size taken from monitored wallet
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@ -5,16 +5,17 @@ import json
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import time
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import multiprocessing
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import numpy as np # Import numpy to handle np.float64
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from datetime import datetime, timezone
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from logging_utils import setup_logging
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from trade_log import log_trade
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class PositionManager:
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"""
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Listens for strategy signals, READS the current position state,
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and sends explicit execution orders to the TradeExecutor.
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It does NOT write to the position state file.
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(Stateless) Listens for EXPLICIT signals (e.g., "OPEN_LONG") from all
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strategies and converts them into specific execution orders
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(e.g., "market_open") for the TradeExecutor.
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It holds NO position state.
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"""
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def __init__(self, log_level: str, trade_signal_queue: multiprocessing.Queue, order_execution_queue: multiprocessing.Queue):
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@ -23,39 +24,34 @@ class PositionManager:
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self.trade_signal_queue = trade_signal_queue
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self.order_execution_queue = order_execution_queue
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self.opened_positions_file = os.path.join("_data", "opened_positions.json")
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# --- REMOVED: All state management ---
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# --- MODIFIED: Load state, but will not save it ---
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self.opened_positions = self._load_opened_positions()
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if self.opened_positions:
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logging.info(f"Position Manager started. Loaded {len(self.opened_positions)} open positions (read-only).")
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else:
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logging.info("Position Manager started. No initial positions found.")
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logging.info("Position Manager (Stateless) started.")
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# --- REMOVED: _load_managed_positions method ---
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# --- REMOVED: _save_managed_positions method ---
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# --- REMOVED: All tick/rounding/meta logic ---
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def _load_opened_positions(self) -> dict:
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"""Loads the state of currently managed positions from a JSON file."""
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if not os.path.exists(self.opened_positions_file):
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return {}
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try:
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with open(self.opened_positions_file, 'r', encoding='utf-8') as f:
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return json.load(f)
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except (json.JSONDecodeError, IOError) as e:
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logging.error(f"Failed to read '{self.opened_positions_file}': {e}. Starting with empty state.", exc_info=True)
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return {}
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# --- REMOVED: _save_opened_positions method ---
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# (The TradeExecutor is now responsible for saving)
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def send_order(self, order_data: dict):
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def send_order(self, agent: str, action: str, coin: str, is_buy: bool, size: float, reduce_only: bool = False, limit_px=None, sl_px=None, tp_px=None):
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"""Helper function to put a standardized order onto the execution queue."""
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order_data = {
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"agent": agent,
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"action": action,
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"coin": coin,
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"is_buy": is_buy,
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"size": size,
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"reduce_only": reduce_only,
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"limit_px": limit_px,
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"sl_px": sl_px,
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"tp_px": tp_px,
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}
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logging.info(f"Sending order to executor: {order_data}")
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self.order_execution_queue.put(order_data)
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def run(self):
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"""
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Main execution loop. Blocks and waits for a signal from the queue.
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Converts strategy signals into execution orders based on current state.
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Converts explicit strategy signals into execution orders.
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"""
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logging.info("Position Manager started. Waiting for signals...")
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while True:
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@ -66,103 +62,109 @@ class PositionManager:
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logging.info(f"Received signal: {trade_signal}")
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# --- NEW: Reload the position state on every signal ---
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# This ensures we have the most up-to-date state from the Executor
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self.opened_positions = self._load_opened_positions()
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name = trade_signal['strategy_name']
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config = trade_signal['config']
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params = config['parameters']
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coin = trade_signal['coin'].upper()
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# --- NEW: The signal is now the explicit action ---
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desired_signal = trade_signal['signal']
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signal_price = trade_signal.get('signal_price')
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status = trade_signal
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signal_price = status.get('signal_price')
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if isinstance(signal_price, np.float64):
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signal_price = float(signal_price)
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if not signal_price or signal_price <= 0:
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logging.warning(f"[{name}] Signal received with invalid price ({signal_price}). Skipping.")
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logging.warning(f"[{name}] Signal received with invalid or missing price ({signal_price}). Skipping.")
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continue
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# --- Handle copy_trader's nested config ---
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# --- This logic is still needed for copy_trader's nested config ---
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# --- But ONLY for finding leverage, not size ---
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if 'coins_to_copy' in params:
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# ... (omitted for brevity, this logic is correct and unchanged) ...
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matching_coin_key = next((k for k in params['coins_to_copy'] if k.upper() == coin), None)
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logging.info(f"[{name}] Detected 'coins_to_copy'. Entering copy_trader logic...")
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matching_coin_key = None
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for key in params['coins_to_copy'].keys():
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if key.upper() == coin:
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matching_coin_key = key
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break
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if matching_coin_key:
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coin_config = params['coins_to_copy'][matching_coin_key]
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params['size'] = coin_config.get('size')
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params['leverage_long'] = coin_config.get('leverage_long', 2)
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params['leverage_short'] = coin_config.get('leverage_short', 2)
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coin_specific_config = params['coins_to_copy'][matching_coin_key]
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else:
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coin_specific_config = {}
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# --- REMOVED: size = coin_specific_config.get('size') ---
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params['leverage_long'] = coin_specific_config.get('leverage_long', 2)
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params['leverage_short'] = coin_specific_config.get('leverage_short', 2)
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size = params.get('size')
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if not size:
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logging.error(f"[{name}] Signal received with no 'size'. Skipping trade.")
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# --- FIX: Read the size from the ROOT of the trade signal ---
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size = trade_signal.get('size')
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if not size or size <= 0:
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logging.error(f"[{name}] Signal received with no 'size' or invalid size ({size}). Skipping trade.")
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continue
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# --- END FIX ---
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leverage_long = int(params.get('leverage_long', 2))
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leverage_short = int(params.get('leverage_short', 2))
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agent_name = (config.get("agent") or "default").lower()
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# --- NEW: Stateful decision making ---
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position_key = f"{name}_{coin}"
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current_position = self.opened_positions.get(position_key)
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logging.info(f"[{name}] Agent set to: {agent_name}")
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logging.info(f"[{name}] Processing signal '{desired_signal}'. Current state: {current_position['side'] if current_position else 'FLAT'}")
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order_data = {
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"agent": agent_name,
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"coin": coin,
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"limit_px": signal_price,
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# --- NEW: Pass all context to the executor ---
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"strategy": name,
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"position_key": position_key,
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"open_price": signal_price,
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"open_time_utc": datetime.now(timezone.utc).isoformat(),
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"amount": size
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}
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# --- REMOVED: current_position check ---
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# --- Use pure signal_price directly for the limit_px ---
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limit_px = signal_price
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logging.info(f"[{name}] Using pure signal price for limit_px: {limit_px}")
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# --- NEW: Stateless Signal-to-Order Conversion ---
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if desired_signal == "OPEN_LONG":
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if current_position:
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logging.info(f"[{name}] Ignoring OPEN_LONG signal, already in a position.")
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continue
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logging.warning(f"[{name}] ACTION: Setting leverage to {leverage_long}x and opening LONG.")
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self.send_order({**order_data, "action": "update_leverage", "is_buy": True, "size": leverage_long})
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self.send_order({**order_data, "action": "market_open", "is_buy": True, "size": size})
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logging.warning(f"[{name}] ACTION: Opening LONG for {coin}.")
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# --- REMOVED: Leverage update signal ---
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self.send_order(agent_name, "market_open", coin, True, size, limit_px=limit_px)
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log_trade(strategy=name, coin=coin, action="OPEN_LONG", price=signal_price, size=size, signal=desired_signal)
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elif desired_signal == "OPEN_SHORT":
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if current_position:
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logging.info(f"[{name}] Ignoring OPEN_SHORT signal, already in a position.")
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continue
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logging.warning(f"[{name}] ACTION: Setting leverage to {leverage_short}x and opening SHORT.")
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self.send_order({**order_data, "action": "update_leverage", "is_buy": False, "size": leverage_short})
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self.send_order({**order_data, "action": "market_open", "is_buy": False, "size": size})
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logging.warning(f"[{name}] ACTION: Opening SHORT for {coin}.")
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# --- REMOVED: Leverage update signal ---
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self.send_order(agent_name, "market_open", coin, False, size, limit_px=limit_px)
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log_trade(strategy=name, coin=coin, action="OPEN_SHORT", price=signal_price, size=size, signal=desired_signal)
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elif desired_signal == "CLOSE_LONG":
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if not current_position or current_position['side'] != 'long':
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logging.info(f"[{name}] Ignoring CLOSE_LONG signal, not in a long position.")
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continue
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logging.warning(f"[{name}] ACTION: Closing LONG position.")
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self.send_order({**order_data, "action": "market_close", "is_buy": False, "size": size})
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logging.warning(f"[{name}] ACTION: Closing LONG position for {coin}.")
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# A "market_close" for a LONG is a SELL order
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self.send_order(agent_name, "market_close", coin, False, size, limit_px=limit_px)
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log_trade(strategy=name, coin=coin, action="CLOSE_LONG", price=signal_price, size=size, signal=desired_signal)
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elif desired_signal == "CLOSE_SHORT":
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if not current_position or current_position['side'] != 'short':
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logging.info(f"[{name}] Ignoring CLOSE_SHORT signal, not in a short position.")
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continue
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logging.warning(f"[{name}] ACTION: Closing SHORT position.")
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self.send_order({**order_data, "action": "market_close", "is_buy": True, "size": size})
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logging.warning(f"[{name}] ACTION: Closing SHORT position for {coin}.")
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# A "market_close" for a SHORT is a BUY order
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self.send_order(agent_name, "market_close", coin, True, size, limit_px=limit_px)
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log_trade(strategy=name, coin=coin, action="CLOSE_SHORT", price=signal_price, size=size, signal=desired_signal)
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# --- NEW: Handle leverage update signals ---
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elif desired_signal == "UPDATE_LEVERAGE_LONG":
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logging.warning(f"[{name}] ACTION: Updating LONG leverage for {coin} to {size}x")
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# 'size' field holds the leverage value for this signal
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self.send_order(agent_name, "update_leverage", coin, True, size)
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elif desired_signal == "UPDATE_LEVERAGE_SHORT":
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logging.warning(f"[{name}] ACTION: Updating SHORT leverage for {coin} to {size}x")
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# 'size' field holds the leverage value for this signal
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self.send_order(agent_name, "update_leverage", coin, False, size)
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else:
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logging.warning(f"[{name}] Received unhandled signal '{desired_signal}'. No action taken.")
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logging.warning(f"[{name}] Received unknown signal '{desired_signal}'. No action taken.")
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# --- REMOVED: _save_managed_positions() ---
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except Exception as e:
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logging.error(f"An error occurred in the position manager loop: {e}", exc_info=True)
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time.sleep(1)
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# This script is no longer run directly, but is called by main_app.py
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