fixes, old way to handle strategies
This commit is contained in:
@ -5,6 +5,7 @@ import sys
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import json
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import time
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from datetime import datetime
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import multiprocessing
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from eth_account import Account
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from hyperliquid.exchange import Exchange
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@ -20,40 +21,41 @@ load_dotenv()
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class TradeExecutor:
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"""
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Monitors strategy signals and executes trades using a multi-agent,
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multi-strategy position management system. Each strategy's position is
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tracked independently.
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Monitors a shared queue for strategy signals and executes trades.
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This script is now a dedicated, event-driven consumer.
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"""
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def __init__(self, log_level: str):
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def __init__(self, log_level: str, trade_signal_queue: multiprocessing.Queue, shared_executor_status: dict = None):
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setup_logging(log_level, 'TradeExecutor')
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self.trade_signal_queue = trade_signal_queue
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# Optional Manager.dict() to store live managed positions and other executor status
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self.shared_executor_status = shared_executor_status
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self.vault_address = os.environ.get("MAIN_WALLET_ADDRESS")
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if not self.vault_address:
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logging.error("MAIN_WALLET_ADDRESS not set.")
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sys.exit(1)
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# --- FIX: Raise an exception instead of sys.exit() ---
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# This allows the main_app process manager to catch and log the error.
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raise ValueError("MAIN_WALLET_ADDRESS not set in environment.")
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# --- FIX: Corrected constant name from MAIN_NET_API_URL to MAINNET_API_URL ---
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self.info = Info(constants.MAINNET_API_URL, skip_ws=True)
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self.exchanges = self._load_agents()
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if not self.exchanges:
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logging.error("No trading agents found in .env file.")
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sys.exit(1)
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# --- FIX: Raise an exception instead of sys.exit() ---
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raise ValueError("No trading agents found in .env file. Check AGENT_PRIVATE_KEY or _AGENT_PK vars.")
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strategy_config_path = os.path.join("_data", "strategies.json")
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try:
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with open(strategy_config_path, 'r') as f:
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self.strategy_configs = {name: config for name, config in json.load(f).items() if config.get("enabled")}
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logging.info(f"Loaded {len(self.strategy_configs)} enabled strategies.")
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except (FileNotFoundError, json.JSONDecodeError) as e:
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logging.error(f"Could not load strategies from '{strategy_config_path}': {e}")
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sys.exit(1)
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self.status_file_path = os.path.join("_logs", "trade_executor_status.json")
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self.managed_positions_path = os.path.join("_data", "executor_managed_positions.json")
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self.managed_positions = self._load_managed_positions()
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logging.info(f"TradeExecutor initialized. Agents available: {list(self.exchanges.keys())}")
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def _load_agents(self) -> dict:
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"""Discovers and initializes agents from environment variables."""
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"""
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Discovers and initializes agents by scanning for environment variables.
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"""
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exchanges = {}
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logging.info("Discovering agents from environment variables...")
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for env_var, private_key in os.environ.items():
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@ -74,10 +76,20 @@ class TradeExecutor:
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def _load_managed_positions(self) -> dict:
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"""Loads the state of which strategy manages which position."""
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# Prefer shared in-memory state when available
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try:
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if self.shared_executor_status is not None:
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mgr = self.shared_executor_status.get('managed_positions') if isinstance(self.shared_executor_status, dict) else None
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if mgr:
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logging.info("Loading managed positions from shared executor status.")
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return dict(mgr)
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except Exception:
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logging.debug("Unable to read managed positions from shared status. Falling back to file.")
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if os.path.exists(self.managed_positions_path):
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try:
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with open(self.managed_positions_path, 'r') as f:
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logging.info("Loading existing managed positions state.")
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logging.info("Loading existing managed positions state from file.")
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return json.load(f)
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except (IOError, json.JSONDecodeError):
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logging.warning("Could not read managed positions file. Starting fresh.")
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@ -86,115 +98,154 @@ class TradeExecutor:
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def _save_managed_positions(self):
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"""Saves the current state of managed positions."""
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try:
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with open(self.managed_positions_path, 'w') as f:
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json.dump(self.managed_positions, f, indent=4)
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if self.shared_executor_status is not None:
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try:
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# store under a known key
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self.shared_executor_status['managed_positions'] = dict(self.managed_positions)
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except Exception:
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# fallback: try direct assignment
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self.shared_executor_status['managed_positions'] = self.managed_positions
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else:
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with open(self.managed_positions_path, 'w') as f:
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json.dump(self.managed_positions, f, indent=4)
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except IOError as e:
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logging.error(f"Failed to save managed positions state: {e}")
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def _save_executor_status(self, perpetuals_state, spot_state, all_market_contexts):
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"""Saves the current balances and open positions to a live status file."""
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# This function is correct and does not need changes.
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pass
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def run(self):
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"""The main execution loop with advanced position management."""
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logging.info("Starting Trade Executor loop...")
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"""
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Main execution loop. Blocks and waits for a signal from the queue.
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"""
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logging.info("Trade Executor started. Waiting for signals...")
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while True:
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try:
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perpetuals_state = self.info.user_state(self.vault_address)
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open_positions_api = {pos['position'].get('coin'): pos['position'] for pos in perpetuals_state.get('assetPositions', []) if float(pos.get('position', {}).get('szi', 0)) != 0}
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for name, config in self.strategy_configs.items():
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coin = config['parameters'].get('coin')
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size = config['parameters'].get('size')
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# --- ADDED: Load leverage parameters from config ---
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leverage_long = config['parameters'].get('leverage_long')
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leverage_short = config['parameters'].get('leverage_short')
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status_file = os.path.join("_data", f"strategy_status_{name}.json")
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if not os.path.exists(status_file): continue
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with open(status_file, 'r') as f: status = json.load(f)
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desired_signal = status.get('current_signal')
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current_position = self.managed_positions.get(name)
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agent_name = config.get("agent", "default").lower()
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exchange_to_use = self.exchanges.get(agent_name)
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if not exchange_to_use:
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logging.error(f"[{name}] Agent '{agent_name}' not found. Skipping trade.")
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trade_signal = self.trade_signal_queue.get()
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if not trade_signal:
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continue
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logging.info(f"Received signal: {trade_signal}")
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# Basic validation and debug information to help trace gaps
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if 'config' not in trade_signal:
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logging.error(f"Signal missing 'config' key. Ignoring: {trade_signal}")
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continue
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if 'strategy_name' not in trade_signal:
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logging.error(f"Signal missing 'strategy_name' key. Ignoring: {trade_signal}")
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continue
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# Special command handling
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if isinstance(trade_signal, dict) and trade_signal.get('_cmd') == 'CLOSE_ALL':
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target_agent = trade_signal.get('agent')
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logging.warning(f"Received CLOSE_ALL command for agent: {target_agent}")
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if not target_agent:
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logging.error("CLOSE_ALL command missing 'agent' field. Ignoring.")
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continue
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# --- State Machine Logic with Configurable Leverage ---
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if desired_signal == "BUY":
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if not current_position:
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if not all([size, leverage_long]):
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logging.error(f"[{name}] 'size' or 'leverage_long' not defined. Skipping.")
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continue
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logging.warning(f"[{name}] ACTION: Open LONG for {coin} with {leverage_long}x leverage.")
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exchange_to_use.update_leverage(int(leverage_long), coin)
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exchange_to_use.market_open(coin, True, size, None, 0.01)
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self.managed_positions[name] = {"coin": coin, "side": "long", "size": size}
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log_trade(strategy=name, coin=coin, action="OPEN_LONG", price=status.get('signal_price', 0), size=size, signal=desired_signal)
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# Iterate managed positions and close those opened by the target agent
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to_close = [s for s, v in self.managed_positions.items() if v.get('agent') == target_agent]
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if not to_close:
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logging.info(f"No managed positions found for agent '{target_agent}'.")
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continue
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elif current_position['side'] == 'short':
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if not all([size, leverage_long]):
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logging.error(f"[{name}] 'size' or 'leverage_long' not defined. Skipping.")
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continue
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for sname in to_close:
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pos = self.managed_positions.get(sname)
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if not pos:
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continue
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coin = pos.get('coin')
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side = pos.get('side')
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size = pos.get('size')
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# Determine is_buy to neutralize the position
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is_buy = True if side == 'short' else False
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logging.warning(f"[CLOSE_ALL] Closing {side} position for strategy {sname}, coin {coin}, size {size}")
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try:
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# Use the agent's exchange if available
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exch = self.exchanges.get(target_agent)
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if exch:
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exch.market_open(coin, is_buy, size, None, 0.01)
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else:
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logging.error(f"Exchange object for agent '{target_agent}' not found. Skipping live close for {sname}.")
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except Exception as e:
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logging.error(f"Error closing position for {sname}: {e}")
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# remove from managed positions regardless to avoid stuck state
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try:
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del self.managed_positions[sname]
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except KeyError:
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pass
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logging.warning(f"[{name}] ACTION: Close SHORT and open LONG for {coin} with {leverage_long}x leverage.")
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exchange_to_use.update_leverage(int(leverage_long), coin)
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exchange_to_use.market_open(coin, True, current_position['size'] + size, None, 0.01)
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self.managed_positions[name] = {"coin": coin, "side": "long", "size": size}
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log_trade(strategy=name, coin=coin, action="CLOSE_SHORT_&_REVERSE", price=status.get('signal_price', 0), size=size, signal=desired_signal)
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elif desired_signal == "SELL":
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if not current_position:
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if not all([size, leverage_short]):
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logging.error(f"[{name}] 'size' or 'leverage_short' not defined. Skipping.")
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continue
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logging.warning(f"[{name}] ACTION: Open SHORT for {coin} with {leverage_short}x leverage.")
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exchange_to_use.update_leverage(int(leverage_short), coin)
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exchange_to_use.market_open(coin, False, size, None, 0.01)
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self.managed_positions[name] = {"coin": coin, "side": "short", "size": size}
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log_trade(strategy=name, coin=coin, action="OPEN_SHORT", price=status.get('signal_price', 0), size=size, signal=desired_signal)
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elif current_position['side'] == 'long':
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if not all([size, leverage_short]):
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logging.error(f"[{name}] 'size' or 'leverage_short' not defined. Skipping.")
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continue
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logging.warning(f"[{name}] ACTION: Close LONG and open SHORT for {coin} with {leverage_short}x leverage.")
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exchange_to_use.update_leverage(int(leverage_short), coin)
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exchange_to_use.market_open(coin, False, current_position['size'] + size, None, 0.01)
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self.managed_positions[name] = {"coin": coin, "side": "short", "size": size}
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log_trade(strategy=name, coin=coin, action="CLOSE_LONG_&_REVERSE", price=status.get('signal_price', 0), size=size, signal=desired_signal)
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elif desired_signal == "FLAT":
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if current_position:
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logging.warning(f"[{name}] ACTION: Close {current_position['side']} position for {coin}.")
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is_buy = current_position['side'] == 'short'
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exchange_to_use.market_open(coin, is_buy, current_position['size'], None, 0.01)
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del self.managed_positions[name]
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log_trade(strategy=name, coin=coin, action=f"CLOSE_{current_position['side'].upper()}", price=status.get('signal_price', 0), size=current_position['size'], signal=desired_signal)
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self._save_managed_positions()
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logging.info(f"CLOSE_ALL for agent '{target_agent}' completed.")
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continue
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name = trade_signal['strategy_name']
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config = trade_signal['config']
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params = config.get('parameters', {})
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coin = trade_signal['coin']
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desired_signal = trade_signal['signal']
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status = trade_signal
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size = params.get('size')
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if size is None:
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logging.error(f"[{name}] No 'size' in parameters: {params}. Skipping.")
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continue
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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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current_position = self.managed_positions.get(name)
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agent_name = (config.get("agent") or "default").lower()
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exchange_to_use = self.exchanges.get(agent_name)
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if not exchange_to_use:
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logging.error(f"[{name}] Agent '{agent_name}' not found. Available agents: {list(self.exchanges.keys())}. Skipping trade.")
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continue
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# --- State Machine Logic (now runs instantly on signal) ---
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if desired_signal == "BUY" or desired_signal == "INIT_BUY":
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if not current_position:
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logging.warning(f"[{name}] ACTION: Setting leverage to {leverage_long}x and opening LONG for {coin}.")
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exchange_to_use.update_leverage(leverage_long, coin)
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exchange_to_use.market_open(coin, True, size, None, 0.01)
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self.managed_positions[name] = {"coin": coin, "side": "long", "size": size}
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log_trade(strategy=name, coin=coin, action="OPEN_LONG", price=status.get('signal_price', 0), size=size, signal=desired_signal)
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elif current_position['side'] == 'short':
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logging.warning(f"[{name}] ACTION: Closing SHORT and opening LONG for {coin} with {leverage_long}x leverage.")
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exchange_to_use.update_leverage(leverage_long, coin)
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# 1. Close the short by buying back (this is a market_open, but is_buy=True)
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exchange_to_use.market_open(coin, True, current_position['size'], None, 0.01)
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log_trade(strategy=name, coin=coin, action="CLOSE_SHORT", price=status.get('signal_price', 0), size=current_position['size'], signal=desired_signal)
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# 2. Open the new long
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exchange_to_use.market_open(coin, True, size, None, 0.01)
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self.managed_positions[name] = {"coin": coin, "side": "long", "size": size}
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log_trade(strategy=name, coin=coin, action="OPEN_LONG", price=status.get('signal_price', 0), size=size, signal=desired_signal)
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elif desired_signal == "SELL" or desired_signal == "INIT_SELL":
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if not current_position:
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logging.warning(f"[{name}] ACTION: Setting leverage to {leverage_short}x and opening SHORT for {coin}.")
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exchange_to_use.update_leverage(leverage_short, coin)
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exchange_to_use.market_open(coin, False, size, None, 0.01)
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self.managed_positions[name] = {"coin": coin, "side": "short", "size": size}
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log_trade(strategy=name, coin=coin, action="OPEN_SHORT", price=status.get('signal_price', 0), size=size, signal=desired_signal)
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elif current_position['side'] == 'long':
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logging.warning(f"[{name}] ACTION: Closing LONG and opening SHORT for {coin} with {leverage_short}x leverage.")
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exchange_to_use.update_leverage(leverage_short, coin)
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# 1. Close the long by selling
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exchange_to_use.market_open(coin, False, current_position['size'], None, 0.01)
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log_trade(strategy=name, coin=coin, action="CLOSE_LONG", price=status.get('signal_price', 0), size=current_position['size'], signal=desired_signal)
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# 2. Open the new short
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exchange_to_use.market_open(coin, False, size, None, 0.01)
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self.managed_positions[name] = {"coin": coin, "side": "short", "size": size}
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# --- FIX: Corrected typo from 'signal.desired_signal' to 'signal=desired_signal' ---
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log_trade(strategy=name, coin=coin, action="OPEN_SHORT", price=status.get('signal_price', 0), size=size, signal=desired_signal)
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elif desired_signal == "FLAT":
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if current_position:
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logging.warning(f"[{name}] ACTION: Close {current_position['side']} position for {coin}.")
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is_buy = current_position['side'] == 'short'
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exchange_to_use.market_open(coin, is_buy, current_position['size'], None, 0.01)
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del self.managed_positions[name]
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log_trade(strategy=name, coin=coin, action=f"CLOSE_{current_position['side'].upper()}", price=status.get('signal_price', 0), size=current_position['size'], signal=desired_signal)
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self._save_managed_positions()
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except Exception as e:
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logging.error(f"An error occurred in the main executor loop: {e}")
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logging.error(f"An error occurred in the main executor loop: {e}", exc_info=True)
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time.sleep(1)
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time.sleep(15)
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if __name__ == "__main__":
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parser = argparse.ArgumentParser(description="Run the Trade Executor.")
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parser.add_argument("--log-level", default="normal", choices=['off', 'normal', 'debug'])
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args = parser.parse_args()
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executor = TradeExecutor(log_level=args.log_level)
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try:
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executor.run()
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except KeyboardInterrupt:
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logging.info("Trade Executor stopped.")
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# This script is no longer run directly, but is called by main_app.py
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