: var(--text-muted); +} + +.form-group input:focus, +.form-group select:focus, +.form-group textarea:focus { + border-color: var(--accent); + box-shadow: 0 0 0 3px rgba(88, 166, 255, 0.15); +} + +.form-group input.error, +.form-group select.error { + border-color: var(--red); + box-shadow: 0 0 0 3px var(--red-bg); +} + +.error-message { + padding: 0.5rem 0.75rem; + margin-bottom: 1rem; + background: var(--red-bg); + border: 1px solid var(--red); + border-radius: 6px; + color: var(--red); + font-size: 0.875rem; +} + +/* --- Button Styles --- */ +.btn { + display: inline-flex; + align-items: center; + justify-content: center; + gap: 0.5rem; + padding: 0.5rem 1rem; + font-size: 0.875rem; + font-weight: 500; + font-family: var(--sans); + line-height: 1.25; + border: 1px solid var(--border-default); + border-radius: 6px; + cursor: pointer; + transition: background 0.15s ease, border-color 0.15s ease, opacity 0.15s ease; + user-select: none; + white-space: nowrap; +} + +.btn:disabled { + opacity: 0.5; + cursor: not-allowed; +} + +.btn-primary { + color: #ffffff; + background: #238636; + border-color: rgba(240, 246, 252, 0.1); +} + +.btn-primary:hover:not(:disabled) { + background: #2ea043; +} + +.btn-secondary { + color: var(--text-primary); + background: var(--bg-surface); +} + +.btn-secondary:hover:not(:disabled) { + background: var(--bg-hover); + border-color: var(--text-muted); +} + +.btn-danger { + color: var(--red); + background: transparent; + border-color: var(--red); +} + +.btn-danger:hover:not(:disabled) { + background: var(--red-bg); +} + +.btn-sm { + padding: 0.25rem 0.625rem; + font-size: 0.75rem; +} + +.btn-full { + width: 100%; + padding: 0.625rem 1rem; +} + +.btn-icon { + display: inline-flex; + align-items: center; + justify-content: center; + width: 36px; + height: 36px; + border: 1px solid var(--border-default); + border-radius: 6px; + background: var(--bg-surface); + color: var(--text-secondary); + cursor: pointer; + font-size: 1.1rem; + transition: background 0.15s ease, border-color 0.15s ease, color 0.15s ease; + padding: 0; + line-height: 1; +} + +.btn-icon:hover { + background: var(--bg-hover); + border-color: var(--text-muted); + color: var(--text-primary); +} + +/* --- Navbar --- */ +.navbar { + display: flex; + align-items: center; + justify-content: space-between; + padding: 0 1.5rem; + height: 56px; + background: var(--bg-surface); + border-bottom: 1px solid var(--border-default); + flex-shrink: 0; + z-index: 100; +} + +.navbar-brand { + display: flex; + align-items: center; + gap: 0.5rem; + font-size: 1.125rem; + font-weight: 600; + color: var(--text-primary); +} + +.navbar-right { + display: flex; + align-items: center; + gap: 0.75rem; +} + +.navbar-user { + font-size: 0.875rem; + color: var(--text-secondary); +} + +.navbar-user-link:hover .navbar-user { + color: #58a6ff; +} + +.navbar-toggle { + display: none; + background: transparent; + border: none; + color: var(--text-secondary); + font-size: 1.25rem; + cursor: pointer; + padding: 0.25rem; + line-height: 1; +} + +.navbar-toggle:hover { + color: var(--text-primary); +} + +/* --- Card Styles --- */ +.card { + background: var(--bg-surface); + border: 1px solid var(--border-default); + border-radius: 8px; + padding: 1.25rem; + box-shadow: var(--shadow); +} + +.card:hover { + border-color: var(--accent); +} + +.card h3 { + margin-bottom: 0.5rem; +} + +.card p { + font-size: 0.875rem; + color: var(--text-secondary); + margin-bottom: 0; +} + +/* --- Table Styles --- */ +.table-container { + overflow-x: auto; + border: 1px solid var(--border-default); + border-radius: 8px; +} + +table { + width: 100%; + border-collapse: collapse; + font-size: 0.875rem; +} + +thead { + background: var(--bg-surface); +} + +th { + padding: 0.75rem 1rem; + text-align: left; + font-weight: 600; + color: var(--text-secondary); + border-bottom: 1px solid var(--border-default); + white-space: nowrap; +} + +td { + padding: 0.625rem 1rem; + border-bottom: 1px solid var(--border-muted); + color: var(--text-primary); +} + +tr:last-child td { + border-bottom: none; +} + +tr:hover td { + background: var(--bg-hover); +} + +/* Price colors */ +.price-up { color: var(--green); } +.price-down { color: var(--red); } + +/* --- Authentication Pages --- */ +.auth-page { + display: flex; + align-items: center; + justify-content: center; + min-height: 100vh; + min-height: 100dvh; + padding: 1rem; + background: var(--bg-primary); +} + +.auth-card { + width: 100%; + max-width: 400px; + padding: 2rem; + background: var(--bg-surface); + border: 1px solid var(--border-default); + border-radius: 12px; + box-shadow: var(--shadow-lg); +} + +.auth-card h1 { + text-align: center; + margin-bottom: 0.25rem; + font-size: 1.5rem; +} + +.auth-card h2 { + text-align: center; + margin-bottom: 1.5rem; + font-size: 1rem; + font-weight: 400; + color: var(--text-secondary); +} + +.auth-link { + text-align: center; + margin-top: 1rem; + font-size: 0.875rem; + color: var(--text-secondary); +} + +/* --- Dashboard --- */ +.dashboard-page { + min-height: 100vh; + min-height: 100dvh; + display: flex; + flex-direction: column; + overflow: hidden; +} + +.dashboard-layout { + flex: 1; + display: flex; + min-height: 0; + overflow: hidden; +} + +.chart-area { + flex: 1; + display: flex; + flex-direction: column; + min-width: 0; + min-height: 0; +} + +.chart-wrapper { + flex: 1; + position: relative; + min-height: 200px; + /* Prevent iOS from intercepting touch events */ + touch-action: none; +} + +.chart-wrapper canvas { + touch-action: none; +} + +.side-panel { + width: 380px; + flex-shrink: 0; + border-left: 1px solid var(--border-default); + background: var(--bg-surface); + overflow-y: auto; + position: relative; + z-index: 10; + display: flex; + flex-direction: column; + -webkit-overflow-scrolling: touch; +} + +/* Show remove button on watchlist item hover */ +.side-panel [class*="item"]:hover [class*="removeBtn"] { + opacity: 1 !important; +} + +/* --- Bottom Sheet (Order Panel on Mobile) --- */ +.bottom-sheet-overlay { + display: none; + position: fixed; + inset: 0; + background: rgba(0, 0, 0, 0.5); + z-index: 200; +} + +.bottom-sheet-overlay.open { + display: block; +} + +.bottom-sheet { + position: fixed; + bottom: 0; + left: 0; + right: 0; + max-height: 70vh; + background: var(--bg-surface); + border-top-left-radius: 16px; + border-top-right-radius: 16px; + box-shadow: 0 -4px 24px rgba(0, 0, 0, 0.5); + z-index: 210; + transform: translateY(100%); + transition: transform 0.3s cubic-bezier(0.4, 0, 0.2, 1); + overflow-y: auto; + -webkit-overflow-scrolling: touch; +} + +.bottom-sheet.open { + transform: translateY(0); +} + +.bottom-sheet-handle { + display: flex; + justify-content: center; + padding: 12px 0 4px; + cursor: grab; +} + +.bottom-sheet-handle::before { + content: ''; + width: 40px; + height: 4px; + border-radius: 2px; + background: var(--border-default); +} + +.bottom-sheet-content { + padding: 8px 20px 24px; +} + +/* --- Loading / Spinner --- */ +.loading-container { + display: flex; + flex-direction: column; + align-items: center; + justify-content: center; + height: 100vh; + height: 100dvh; + gap: 1rem; +} + +.spinner { + width: 32px; + height: 32px; + border: 3px solid var(--border-default); + border-top-color: var(--accent); + border-radius: 50%; + animation: spin 0.8s linear infinite; +} + +@keyframes spin { + to { + transform: rotate(360deg); + } +} + +/* Pulse loading for placeholders */ +.pulse { + animation: pulse 1.5s ease-in-out infinite; +} + +@keyframes pulse { + 0%, 100% { opacity: 1; } + 50% { opacity: 0.4; } +} + +/* Fade-in animation */ +.fade-in { + animation: fadeIn 0.3s ease-in; +} + +@keyframes fadeIn { + from { opacity: 0; transform: translateY(4px); } + to { opacity: 1; transform: translateY(0); } +} + +/* --- Mobile Nav Drawer --- */ +.mobile-nav-overlay { + display: none; + position: fixed; + inset: 0; + background: rgba(0, 0, 0, 0.5); + z-index: 150; +} + +.mobile-nav-overlay.open { + display: block; +} + +.mobile-nav { + position: fixed; + top: 0; + left: 0; + bottom: 0; + width: 280px; + max-width: 80vw; + background: var(--bg-surface); + border-right: 1px solid var(--border-default); + z-index: 160; + transform: translateX(-100%); + transition: transform 0.25s cubic-bezier(0.4, 0, 0.2, 1); + display: flex; + flex-direction: column; + padding: 1.5rem; + gap: 1rem; + box-shadow: 4px 0 24px rgba(0, 0, 0, 0.4); +} + +.mobile-nav.open { + transform: translateX(0); +} + +.mobile-nav-header { + display: flex; + align-items: center; + justify-content: space-between; + padding-bottom: 1rem; + border-bottom: 1px solid var(--border-default); +} + +.mobile-nav-user { + display: flex; + align-items: center; + gap: 0.5rem; + font-size: 0.9375rem; + color: var(--text-primary); + font-weight: 500; +} + +.mobile-nav-close { + background: transparent; + border: none; + color: var(--text-secondary); + font-size: 1.5rem; + cursor: pointer; + padding: 0.25rem; + line-height: 1; +} + +.mobile-nav-items { + display: flex; + flex-direction: column; + gap: 0.5rem; +} + +.mobile-nav-item { + display: flex; + align-items: center; + gap: 0.75rem; + padding: 0.75rem 1rem; + border-radius: 8px; + color: var(--text-primary); + font-size: 0.9375rem; + cursor: pointer; + transition: background 0.15s ease; + border: none; + background: transparent; + width: 100%; + text-align: left; +} + +.mobile-nav-item:hover { + background: var(--bg-hover); +} + +.mobile-nav-item.logout { + color: var(--red); +} + +/* --- Extra Responsive Improvements --- */ + +/* Navbar toggle: only show on mobile */ +@media (max-width: 768px) { + .navbar-toggle { + display: flex; + align-items: center; + justify-content: center; + } +} + +.mobile-order-btn { + display: none; +} + +@media (max-width: 768px) { + :root { + font-size: 15px; + } + + .navbar { + padding: 0 1rem; + height: 50px; + } + + .navbar-user { + display: none; + } + + .side-panel { + display: none; + } + + .chart-area { + flex: 1; + min-height: 60vh; + } + + .chart-wrapper { + min-height: 350px; + } + + .mobile-order-btn { + display: inline-flex; + } + + .auth-card { + padding: 1.5rem; + border-radius: 10px; + } + + .table-container { + border-radius: 0; + border-left: none; + border-right: none; + } + + .dashboard-grid { + grid-template-columns: 1fr; + } + + .bottom-sheet-overlay { + display: none; + } +} + +@media (max-width: 480px) { + :root { + font-size: 14px; + } + + .navbar { + padding: 0 0.5rem; + height: 46px; + } + + .navbar-brand { + font-size: 0.9375rem; + } + + .navbar-right .btn { + font-size: 0.75rem; + padding: 0.25rem 0.5rem; + } + + .chart-area { + min-height: 50vh; + } + + .chart-wrapper { + min-height: 300px; + } + + .mobile-order-btn { + display: inline-flex; + font-size: 0.75rem; + padding: 0.25rem 0.5rem; + } + + .auth-card { + padding: 1rem; + margin: 0 0.25rem; + border-radius: 8px; + } + + .auth-card h1 { + font-size: 1.375rem; + } + + .auth-card h2 { + font-size: 0.9375rem; + margin-bottom: 1rem; + } + + .loading-container p { + font-size: 0.875rem; + } +} + +/* ===== Responsive: Table → Card on mobile ===== */ +@media (max-width: 768px) { + .responsive-table table thead { + display: none; + } + .responsive-table table tbody tr { + display: block; + border: 1px solid var(--border-default); + border-radius: 8px; + margin-bottom: 8px; + padding: 10px 12px; + background: var(--bg-surface); + } + .responsive-table table tbody td { + display: flex !important; + justify-content: space-between !important; + align-items: center !important; + padding: 5px 0 !important; + border-bottom: 1px solid var(--border-muted) !important; + text-align: right !important; + font-size: 12px !important; + } + .responsive-table table tbody td:last-child { + border-bottom: none !important; + } + .responsive-table table tbody td::before { + content: attr(data-label); + font-weight: 500; + color: var(--text-secondary); + font-size: 11px; + text-align: left; + } +} + +/* Dashboard side panel overlay on mobile */ +@media (max-width: 768px) { + .dashboard-side-overlay { + position: fixed; + top: 0; + right: 0; + bottom: 0; + left: 0; + background: rgba(0,0,0,0.5); + z-index: 100; + } + .dashboard-side-panel-mobile { + position: fixed; + top: 0; + right: 0; + bottom: 0; + width: 300px; + max-width: 85vw; + background: #0d1117; + border-left: 1px solid #30363d; + z-index: 110; + display: flex; + flex-direction: column; + overflow: hidden; + box-shadow: -4px 0 24px rgba(0,0,0,0.5); + animation: slideInRight 0.25s ease-out; + } + @keyframes slideInRight { + from { transform: translateX(100%); } + to { transform: translateX(0); } + } +} + +/* Profile tab bar responsive */ +@media (max-width: 768px) { + .profile-tabs { + display: flex; + flex-wrap: wrap; + gap: 4px; + padding: 10px 12px; + border-bottom: 1px solid #21262d; + } + .profile-tabs button { + font-size: 11px !important; + padding: 4px 10px !important; + } +} + +@media (max-width: 480px) { + .profile-tabs button { + font-size: 10px !important; + padding: 3px 8px !important; + } + .responsive-table table tbody tr { + padding: 8px 10px; + } + .responsive-table table tbody td { + font-size: 11px !important; + } +} + +/* ── Dark scrollbar ── */ +::-webkit-scrollbar { + width: 6px; + height: 6px; +} +::-webkit-scrollbar-track { + background: #0d1117; +} +::-webkit-scrollbar-thumb { + background: #30363d; + border-radius: 3px; +} +::-webkit-scrollbar-thumb:hover { + background: #484f58; +} + +/* Firefox dark scrollbar */ +* { + scrollbar-width: thin; + scrollbar-color: #30363d #0d1117; +} diff --git a/frontend/src/main.tsx b/frontend/src/main.tsx new file mode 100755 index 0000000..19a80f7 --- /dev/null +++ b/frontend/src/main.tsx @@ -0,0 +1,13 @@ +import { StrictMode } from 'react' +import { createRoot } from 'react-dom/client' +import './index.css' +import App from './App.tsx' +import { ErrorBoundary } from './components/ErrorBoundary' + +createRoot(document.getElementById('root')!).render( + + + + + , +) diff --git a/frontend/src/pages/AuditLogPage.tsx b/frontend/src/pages/AuditLogPage.tsx new file mode 100755 index 0000000..6f184b9 --- /dev/null +++ b/frontend/src/pages/AuditLogPage.tsx @@ -0,0 +1,313 @@ +import { useEffect, useState, useCallback } from 'react'; +import { useNavigate } from 'react-router-dom'; +import { useAppSelector, useAppDispatch } from '../app/hooks'; +import { fetchCurrentUser, logoutThunk } from '../features/auth/authSlice'; +import { apiFetch } from '../features/api/apiService'; + +// ── Types ── +interface AuditLogEntry { + id: number; + user_id: string | null; + action: string; + resource: string; + details: Record | null; + created_at: string; +} + +interface AuditLogListResponse { + items: AuditLogEntry[]; + total: number; + limit: number; + offset: number; +} + +// ── API calls ── +async function getAuditLogs( + limit = 100, + offset = 0, + action?: string, +): Promise { + const params = new URLSearchParams(); + params.append('limit', String(limit)); + params.append('offset', String(offset)); + if (action) params.append('action', action); + return apiFetch(`/audit?${params.toString()}`); +} + +// ── Constants ── +const ACTION_OPTIONS = [ + { value: '', label: 'All Actions' }, + { value: 'trade_open', label: 'Trade Open' }, + { value: 'trade_close', label: 'Trade Close' }, + { value: 'signal_generated', label: 'Signal Generated' }, + { value: 'user_login', label: 'User Login' }, + { value: 'config_change', label: 'Config Change' }, + { value: 'strategy_toggle', label: 'Strategy Toggle' }, + { value: 'permission_change', label: 'Permission Change' }, +]; + +const PAGE_SIZE = 50; + +export default function AuditLogPage() { + const navigate = useNavigate(); + const dispatch = useAppDispatch(); + const { user, isAuthenticated, isLoading } = useAppSelector((state) => state.auth); + const [initializing, setInitializing] = useState(true); + + const [logs, setLogs] = useState([]); + const [total, setTotal] = useState(0); + const [offset, setOffset] = useState(0); + const [loading, setLoading] = useState(true); + const [error, setError] = useState(''); + const [actionFilter, setActionFilter] = useState(''); + + // ── Auth guard ── + useEffect(() => { + if (!isAuthenticated) { + navigate('/login', { replace: true }); + return; + } + if (!user) { + dispatch(fetchCurrentUser()) + .unwrap() + .catch(() => navigate('/login', { replace: true })) + .finally(() => setInitializing(false)); + } else { + setInitializing(false); + } + }, [isAuthenticated, user, dispatch, navigate]); + + useEffect(() => { + if (!initializing && user && !user.is_admin) { + navigate('/dashboard', { replace: true }); + } + }, [initializing, user, navigate]); + + // ── Data loader ── + const loadLogs = useCallback(async () => { + if (!user?.is_admin) return; + setLoading(true); + setError(''); + try { + const resp = await getAuditLogs(PAGE_SIZE, offset, actionFilter || undefined); + setLogs(resp.items); + setTotal(resp.total); + } catch (err: any) { + setError(err.message || 'Failed to load audit logs'); + } finally { + setLoading(false); + } + }, [user?.is_admin, offset, actionFilter]); + + useEffect(() => { + loadLogs(); + }, [loadLogs]); + + // ── Handlers ── + const handleFilterChange = (newAction: string) => { + setActionFilter(newAction); + setOffset(0); + }; + + const totalPages = Math.ceil(total / PAGE_SIZE); + const currentPage = Math.floor(offset / PAGE_SIZE) + 1; + + const goToPage = (page: number) => { + setOffset((page - 1) * PAGE_SIZE); + }; + + // ── Helpers ── + const formatTime = (iso: string) => { + const d = new Date(iso); + return d.toLocaleString(); + }; + + const actionColors: Record = { + trade_open: '#3fb950', + trade_close: '#f85149', + signal_generated: '#d29922', + user_login: '#58a6ff', + config_change: '#bc8cff', + strategy_toggle: '#79c0ff', + permission_change: '#ff7b72', + }; + + const getActionBadge = (action: string) => { + const color = actionColors[action] || '#8b949e'; + return { color, fontWeight: 600 }; + }; + + const formatDetails = (details: Record | null) => { + if (!details) return —; + const entries = Object.entries(details); + if (entries.length === 0) return —; + return ( + + {entries.map(([k, v]) => `${k}: ${String(v ?? '')}`).join(', ')} + + ); + }; + + // ── Guard ── + if (!user?.is_admin) return null; + if (initializing || isLoading) { + return ( +
+
Loading audit logs...
+
+ ); + } + + // ── Styles ── + const btnStyle: React.CSSProperties = { + padding: '6px 16px', fontSize: 12, border: '1px solid #30363d', + borderRadius: 6, background: '#21262d', color: '#c9d1d9', cursor: 'pointer', + minHeight: 36, touchAction: 'manipulation', + }; + const activeBtn: React.CSSProperties = { ...btnStyle, background: '#1f6feb', color: '#fff', borderColor: '#1f6feb' }; + const selectStyle: React.CSSProperties = { + padding: '5px 8px', fontSize: 12, color: '#c9d1d9', background: '#0d1117', + border: '1px solid #30363d', borderRadius: 4, outline: 'none', cursor: 'pointer', + minWidth: 160, + }; + + return ( +
+ {/* ═══ Navbar ═══ */} + + + {/* ═══ Controls ═══ */} +
+ + + + {total > 0 ? `${total} entries` : ''} + +
+ + {/* ═══ Table ═══ */} +
+ {loading &&

Loading audit logs...

} + {error &&

{error}

} + + {!loading && !error && ( + <> + {logs.length === 0 ? ( +
+ No audit log entries found. +
+ ) : ( + + + + + + + + + + + + {logs.map((entry) => ( + + + + + + + + ))} + +
TimeUserActionResourceDetails
+ {formatTime(entry.created_at)} + + {entry.user_id ? ( + + {entry.user_id.substring(0, 8)}... + + ) : ( + System + )} + + {entry.action} + + {entry.resource} + + {formatDetails(entry.details)} +
+ )} + + {/* ═══ Pagination ═══ */} + {totalPages > 1 && ( +
+ + + + Page {currentPage} of {totalPages} + + + +
+ )} + + )} +
+
+ ); +} + +const thStyle: React.CSSProperties = { + textAlign: 'left', padding: '6px 12px', color: '#8b949e', fontWeight: 500, + fontSize: 11, textTransform: 'uppercase', letterSpacing: '0.5px', +}; +const tdStyle: React.CSSProperties = { + padding: '8px 12px', verticalAlign: 'middle', +}; diff --git a/frontend/src/translations/en.ts b/frontend/src/translations/en.ts new file mode 100755 index 0000000..1451398 --- /dev/null +++ b/frontend/src/translations/en.ts @@ -0,0 +1,170 @@ +const en: Record = { + // ── Nav ── + 'nav.tradingPortal': 'Trading Portal', + 'nav.profile': '👤 {name}', + 'nav.panelToggle': 'Toggle panel', + 'nav.logout': '🚪 Logout', + + // ── Login ── + 'login.title': 'Trading Portal', + 'login.subtitle': 'Sign in to your account', + 'login.username': 'Username', + 'login.password': 'Password', + 'login.submit': 'Sign In', + 'login.signing': 'Signing in...', + 'login.error': 'Invalid username or password', + + // ── Dashboard ── + 'dash.chart': '📈 Chart', + 'dash.watchlist': '👁️ Watchlist', + 'dash.order': '📝 Order', + 'dash.signals': '📡 Signals', + 'dash.quickBuy': '⚡ Quick Buy', + 'dash.quickSell': '⚡ Quick Sell', + 'dash.tradeSize': 'Trade Size (USDT)', + + // ── ChartToolbar ── + 'chart.exchange': 'Exchange', + 'chart.symbol': 'Symbol', + 'chart.search': 'Search symbols...', + 'chart.loading': 'Loading...', + 'chart.noData': 'No data', + 'chart.error': 'Error loading symbols', + + // ── Watchlist ── + 'wl.title': '👁️ Watchlist', + 'wl.search': 'Search symbols...', + 'wl.add': '+', + 'wl.remove': '✕', + 'wl.loading': 'Loading...', + 'wl.empty': 'No symbols in watchlist. Click + to add.', + 'wl.error': 'Failed to load watchlist', + + // ── Order Panel ── + 'order.buy': 'Buy', + 'order.sell': 'Sell', + 'order.limit': 'Limit', + 'order.market': 'Market', + 'order.stop': 'Stop', + 'order.amount': 'Amount', + 'order.price': 'Price', + 'order.total': 'Total', + 'order.place': 'Place Order', + 'order.placing': 'Placing...', + 'order.success': '✅ Order placed successfully', + 'order.loginRequired': '🔒 Login required', + 'order.noKey': '⚠️ No API key configured', + 'order.balance': 'Balance: {amount}', + 'order.available': 'Available: {amount}', + + // ── Signals ── + 'sig.title': '📡 Live Signals', + 'sig.strongBuy': '🚀 STRONG BUY', + 'sig.buy': '📈 BUY', + 'sig.strongSell': '🔻 STRONG SELL', + 'sig.sell': '📉 SELL', + 'sig.cautionLong': '⚠️ CAUTION (LONG)', + 'sig.cautionShort': '⚠️ CAUTION (SHORT)', + 'sig.squeeze': '⚡ SQUEEZE ALERT', + 'sig.noSignal': 'No signals yet — waiting for new candles...', + 'sig.loading': 'Loading signals...', + 'sig.price': 'Price', + 'sig.rsi': 'RSI', + 'sig.bb': 'BB', + 'sig.signal': 'Signal', + 'sig.time': 'Time', + + // ── Profile ── + 'profile.tabs.info': 'ℹ️ Info', + 'profile.tabs.keys': '🔑 API Keys', + 'profile.tabs.history': '📜 History', + 'profile.tabs.prefs': '⚙️ Settings', + 'profile.tabs.sessions': '🔐 Sessions', + + 'profile.info.title': 'Profile Info', + 'profile.info.email': 'Email', + 'profile.info.displayName': 'Display Name', + 'profile.info.save': 'Save Profile', + 'profile.info.saved': '✅ Profile saved ✓', + 'profile.info.error': 'Save failed', + + 'profile.password.title': 'Change Password', + 'profile.password.old': 'Current Password', + 'profile.password.new': 'New Password', + 'profile.password.confirm': 'Confirm Password', + 'profile.password.btn': 'Change Password', + 'profile.password.validLength': '8+ characters', + 'profile.password.validNumber': 'Need 1 number', + 'profile.password.validSpecial': 'Need 1 special char', + 'profile.password.fillAll': 'Fill all fields', + 'profile.password.success': '✅ Password changed ✓', + + 'profile.keys.title': 'API Keys', + 'profile.keys.add': '+ Add Key', + 'profile.keys.edit': '✏️', + 'profile.keys.delete': '🗑️', + 'profile.keys.test': 'Test', + 'profile.keys.empty': 'No API keys configured', + 'profile.keys.exchange': 'Exchange', + 'profile.keys.key': 'API Key', + 'profile.keys.secret': 'Secret', + 'profile.keys.passphrase': 'Passphrase', + 'profile.keys.saving': 'Saving...', + 'profile.keys.addTitle': 'Add API Key', + 'profile.keys.editTitle': 'Edit API Key', + 'profile.keys.deleteConfirm': 'Are you sure you want to delete this key?', + + 'profile.prefs.title': '⚙️ Settings', + 'profile.prefs.exchange': 'Default Exchange', + 'profile.prefs.timeframe': 'Default Timeframe', + 'profile.prefs.theme': 'Theme', + 'profile.prefs.upColor': 'Up Color', + 'profile.prefs.downColor': 'Down Color', + 'profile.prefs.notifSignal': '🔔 Signal Notifications', + 'profile.prefs.notifTrade': '💬 Trade Execution', + 'profile.prefs.notifTradeDesc': 'Gửi thông báo Telegram khi có lệnh thật được đặt', + 'profile.prefs.language': 'Language', + 'profile.prefs.tradeSize': '💰 Trade Size (USDT)', + 'profile.prefs.tradeSizeDesc': 'Số USDT dùng cho mỗi lệnh — Signal trades & Auto trade', + 'profile.prefs.autoTrade': '🤖 Auto Trade', + 'profile.prefs.autoTradeDesc': 'Tự động đặt lệnh Spot mua/bán thật — cần chọn token bên dưới', + 'profile.prefs.autoTradeWarning': '⚠️ Auto Trade đang BẬT — hệ thống sẽ tự động đặt lệnh market thật khi có signal', + 'profile.prefs.autoTradeTokens': '🪙 Auto Trade Tokens', + 'profile.prefs.autoTradeTokensDesc': 'Chọn token muốn Auto Trade — chỉ những token được chọn mới được auto trade', + 'profile.prefs.searchToken': '🔍 Tìm token...', + 'profile.prefs.noTokens': '⚠️ Chưa chọn token nào — Auto Trade sẽ không hoạt động', + 'profile.prefs.tracking': '📊 Auto Trades đang theo dõi', + 'profile.prefs.trackingDesc': '{n} cặp — click ✕ để bỏ theo dõi', + 'profile.prefs.trackingPaused': '📊 Auto Trades (tạm dừng)', + 'profile.prefs.trackingPausedDesc': 'Auto trade đang tắt — {n} cặp đã lưu', + 'profile.prefs.save': '💾 Save Settings', + 'profile.prefs.saved': '✅ Settings saved ✓', + 'profile.prefs.spot': 'SPOT', + + 'profile.sessions.title': 'Active Sessions', + 'profile.sessions.current': '(current)', + 'profile.sessions.revoke': 'Revoke', + 'profile.sessions.empty': 'No active sessions', + 'profile.sessions.browser': 'Browser', + 'profile.sessions.os': 'OS', + 'profile.sessions.device': 'Device', + 'profile.sessions.ip': 'IP', + 'profile.sessions.created': 'Created', + + 'profile.history.signals': '📈 Signal Trades', + 'profile.history.real': '💹 Real Trades', + 'profile.history.empty': 'No trades yet', + 'profile.history.side': 'Side', + 'profile.history.symbol': 'Symbol', + 'profile.history.price': 'Price', + 'profile.history.qty': 'Qty', + 'profile.history.pnl': 'PnL', + 'profile.history.time': 'Time', + + // ── Signal History ── + 'sigHistory.pnl': 'Total PnL', + 'sigHistory.winRate': 'Win Rate', + 'sigHistory.trades': '{n} trades', +}; + +export default en; diff --git a/frontend/src/translations/index.tsx b/frontend/src/translations/index.tsx new file mode 100755 index 0000000..ea74fc3 --- /dev/null +++ b/frontend/src/translations/index.tsx @@ -0,0 +1,36 @@ +import { createContext, useContext, type ReactNode, type FC } from 'react'; +import en from './en'; +import vi from './vi'; + +const locales = { en, vi } as const; +type Lang = keyof typeof locales; + +type TContext = { + lang: Lang; + t: (key: string, vars?: Record) => string; + setLang: (l: Lang) => void; +}; + +const Ctx = createContext({ + lang: 'en', + t: (k) => k, + setLang: () => {}, +}); + +export const useT = () => useContext(Ctx); + +type Props = { lang: Lang; setLang: (l: Lang) => void; children: ReactNode }; +export const TProvider: FC = ({ lang, setLang, children }) => { + const t = (key: string, vars?: Record): string => { + const dict = locales[lang] ?? en; + let msg = (dict as Record)[key]; + if (msg === undefined) msg = (en as Record)[key] ?? key; + if (vars) { + for (const [k, v] of Object.entries(vars)) { + msg = msg.replace(`{${k}}`, String(v)); + } + } + return msg; + }; + return {children}; +}; diff --git a/frontend/src/translations/vi.ts b/frontend/src/translations/vi.ts new file mode 100755 index 0000000..0f6e9f7 --- /dev/null +++ b/frontend/src/translations/vi.ts @@ -0,0 +1,170 @@ +const vi: Record = { + // ── Nav ── + 'nav.tradingPortal': '📊 Trading Portal', + 'nav.profile': '👤 {name}', + 'nav.panelToggle': 'Mở/tắt bảng', + 'nav.logout': '🚪 Đăng xuất', + + // ── Login ── + 'login.title': 'Trading Portal', + 'login.subtitle': 'Đăng nhập tài khoản', + 'login.username': 'Tên đăng nhập', + 'login.password': 'Mật khẩu', + 'login.submit': 'Đăng nhập', + 'login.signing': 'Đang đăng nhập...', + 'login.error': 'Sai tên đăng nhập hoặc mật khẩu', + + // ── Dashboard ── + 'dash.chart': '📈 Biểu đồ', + 'dash.watchlist': '👁️ Danh sách', + 'dash.order': '📝 Đặt lệnh', + 'dash.signals': '📡 Tín hiệu', + 'dash.quickBuy': '⚡ Mua nhanh', + 'dash.quickSell': '⚡ Bán nhanh', + 'dash.tradeSize': 'Khối lượng (USDT)', + + // ── ChartToolbar ── + 'chart.exchange': 'Sàn', + 'chart.symbol': 'Cặp', + 'chart.search': 'Tìm symbol...', + 'chart.loading': 'Đang tải...', + 'chart.noData': 'Không có dữ liệu', + 'chart.error': 'Lỗi tải symbol', + + // ── Watchlist ── + 'wl.title': '👁️ Danh sách', + 'wl.search': 'Tìm symbol...', + 'wl.add': '+', + 'wl.remove': '✕', + 'wl.loading': 'Đang tải...', + 'wl.empty': 'Chưa có symbol nào. Click + để thêm.', + 'wl.error': 'Lỗi tải danh sách', + + // ── Order Panel ── + 'order.buy': 'Mua', + 'order.sell': 'Bán', + 'order.limit': 'Giới hạn', + 'order.market': 'Thị trường', + 'order.stop': 'Dừng', + 'order.amount': 'Số lượng', + 'order.price': 'Giá', + 'order.total': 'Tổng', + 'order.place': 'Đặt lệnh', + 'order.placing': 'Đang đặt...', + 'order.success': '✅ Đặt lệnh thành công', + 'order.loginRequired': '🔒 Cần đăng nhập', + 'order.noKey': '⚠️ Chưa cấu hình API key', + 'order.balance': 'Số dư: {amount}', + 'order.available': 'Khả dụng: {amount}', + + // ── Signals ── + 'sig.title': '📡 Tín hiệu trực tiếp', + 'sig.strongBuy': '🚀 MUA MẠNH', + 'sig.buy': '📈 MUA', + 'sig.strongSell': '🔻 BÁN MẠNH', + 'sig.sell': '📉 BÁN', + 'sig.cautionLong': '⚠️ THẬN TRỌNG (LONG)', + 'sig.cautionShort': '⚠️ THẬN TRỌNG (SHORT)', + 'sig.squeeze': '⚡ SQUEEZE ALERT', + 'sig.noSignal': 'Chưa có tín hiệu — đang chờ nến mới...', + 'sig.loading': 'Đang tải tín hiệu...', + 'sig.price': 'Giá', + 'sig.rsi': 'RSI', + 'sig.bb': 'BB', + 'sig.signal': 'Tín hiệu', + 'sig.time': 'Thời gian', + + // ── Profile ── + 'profile.tabs.info': 'ℹ️ Thông tin', + 'profile.tabs.keys': '🔑 API Keys', + 'profile.tabs.history': '📜 Lịch sử', + 'profile.tabs.prefs': '⚙️ Cài đặt', + 'profile.tabs.sessions': '🔐 Phiên đăng nhập', + + 'profile.info.title': 'Thông tin cá nhân', + 'profile.info.email': 'Email', + 'profile.info.displayName': 'Tên hiển thị', + 'profile.info.save': 'Lưu thông tin', + 'profile.info.saved': '✅ Đã lưu thông tin ✓', + 'profile.info.error': 'Lỗi lưu thông tin', + + 'profile.password.title': 'Đổi mật khẩu', + 'profile.password.old': 'Mật khẩu hiện tại', + 'profile.password.new': 'Mật khẩu mới', + 'profile.password.confirm': 'Xác nhận mật khẩu', + 'profile.password.btn': 'Đổi mật khẩu', + 'profile.password.validLength': 'Tối thiểu 8 ký tự', + 'profile.password.validNumber': 'Cần ít nhất 1 số', + 'profile.password.validSpecial': 'Cần ít nhất 1 ký tự đặc biệt', + 'profile.password.fillAll': 'Điền đầy đủ thông tin', + 'profile.password.success': '✅ Đổi mật khẩu thành công ✓', + + 'profile.keys.title': 'API Keys', + 'profile.keys.add': '+ Thêm Key', + 'profile.keys.edit': '✏️', + 'profile.keys.delete': '🗑️', + 'profile.keys.test': 'Kiểm tra', + 'profile.keys.empty': 'Chưa có API key nào', + 'profile.keys.exchange': 'Sàn', + 'profile.keys.key': 'API Key', + 'profile.keys.secret': 'Secret Key', + 'profile.keys.passphrase': 'Passphrase', + 'profile.keys.saving': 'Đang lưu...', + 'profile.keys.addTitle': 'Thêm API Key', + 'profile.keys.editTitle': 'Sửa API Key', + 'profile.keys.deleteConfirm': 'Bạn chắc chắn muốn xoá key này?', + + 'profile.prefs.title': '⚙️ Cài đặt', + 'profile.prefs.exchange': 'Sàn mặc định', + 'profile.prefs.timeframe': 'Khung thời gian', + 'profile.prefs.theme': 'Giao diện', + 'profile.prefs.upColor': 'Màu tăng', + 'profile.prefs.downColor': 'Màu giảm', + 'profile.prefs.notifSignal': '🔔 Thông báo tín hiệu', + 'profile.prefs.notifTrade': '💬 Thực hiện lệnh', + 'profile.prefs.notifTradeDesc': 'Gửi thông báo Telegram khi có lệnh thật được đặt', + 'profile.prefs.language': 'Ngôn ngữ', + 'profile.prefs.tradeSize': '💰 Khối lượng (USDT)', + 'profile.prefs.tradeSizeDesc': 'Số USDT dùng cho mỗi lệnh — Signal trades & Auto trade', + 'profile.prefs.autoTrade': '🤖 Auto Trade', + 'profile.prefs.autoTradeDesc': 'Tự động đặt lệnh Spot mua/bán thật — cần chọn token bên dưới', + 'profile.prefs.autoTradeWarning': '⚠️ Auto Trade đang BẬT — hệ thống sẽ tự động đặt lệnh market thật khi có signal', + 'profile.prefs.autoTradeTokens': '🪙 Token Auto Trade', + 'profile.prefs.autoTradeTokensDesc': 'Chọn token muốn Auto Trade — chỉ những token được chọn mới được auto trade', + 'profile.prefs.searchToken': '🔍 Tìm token...', + 'profile.prefs.noTokens': '⚠️ Chưa chọn token nào — Auto Trade sẽ không hoạt động', + 'profile.prefs.tracking': '📊 Auto Trades đang theo dõi', + 'profile.prefs.trackingDesc': '{n} cặp — click ✕ để bỏ theo dõi', + 'profile.prefs.trackingPaused': '📊 Auto Trades (tạm dừng)', + 'profile.prefs.trackingPausedDesc': 'Auto trade đang tắt — {n} cặp đã lưu', + 'profile.prefs.save': '💾 Lưu cài đặt', + 'profile.prefs.saved': '✅ Đã lưu cài đặt ✓', + 'profile.prefs.spot': 'SPOT', + + 'profile.sessions.title': 'Phiên đăng nhập', + 'profile.sessions.current': '(hiện tại)', + 'profile.sessions.revoke': 'Thu hồi', + 'profile.sessions.empty': 'Không có phiên nào', + 'profile.sessions.browser': 'Trình duyệt', + 'profile.sessions.os': 'HĐH', + 'profile.sessions.device': 'Thiết bị', + 'profile.sessions.ip': 'IP', + 'profile.sessions.created': 'Tạo lúc', + + 'profile.history.signals': '📈 Lệnh tín hiệu', + 'profile.history.real': '💹 Lệnh thật', + 'profile.history.empty': 'Chưa có lệnh nào', + 'profile.history.side': 'Lệnh', + 'profile.history.symbol': 'Cặp', + 'profile.history.price': 'Giá', + 'profile.history.qty': 'SL', + 'profile.history.pnl': 'PnL', + 'profile.history.time': 'Thời gian', + + // ── Signal History ── + 'sigHistory.pnl': 'Tổng PnL', + 'sigHistory.winRate': 'Tỉ lệ thắng', + 'sigHistory.trades': '{n} lệnh', +}; + +export default vi; diff --git a/frontend/src/types/trading.ts b/frontend/src/types/trading.ts new file mode 100755 index 0000000..091496a --- /dev/null +++ b/frontend/src/types/trading.ts @@ -0,0 +1,51 @@ +export interface Candle { + time: number; // Unix timestamp in seconds + open: number; + high: number; + low: number; + close: number; + volume: number; +} + +export interface Symbol { + id: number; + symbol: string; + base: string; + quote: string; + exchange_id: number; + active: boolean; +} + +export interface Exchange { + id: number; + name: string; + active: boolean; + connected?: boolean; + display_name?: string; + is_active?: boolean; +} + +export interface Indicators { + [key: string]: number[] | number[][]; +} + +export interface User { + id: number; + username: string; + email: string; + is_active: boolean; + is_admin?: boolean; + role?: string; + preferences?: Record; + created_at?: string; + display_name?: string | null; +} + +export interface AuthState { + user: User | null; + accessToken: string | null; + refreshToken: string | null; + isAuthenticated: boolean; + isLoading: boolean; + error: string | null; +} diff --git a/frontend/src/vite-env.d.ts b/frontend/src/vite-env.d.ts new file mode 100755 index 0000000..11f02fe --- /dev/null +++ b/frontend/src/vite-env.d.ts @@ -0,0 +1 @@ +/// diff --git a/frontend/tsconfig.app.json b/frontend/tsconfig.app.json new file mode 100755 index 0000000..864e8e7 --- /dev/null +++ b/frontend/tsconfig.app.json @@ -0,0 +1,25 @@ +{ + "compilerOptions": { + "tsBuildInfoFile": "./node_modules/.tmp/tsconfig.app.tsbuildinfo", + "target": "es2023", + "lib": ["ES2023", "DOM"], + "module": "esnext", + "types": ["vite/client"], + "skipLibCheck": true, + + /* Bundler mode */ + "moduleResolution": "bundler", + "allowImportingTsExtensions": true, + "verbatimModuleSyntax": true, + "moduleDetection": "force", + "noEmit": true, + "jsx": "react-jsx", + + /* Linting */ + "noUnusedLocals": false, + "noUnusedParameters": false, + "erasableSyntaxOnly": true, + "noFallthroughCasesInSwitch": true + }, + "include": ["src"] +} diff --git a/frontend/tsconfig.json b/frontend/tsconfig.json new file mode 100755 index 0000000..1ffef60 --- /dev/null +++ b/frontend/tsconfig.json @@ -0,0 +1,7 @@ +{ + "files": [], + "references": [ + { "path": "./tsconfig.app.json" }, + { "path": "./tsconfig.node.json" } + ] +} diff --git a/frontend/tsconfig.node.json b/frontend/tsconfig.node.json new file mode 100755 index 0000000..8455dcb --- /dev/null +++ b/frontend/tsconfig.node.json @@ -0,0 +1,23 @@ +{ + "compilerOptions": { + "tsBuildInfoFile": "./node_modules/.tmp/tsconfig.node.tsbuildinfo", + "target": "es2023", + "lib": ["ES2023"], + "types": ["node"], + "skipLibCheck": true, + + /* Bundler mode */ + "module": "nodenext", + "allowImportingTsExtensions": true, + "verbatimModuleSyntax": true, + "moduleDetection": "force", + "noEmit": true, + + /* Linting */ + "noUnusedLocals": true, + "noUnusedParameters": true, + "erasableSyntaxOnly": true, + "noFallthroughCasesInSwitch": true + }, + "include": ["vite.config.ts"] +} diff --git a/frontend/vite.config.ts b/frontend/vite.config.ts new file mode 100755 index 0000000..69b6a2b --- /dev/null +++ b/frontend/vite.config.ts @@ -0,0 +1,57 @@ +import { defineConfig } from 'vite' +import react from '@vitejs/plugin-react' +import { VitePWA } from 'vite-plugin-pwa' + +export default defineConfig({ + plugins: [ + react(), + VitePWA({ + registerType: 'autoUpdate', + includeAssets: ['favicon.svg', 'icons.svg'], + manifest: { + name: 'Trading Portal', + short_name: 'Trading', + description: 'Trading Portal - Real-time trading signals and charts', + theme_color: '#0d1117', + background_color: '#0d1117', + display: 'standalone', + start_url: '/dashboard', + icons: [ + { + src: '/favicon.svg', + sizes: 'any', + type: 'image/svg+xml', + purpose: 'any maskable', + }, + ], + }, + workbox: { + globPatterns: ['**/*.{js,css,html,svg,png,ico}'], + runtimeCaching: [ + { + urlPattern: /^https?:\/\/.*\/api\//, + handler: 'NetworkFirst', + options: { + cacheName: 'api-cache', + expiration: { maxEntries: 50, maxAgeSeconds: 60 * 5 }, + }, + }, + ], + }, + }), + ], + server: { + port: 5173, + host: '0.0.0.0', + proxy: { + '/api': { + target: 'http://localhost:8001', + changeOrigin: true, + }, + '/ws': { + target: 'ws://localhost:8001', + ws: true, + }, + }, + }, +}) diff --git a/models/xgb_model.json b/models/xgb_model.json new file mode 100644 index 0000000..f8651d6 --- /dev/null +++ b/models/xgb_model.json @@ -0,0 +1 @@ +{"learner":{"attributes":{"scikit_learn":"{\"_estimator_type\": 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\ No newline at end of file diff --git a/scripts/deploy-backend.sh b/scripts/deploy-backend.sh new file mode 100755 index 0000000..436a27b --- /dev/null +++ b/scripts/deploy-backend.sh @@ -0,0 +1,47 @@ +#!/bin/bash +# Deploy trading-backend container with dual-network setup +# Usage: ./deploy-backend.sh [image_tag] + +set -euo pipefail + +IMAGE="${1:-trading-backend:latest}" +CONTAINER="trading-backend" +NET1="trading-net" +NET2="hermes-agent_hermes-net" + +echo "==> Stopping old container (if any)..." +docker rm -f "$CONTAINER" 2>/dev/null || true + +echo "==> Creating $CONTAINER with --network $NET1..." +docker run -d \ + --name "$CONTAINER" \ + --network "$NET1" \ + -e DATABASE_URL="postgresql+asyncpg://trading:trading_secret@trading-db:5432/trading_portal" \ + "$IMAGE" + +echo "==> Connecting $CONTAINER to $NET2..." +docker network connect "$NET2" "$CONTAINER" + +echo "==> Copying JWT keys..." +docker exec -u 0 "$CONTAINER" mkdir -p /run/secrets 2>/dev/null || true +docker cp /opt/data/trading-portal/secrets/jwt_private.pem "$CONTAINER":/run/secrets/jwt_private.pem 2>/dev/null || \ + echo " (jwt_private.pem not found, continuing)" +docker cp /opt/data/trading-portal/secrets/jwt_public.pem "$CONTAINER":/run/secrets/jwt_public.pem 2>/dev/null || \ + echo " (jwt_public.pem not found, continuing)" +docker exec -u 0 "$CONTAINER" chown trading:trading /run/secrets/*.pem 2>/dev/null || true + +echo "==> Copying fetch_candles_cron.py..." +docker cp /opt/data/trading-portal/backend/scripts/fetch_candles_cron.py "$CONTAINER":/tmp/fc_cron.py 2>/dev/null +docker exec -u 0 "$CONTAINER" bash -c "cp /tmp/fc_cron.py /app/scripts/fetch_candles_cron.py && chown trading:trading /app/scripts/fetch_candles_cron.py && chmod +x /app/scripts/fetch_candles_cron.py" 2>/dev/null || \ + echo " (fetch_candles_cron.py copy skipped, continuing)" + +echo "==> Verifying networks:" +docker inspect "$CONTAINER" --format '{{range $k,$v := .NetworkSettings.Networks}}{{$k}} {{$v.IPAddress}} +{{end}}' + +echo "==> Checking health..." +sleep 2 +docker exec "$CONTAINER" curl -s http://localhost:8001/health 2>/dev/null || \ + echo "(health check may need a moment)" + +echo "✅ $CONTAINER deployed successfully on both networks!" diff --git a/scripts/deploy-frontend.sh b/scripts/deploy-frontend.sh new file mode 100755 index 0000000..a552c7a --- /dev/null +++ b/scripts/deploy-frontend.sh @@ -0,0 +1,25 @@ +#!/bin/bash +# Deploy trading-frontend container with dual-network setup +# Usage: ./deploy-frontend.sh [image_tag] + +set -euo pipefail + +IMAGE="${1:-trading-frontend:latest}" +CONTAINER="trading-frontend" +NET1="trading-net" +NET2="hermes-agent_hermes-net" + +echo "==> Stopping old container (if any)..." +docker rm -f "$CONTAINER" 2>/dev/null || true + +echo "==> Creating $CONTAINER with --network $NET1..." +docker run -d --name "$CONTAINER" --network "$NET1" "$IMAGE" + +echo "==> Connecting $CONTAINER to $NET2..." +docker network connect "$NET2" "$CONTAINER" + +echo "==> Verifying networks:" +docker inspect "$CONTAINER" --format '{{range $k,$v := .NetworkSettings.Networks}}{{$k}} {{$v.IPAddress}} +{{end}}' + +echo "✅ $CONTAINER deployed successfully on both networks!" diff --git a/scripts/fetch_historical_3y.py b/scripts/fetch_historical_3y.py new file mode 100644 index 0000000..6b6c76f --- /dev/null +++ b/scripts/fetch_historical_3y.py @@ -0,0 +1,176 @@ +#!/usr/bin/env python3 +""" +Fetch 3 years of historical OHLCV candles for top100 pairs. +Runs inside Docker container — reads DATABASE_URL from environment. +""" +import asyncio, logging, os, re, sys, time +from datetime import datetime, timedelta, timezone +from pathlib import Path + +import asyncpg +import ccxt.async_support as ccxt_async + +# Config +DB_URL = os.environ["DATABASE_URL"].replace("+asyncpg", "") +TOP100_FILE = "/app/scripts/top100_volume-v2.txt" +TIMEFRAMES = ["1d", "4h", "1h", "30m", "1w", "1M"] +YEARS = 3 +SINCE_MS = int((datetime.now(timezone.utc) - timedelta(days=YEARS * 365)).timestamp() * 1000) +FETCH_LIMIT = 1000 +BATCH_SIZE = 500 +CCXT_TIMEOUT = 30 +CONCURRENT = 4 + +EXCHANGE_MAP = {"BINANCE": "binance", "BYBIT": "bybit", "MEXC": "mexc", "GATE": "gate", "BINGX": "bingx"} + +# Write to both stdout and a log file for progress monitoring +LOG_FILE = "/tmp/fetch_hist.log" +logging.basicConfig(level=logging.INFO, format="%(asctime)s [%(levelname)s] %(message)s", + handlers=[logging.StreamHandler(sys.stdout), + logging.FileHandler(LOG_FILE, mode='w')]) +logger = logging.getLogger("fetch") + + +def parse_top100(path: str) -> dict[str, list[str]]: + exs: dict[str, list[str]] = {} + cur: str | None = None + for line in open(path): + line = line.strip() + if not line: + continue + for d, c in EXCHANGE_MAP.items(): + if line == d: + cur = c + exs.setdefault(cur, []) + break + else: + m = re.match(r"\s*(?:\d+|\+)\.\s+(\S+/USDT)\s+[\d,]+", line) + if m and cur and m.group(1) not in exs[cur]: + exs[cur].append(m.group(1)) + return exs + + +async def get_symbol_ids(pool): + rows = await pool.fetch("SELECT s.id, e.name AS en, s.symbol FROM symbols s JOIN exchanges e ON e.id=s.exchange_id WHERE s.is_active=true") + return {(r["en"], r["symbol"]): r["id"] for r in rows} + + +def tf_minutes(tf: str) -> int: + m = {"m": 1, "h": 60, "d": 1440, "w": 10080, "M": 43200} + return int(tf[:-1]) * m[tf[-1]] + + +async def process_exchange(name: str, syms: list[str], smap: dict, pool) -> dict: + stats = {"candles": 0, "failed": 0} + ex = getattr(ccxt_async, name)() + await asyncio.wait_for(ex.load_markets(), timeout=30) + logger.info(f"[{name}] {len(ex.symbols)} markets, {len(syms)} symbols to fetch") + sem = asyncio.Semaphore(CONCURRENT) + + async def fetch_one(symbol, tf): + sid = smap.get((name, symbol)) + if not sid or symbol not in ex.markets: + return 0 + candles = [] + since = SINCE_MS + for page in range(200): + async with sem: + try: + data = await asyncio.wait_for(ex.fetch_ohlcv(symbol, tf, since=since, limit=FETCH_LIMIT), timeout=CCXT_TIMEOUT) + except asyncio.TimeoutError: + logger.warning(f"[{name}] TIMEOUT {symbol}:{tf}") + break + except Exception as e: + err = str(e)[:120] + el = err.lower() + if any(k in el for k in ["rate limit", "irtransient", "requesttimeout"]): + await asyncio.sleep(10) + continue + if "maximum" in el and "points" in el: + max_ms = 10000 * tf_minutes(tf) * 60 * 1000 + ns = int(time.time() * 1000) - max_ms + if ns > since: + since = ns + continue + if "maximum query range" in el: + dm = re.search(r"(\d+)\s*days?", err) + if dm: + ns = int((datetime.now(timezone.utc) - timedelta(days=int(dm.group(1)))).timestamp() * 1000) + if ns > since: + since = ns + continue + if "invalid interval" in el: + return 0 + stats["failed"] += 1 + return 0 + if not data: + break + candles.extend(data) + if len(data) < FETCH_LIMIT: + break + lt = data[-1][0] + if lt <= since: + break + since = lt + 1 + + if candles: + vals = [(sid, tf, datetime.fromtimestamp(c[0] / 1000, tz=timezone.utc), + str(c[1]), str(c[2]), str(c[3]), str(c[4]), str(c[5])) for c in candles] + for i in range(0, len(vals), BATCH_SIZE): + b = vals[i:i + BATCH_SIZE] + async with pool.acquire() as conn: + await conn.executemany( + "INSERT INTO candles (symbol_id,timeframe,timestamp,open,high,low,close,volume) VALUES ($1,$2,$3,$4::numeric,$5::numeric,$6::numeric,$7::numeric,$8::numeric) ON CONFLICT DO NOTHING", + b) + return len(candles) + + tasks = [fetch_one(s, tf) for s in syms for tf in TIMEFRAMES] + done = [0] + total = len(tasks) + + async def tracked(t): + r = await t + done[0] += 1 + if done[0] % 50 == 0 or done[0] == total: + logger.info(f"[{name}] {done[0]}/{total} tasks done") + return r + + results = await asyncio.gather(*[tracked(t) for t in tasks], return_exceptions=True) + stats["candles"] = sum(r for r in results if isinstance(r, int) and r > 0) + logger.info(f"[{name}] DONE: {stats['candles']:,} candles ({stats['failed']} failed)") + await ex.close() + return stats + + +async def main(): + t0 = time.monotonic() + logger.info(f"FETCH {YEARS}Y — {TIMEFRAMES} — DB={DB_URL[:40]}...") + if not Path(TOP100_FILE).exists(): + logger.error(f"Missing {TOP100_FILE}") + return + + ex_syms = parse_top100(TOP100_FILE) + for ex, syms in ex_syms.items(): + logger.info(f" {ex}: {len(syms)} symbols") + + pool = await asyncpg.create_pool(DB_URL, min_size=2, max_size=10) + smap = await get_symbol_ids(pool) + logger.info(f"DB: {len(smap)} active symbols") + + all_stats = [] + for ex_name, syms in ex_syms.items(): + existing = [s for s in syms if (ex_name, s) in smap] + if not existing: + logger.warning(f"[{ex_name}] No symbols in DB — skip") + continue + logger.info(f"\n{'='*50}\n[{ex_name}] {len(existing)} symbols\n{'='*50}") + all_stats.append(await process_exchange(ex_name, existing, smap, pool)) + + elapsed = (time.monotonic() - t0) / 60 + total = sum(s["candles"] for s in all_stats) + logger.info(f"\n{'='*50}\nDONE {elapsed:.1f}min — {total:,} candles\n{'='*50}") + await pool.close() + + +if __name__ == "__main__": + asyncio.run(main()) diff --git a/scripts/fetch_historical_v4.py b/scripts/fetch_historical_v4.py new file mode 100644 index 0000000..e77c2a0 --- /dev/null +++ b/scripts/fetch_historical_v4.py @@ -0,0 +1,193 @@ +#!/usr/bin/env python3 +""" +Fetch 3Y historical OHLCV — fixed: sequential per symbol, low memory. +Runs inside scheduler container, reads DATABASE_URL from env. +""" +import asyncio, logging, os, re, sys, time +from datetime import datetime, timedelta, timezone +from pathlib import Path + +import asyncpg +import ccxt.async_support as ccxt_async + +DB_URL = os.environ["DATABASE_URL"].replace("+asyncpg", "") +TOP100_FILE = "/app/scripts/top100_volume-v2.txt" +TIMEFRAMES = ["1d", "4h", "1h", "30m", "1w", "1M"] +YEARS = 3 +SINCE_MS = int((datetime.now(timezone.utc) - timedelta(days=YEARS * 365)).timestamp() * 1000) +FETCH_LIMIT = 1000 +BATCH_SIZE = 500 +CCXT_TIMEOUT = 30 + +EXCHANGE_MAP = {"BINANCE": "binance", "BYBIT": "bybit", "MEXC": "mexc", "GATE": "gate", "BINGX": "bingx"} + +LOG_FILE = "/tmp/fetch_full.log" +logging.basicConfig(level=logging.INFO, format="%(asctime)s [%(levelname)s] %(message)s", + handlers=[logging.StreamHandler(sys.stdout), logging.FileHandler(LOG_FILE, mode='w')]) +logger = logging.getLogger("fetch") + + +def parse_top100(path): + exs, cur = {}, None + for line in open(path): + line = line.strip() + if not line: continue + for d, c in EXCHANGE_MAP.items(): + if line == d: + cur = c; exs.setdefault(cur, []); break + else: + m = re.match(r"\s*(?:\d+|\+)\.\s+(\S+/USDT)\s+[\d,]+", line) + if m and cur and m.group(1) not in exs[cur]: + exs[cur].append(m.group(1)) + return exs + + +async def get_symbol_ids(pool): + rows = await pool.fetch(""" + SELECT s.id, e.name AS en, s.symbol + FROM symbols s JOIN exchanges e ON e.id=s.exchange_id + WHERE s.is_active=true + """) + return {(r["en"], r["symbol"]): r["id"] for r in rows} + + +def tf_minutes(tf): + m = {"m": 1, "h": 60, "d": 1440, "w": 10080, "M": 43200} + return int(tf[:-1]) * m[tf[-1]] + + +async def fetch_and_save(ex_name, symbol, smap, ex, pool, conn): + """Fetch all 6 TFs for ONE symbol concurrently, insert to DB.""" + sid = smap.get((ex_name, symbol)) + if not sid: + return {"symbol": symbol, "candles": 0, "error": "not in DB"} + + async def fetch_one_tf(tf): + candles = [] + since = SINCE_MS + for page in range(200): + try: + data = await asyncio.wait_for( + ex.fetch_ohlcv(symbol, tf, since=since, limit=FETCH_LIMIT), + timeout=CCXT_TIMEOUT, + ) + except asyncio.TimeoutError: + logger.warning(f" {symbol}:{tf} TIMEOUT page {page}") + break + except Exception as e: + err = str(e) + el = err.lower() + if any(k in el for k in ["rate limit", "irtransient", "requesttimeout"]): + await asyncio.sleep(5) + continue + if "maximum" in el and "points" in el: + mx = 10000 * tf_minutes(tf) * 60 * 1000 + ns = int(time.time() * 1000) - mx + if ns > since: + since = ns; continue + if "maximum query range" in el: + dm = re.search(r"(\d+)\s*days?", err) + if dm: + ns = int((datetime.now(timezone.utc) - timedelta(days=int(dm.group(1)))).timestamp() * 1000) + if ns > since: + since = ns; continue + if "invalid interval" in el: + return (tf, []) + # Other error — skip this TF + return (tf, []) + if not data: + break + candles.extend(data) + if len(data) < FETCH_LIMIT: + break + lt = data[-1][0] + if lt <= since: + break + since = lt + 1 + return (tf, candles) + + # Fetch all 6 TFs concurrently + results = await asyncio.gather(*[fetch_one_tf(tf) for tf in TIMEFRAMES], return_exceptions=True) + + total_candles = 0 + for result in results: + if isinstance(result, BaseException): + continue + tf, candles = result + if not candles: + continue + + vals = [(sid, tf, datetime.fromtimestamp(c[0] / 1000, tz=timezone.utc), + str(c[1]), str(c[2]), str(c[3]), str(c[4]), str(c[5])) for c in candles] + + for i in range(0, len(vals), BATCH_SIZE): + b = vals[i:i + BATCH_SIZE] + try: + await conn.executemany( + "INSERT INTO candles (symbol_id,timeframe,timestamp,open,high,low,close,volume) " + "VALUES ($1,$2,$3,$4::numeric,$5::numeric,$6::numeric,$7::numeric,$8::numeric) " + "ON CONFLICT DO NOTHING", b) + except Exception as e: + logger.error(f" {symbol}:{tf} DB insert error: {e}") + break + total_candles += len(candles) + + return {"symbol": symbol, "candles": total_candles} + + +async def main(): + t0 = time.monotonic() + logger.info(f"FETCH {YEARS}Y — {TIMEFRAMES}") + + ex_syms = parse_top100(TOP100_FILE) + for ex, syms in ex_syms.items(): + logger.info(f" {ex}: {len(syms)} symbols") + + pool = await asyncpg.create_pool(DB_URL, min_size=2, max_size=6) + smap = await get_symbol_ids(pool) + logger.info(f"DB: {len(smap)} active symbols") + + grand_total = 0 + + for ex_name, all_syms in ex_syms.items(): + existing = [s for s in all_syms if (ex_name, s) in smap] + if not existing: + logger.warning(f"[{ex_name}] No symbols in DB — skip") + continue + + logger.info(f"\n{'='*50}\n[{ex_name}] {len(existing)} symbols\n{'='*50}") + + # Create exchange instance + ex = getattr(ccxt_async, ex_name)() + try: + await asyncio.wait_for(ex.load_markets(), timeout=30) + logger.info(f"[{ex_name}] markets loaded") + except Exception as e: + logger.error(f"[{ex_name}] load_markets failed: {e}") + await ex.close() + continue + + ex_total = 0 + for idx, symbol in enumerate(existing): + if symbol not in ex.markets: + continue + + t1 = time.monotonic() + async with pool.acquire() as conn: + result = await fetch_and_save(ex_name, symbol, smap, ex, pool, conn) + + elapsed = time.monotonic() - t1 + ex_total += result["candles"] + logger.info(f" [{idx+1}/{len(existing)}] {symbol}: {result['candles']:,} candles ({elapsed:.1f}s)") + + grand_total += ex_total + logger.info(f"[{ex_name}] DONE: {ex_total:,} candles") + await ex.close() + + elapsed = (time.monotonic() - t0) / 60 + logger.info(f"\n{'='*50}\nTOTAL: {grand_total:,} candles in {elapsed:.1f} min\n{'='*50}") + await pool.close() + + +if __name__ == "__main__": + asyncio.run(main()) diff --git a/scripts/fetch_minimal.py b/scripts/fetch_minimal.py new file mode 100644 index 0000000..79db166 --- /dev/null +++ b/scripts/fetch_minimal.py @@ -0,0 +1,77 @@ +#!/usr/bin/env python3 +"""Minimal working version: fetch Binance 30m for BTC/USDT 3 years.""" +import asyncio, sys, time, os +from datetime import datetime, timedelta, timezone + +import asyncpg +import ccxt.async_support as ccxt_async + +DB_URL = os.environ["DATABASE_URL"].replace("+asyncpg", "") +SINCE_MS = int((datetime.now(timezone.utc) - timedelta(days=3*365)).timestamp() * 1000) + +async def main(): + t0 = time.monotonic() + print(f"DB: {DB_URL[:40]}...", flush=True) + + ex = ccxt_async.binance() + await ex.load_markets() + print(f"Binance loaded: {len(ex.symbols)} markets", flush=True) + + pool = await asyncpg.create_pool(DB_URL, min_size=1, max_size=4) + + # Get BTC/USDT symbol ID + rows = await pool.fetch("SELECT s.id FROM symbols s JOIN exchanges e ON e.id=s.exchange_id WHERE e.name='binance' AND s.symbol='BTC/USDT'") + symbol_id = rows[0][0] + print(f"BTC/USDT symbol_id={symbol_id}", flush=True) + + # Fetch 30m + all_candles = [] + since = SINCE_MS + page = 0 + while True: + page += 1 + try: + data = await asyncio.wait_for( + ex.fetch_ohlcv('BTC/USDT', '30m', since=since, limit=1000), + timeout=30 + ) + except Exception as e: + print(f"Page {page} ERROR: {e}", flush=True) + break + + if not data: + break + all_candles.extend(data) + print(f"Page {page}: {len(data)} candles (total: {len(all_candles)})", flush=True) + + if len(data) < 1000: + break + lt = data[-1][0] + if lt <= since: + break + since = lt + 1 + + if page > 100: + print("Too many pages!", flush=True) + break + + print(f"Total: {len(all_candles)} candles in {time.monotonic()-t0:.1f}s", flush=True) + + # Insert + values = [(symbol_id, '30m', datetime.fromtimestamp(c[0]/1000, tz=timezone.utc), + str(c[1]), str(c[2]), str(c[3]), str(c[4]), str(c[5])) for c in all_candles] + + i0 = time.monotonic() + for i in range(0, len(values), 500): + batch = values[i:i+500] + async with pool.acquire() as conn: + await conn.executemany( + "INSERT INTO candles (symbol_id,timeframe,timestamp,open,high,low,close,volume) VALUES ($1,$2,$3,$4::numeric,$5::numeric,$6::numeric,$7::numeric,$8::numeric) ON CONFLICT DO NOTHING", + batch) + print(f"Inserted in {time.monotonic()-i0:.1f}s", flush=True) + + await ex.close() + await pool.close() + print("DONE", flush=True) + +asyncio.run(main()) diff --git a/scripts/health_check.py b/scripts/health_check.py new file mode 100755 index 0000000..4ccf07d --- /dev/null +++ b/scripts/health_check.py @@ -0,0 +1,106 @@ +#!/usr/bin/env python3 +"""System Health Check — script-only, zero token cost. + +Checks all 4 trading portal services every 30 minutes. +Only outputs when something is BROKEN → triggers Telegram alert. +Silent when everything is healthy. +""" + +import subprocess, sys, json, os + +PROJECT_DIR = "/opt/data/trading-portal" +HEALTH_URL = "http://localhost:8001/health" +FRONTEND_URL = "http://localhost:3000" +DOCKER = "/usr/bin/docker" + +ALERTS = [] + + +def check(label, ok): + if not ok: + ALERTS.append(label) + + +# 1. Docker compose service status +try: + out = subprocess.check_output( + [DOCKER, "compose", "-f", f"{PROJECT_DIR}/docker-compose.yml", "ps", "--format", "json"], + cwd=PROJECT_DIR, text=True, timeout=15 + ) + services = {} + for line in out.strip().split("\n"): + if not line.strip(): + continue + s = json.loads(line) + # Docker Compose v5.2.0 uses CapitalCase keys + name = s.get("Service", s.get("service", "?")) + state = s.get("State", s.get("state", "?")) + health = s.get("Health", s.get("health", "")) + if health: + services[name] = f"{state}/{health}" + else: + services[name] = state + + for svc in ["db", "backend-api", "backend-scheduler", "frontend"]: + state = services.get(svc, "MISSING") + if "healthy" not in state.lower() and "running" not in state.lower(): + check(f"Docker {svc}: {state}", False) +except Exception as e: + check(f"Docker ps failed: {str(e)[:100]}", False) + + +# 2. API health endpoint +try: + import urllib.request + with urllib.request.urlopen(HEALTH_URL, timeout=10) as resp: + data = json.loads(resp.read()) + if data.get("status") != "healthy": + check(f"API health: {data}", False) +except Exception as e: + check(f"API health unreachable: {e}", False) + + +# 3. Frontend reachable +try: + import urllib.request + req = urllib.request.Request(FRONTEND_URL, method="HEAD") + with urllib.request.urlopen(req, timeout=10) as resp: + if resp.status not in (200, 301, 302, 304): + check(f"Frontend HTTP {resp.status}", False) +except Exception as e: + check(f"Frontend unreachable: {e}", False) + + +# 4. Scheduler recent errors (last 5 minutes) +try: + logs = subprocess.check_output( + ["docker", "compose", "logs", "--since", "5m", "backend-scheduler"], + cwd=PROJECT_DIR, text=True, stderr=subprocess.STDOUT, timeout=10 + ) + errors = [l for l in logs.split("\n") if "ERROR" in l or "CRITICAL" in l or "Traceback" in l] + if errors: + check(f"Scheduler errors ({len(errors)}): {errors[-1][:200]}", False) +except Exception as e: + check(f"Scheduler log check failed: {e}", False) + + +# 5. Check disk space +try: + stat = os.statvfs(PROJECT_DIR) + pct_used = 100 - (stat.f_bavail / stat.f_blocks * 100) + if pct_used > 90: + check(f"Disk usage {pct_used:.0f}%", False) +except Exception: + pass + + +# ── Output (only when there are alerts) ── +if ALERTS: + print(f"🚨 Trading Portal Health Alert — {len(ALERTS)} issues:") + for a in ALERTS: + print(f" ❌ {a}") + print(f"\nCheck: docker compose -f {PROJECT_DIR}/docker-compose.yml ps") + sys.exit(1) +else: + # All good — silent output = no Telegram delivery + pass diff --git a/trading-portal.nginx.conf b/trading-portal.nginx.conf new file mode 100755 index 0000000..05207a2 --- /dev/null +++ b/trading-portal.nginx.conf @@ -0,0 +1,37 @@ +server { + listen 443 ssl; + listen [::]:443 ssl; + server_name trading.ongbut.com.vn; + + # P1-18: Use the correct domain cert (trading.dangloica.org, not hermes.dangloica.org) + ssl_certificate /etc/letsencrypt/live/trading.dangloica.org/fullchain.pem; + ssl_certificate_key /etc/letsencrypt/live/trading.dangloica.org/privkey.pem; + + ssl_protocols TLSv1.2 TLSv1.3; + ssl_ciphers HIGH:!aNULL:!MD5; + ssl_prefer_server_ciphers on; + + location / { + proxy_pass http://trading-frontend:80; + proxy_set_header Host $host; + proxy_set_header X-Real-IP $remote_addr; + proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for; + proxy_set_header X-Forwarded-Proto $scheme; + } + + location /ws/ { + proxy_pass http://trading-frontend:80; + proxy_http_version 1.1; + proxy_set_header Upgrade $http_upgrade; + proxy_set_header Connection "upgrade"; + proxy_set_header Host $host; + proxy_set_header X-Real-IP $remote_addr; + proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for; + proxy_set_header X-Forwarded-Proto $scheme; + } + + location /health { + proxy_pass http://trading-backend:8001/health; + proxy_set_header Host $host; + } +}