Modularisierung: WSS-/Alchemy-Listener ins Copytrading-Modul verschoben
Beide Listener sind copytrading-spezifisch (überwachen die getrackten Master- Trader bzw. Auto-Redeem nach Copytrading-Settings) und werden jetzt vom Modul besessen statt von der App. Reiner Move, keine Logikänderung. - services/AlchemyWebsocketService.cs + services/PolymarketWssClient.cs -> src/PolyTrader.Modules.CopyTrading/Services/ (Namespace bleibt transitional). - CopyTradingModule.RegisterServices registriert nun beide Hosted Services sowie IBlockchainWssClientFactory->AlchemyWssClientFactory (Core-WSS-Infra, nur vom Copytrading-Blockchain-Listener genutzt). - Program.cs: die drei Registrierungen entfernt (WSS-Factory + 2 Hosted Services) + ungenutztes using PolyTrader.Core.Streaming. - WSS-Verbindungsinfrastruktur (AlchemyWssClient/BlockchainWss) bleibt in Core. DI-Auflösung unverändert (gleicher Container). Build grün, --smoke-ui grün. Laufzeit-Verifikation der WSS-Verbindungen: Server-Test. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Richard
co-authored by
Claude Opus 4.8
Claude Opus 4.8
parent
1b51872f00
commit
3456fd9768
@@ -0,0 +1,202 @@
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using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Net.WebSockets;
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using System.Threading;
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using System.Threading.Tasks;
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using Microsoft.Extensions.Hosting;
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using PolyTrader.Core.Streaming;
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using PolyTraderSharp.Models;
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namespace PolyTraderSharp.Services
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{
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public class AlchemyWebsocketService : BackgroundService
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{
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private const string CtfContractAddress = "0x4D97DCd97eC945f40cF65F87097ACe5EA0476045";
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private const string TransferSingleTopic = "0xc3d58168c5ae7397731d063d5bbf3d657854427343f4c083240f7aacaa2d0f62";
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private const string TransferBatchTopic = "0x4a39dc06d4c0dbc64b70af90fd698a233a518aa5d07e595d983b8c0526c8f7ce";
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private readonly TradingState _state;
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private readonly CopyTradingState _copyState;
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private readonly ServerSettings _settings;
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private readonly TraderMonitorService _traderMonitor;
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private readonly TerminalLogger _logger;
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private readonly IBlockchainWssClientFactory _wssFactory;
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public AlchemyWebsocketService(
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TradingState state,
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CopyTradingState copyState,
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ServerSettings settings,
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TraderMonitorService traderMonitor,
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TerminalLogger logger,
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IBlockchainWssClientFactory wssFactory)
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{
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_state = state;
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_copyState = copyState;
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_settings = settings;
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_traderMonitor = traderMonitor;
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_logger = logger;
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_wssFactory = wssFactory;
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}
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protected override async Task ExecuteAsync(CancellationToken stoppingToken)
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{
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if (!_settings.EnableBlockchainListener || string.IsNullOrEmpty(_settings.PolygonRpcUrl))
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{
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_logger.Info("Blockchain Listener is disabled in settings. Using raw polling.");
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_state.IsAlchemyHealthy = false;
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return;
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}
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_logger.Info("Alchemy WSS Service starting up...");
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while (!stoppingToken.IsCancellationRequested)
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{
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if (_state.GlobalTradingPaused ||
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(_state.LiveTradingMode == TradingMode.Inactive && _state.DemoTradingMode == TradingMode.Inactive))
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{
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_state.IsAlchemyHealthy = false;
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await Task.Delay(5000, stoppingToken);
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continue;
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}
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try
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{
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await ConnectAndListenAsync(stoppingToken);
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}
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catch (WebSocketException ex)
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{
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// Usually indicates a connection drop or 429
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_logger.Warning($"Alchemy WSS drop: {ex.Message}. Falling back to API polling for 5 minutes.");
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_state.IsAlchemyHealthy = false;
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await Task.Delay(TimeSpan.FromMinutes(5), stoppingToken);
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}
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catch (Exception ex)
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{
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if (ex.Message.Contains("429") || ex.Message.Contains("Too Many Requests"))
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{
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_logger.Error($"Alchemy HTTP 429 Limit reached. Suspending WSS for 5 minutes.");
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_state.IsAlchemyHealthy = false;
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await Task.Delay(TimeSpan.FromMinutes(5), stoppingToken);
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}
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else
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{
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_logger.Error($"Alchemy WSS Error: {ex.Message}. Retrying in 10s...");
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_state.IsAlchemyHealthy = false;
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await Task.Delay(10000, stoppingToken);
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}
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}
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}
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}
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/// <summary>
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/// Baut EINE WSS-Session über den Core-Client auf. Consumer-Verantwortung: Filter aus den
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/// getrackten Master-Tradern bauen, auf Trader-Listen-Änderungen re-subscriben, Health spiegeln.
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/// </summary>
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private async Task ConnectAndListenAsync(CancellationToken stoppingToken)
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{
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var activeTraders = _copyState.Traders.Values.Where(t => t.IsActive).ToList();
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var activeStateHash = string.Join(",", activeTraders.OrderBy(t => t.Id).Select(t => t.WalletAddress.ToLowerInvariant()));
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var subscription = BuildSubscription(activeTraders);
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if (subscription.Filters.Count == 0)
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{
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_logger.Info("Keine aktiven Master-Trader. Socket läuft im Standby...");
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_state.IsAlchemyHealthy = false;
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await Task.Delay(5000, stoppingToken);
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return;
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}
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var client = _wssFactory.Create();
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_logger.Info("Connecting to Alchemy WebSocket (Core WSS client)...");
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using var loopCts = CancellationTokenSource.CreateLinkedTokenSource(stoppingToken);
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// Überwacht Trader-Listen-Änderungen (Re-Subscribe) und spiegelt das Health-Flag.
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var monitorTask = Task.Run(async () =>
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{
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while (!loopCts.IsCancellationRequested)
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{
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try { await Task.Delay(5000, loopCts.Token); }
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catch (OperationCanceledException) { break; }
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_state.IsAlchemyHealthy = client.IsHealthy;
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var currentTraders = _copyState.Traders.Values.Where(t => t.IsActive).ToList();
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var currentHash = string.Join(",", currentTraders.OrderBy(t => t.Id).Select(t => t.WalletAddress.ToLowerInvariant()));
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if (currentHash != activeStateHash)
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{
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_logger.Info("🔄 Master-Trader Liste hat sich geändert. Starte Alchemy WSS mit neuen Filtern neu...");
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loopCts.Cancel();
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break;
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}
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}
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});
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try
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{
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await client.ConnectAndListenAsync(_settings.PolygonRpcUrl, subscription, OnLog, loopCts.Token);
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}
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catch (OperationCanceledException)
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{
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// Erwartet beim Re-Subscribe (Trader-Liste geändert) oder beim Shutdown.
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}
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finally
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{
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_state.IsAlchemyHealthy = false;
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if (!loopCts.IsCancellationRequested) loopCts.Cancel();
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}
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}
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private BlockchainWssSubscription BuildSubscription(List<TrackedTrader> activeTraders)
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{
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var subscription = new BlockchainWssSubscription();
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var paddedAddresses = activeTraders.Select(t => PadAddress(t.WalletAddress)).ToList();
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var topic0 = new List<string> { TransferSingleTopic, TransferBatchTopic };
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const int batchSize = 3; // Alchemy begrenzt Topic-Arrays auf max. 3-4 Einträge
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for (int i = 0; i < paddedAddresses.Count; i += batchSize)
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{
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var chunk = paddedAddresses.Skip(i).Take(batchSize).ToList();
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// Buys: Master-Trader ist Empfänger (Topic 3)
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subscription.Filters.Add(new LogSubscriptionFilter { Address = CtfContractAddress, Topic0 = topic0, Topic3 = chunk });
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// Sells: Master-Trader ist Sender (Topic 2)
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subscription.Filters.Add(new LogSubscriptionFilter { Address = CtfContractAddress, Topic0 = topic0, Topic2 = chunk });
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}
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return subscription;
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}
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private void OnLog(BlockchainLogEvent evt)
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{
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if (evt.Topics.Count < 4) return;
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var fromTopic = evt.Topics[2]?.ToLowerInvariant();
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var toTopic = evt.Topics[3]?.ToLowerInvariant();
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if (fromTopic == null || toTopic == null) return;
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var activeTraders = _copyState.Traders.Values.Where(t => t.IsActive).ToList();
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string? triggeredAddress = null;
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foreach (var trader in activeTraders)
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{
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var padded = PadAddress(trader.WalletAddress);
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if (fromTopic == padded || toTopic == padded)
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{
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triggeredAddress = trader.WalletAddress;
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break;
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}
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}
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if (!string.IsNullOrEmpty(triggeredAddress))
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{
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_traderMonitor.TriggerFastBlockchainPoll(evt.TransactionHash, _settings.PolygonRpcUrl, triggeredAddress);
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}
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}
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private string PadAddress(string address)
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{
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string stripped = address.Replace("0x", "", StringComparison.OrdinalIgnoreCase).ToLowerInvariant();
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return "0x" + stripped.PadLeft(64, '0');
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}
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}
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}
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@@ -0,0 +1,301 @@
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using System;
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using PolyTrader.Core.Persistence;
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using PolyTrader.Modules.CopyTrading.Persistence;
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using System.Collections.Concurrent;
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using System.Collections.Generic;
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using System.Linq;
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using System.Net.WebSockets;
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using System.Text;
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using System.Text.Json;
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using System.Threading;
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using System.Threading.Tasks;
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using Microsoft.Extensions.Hosting;
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using PolyTraderSharp.Models;
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namespace PolyTraderSharp.Services
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{
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public class PolymarketWssClient : BackgroundService
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{
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private const string MarketWssUrl = "wss://ws-subscriptions-clob.polymarket.com/ws/market";
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private readonly TradingState _state;
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private readonly CopyTradingState _copyState;
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private readonly ServerSettings _settings;
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private readonly PolymarketClobClient _clob;
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private readonly TerminalLogger _logger;
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private readonly ICopyTradeLogRepository _tradeLog;
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private readonly IPositionRepository _positionRepo;
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private readonly IAccountRepository _accountRepo;
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// Tracking rate limits for auto redeem: max 2 attempts per position, 5 min apart
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private readonly ConcurrentDictionary<string, (int Count, DateTime LastAttempt)> _redeemAttempts = new();
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public PolymarketWssClient(
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TradingState state,
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CopyTradingState copyState,
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ServerSettings settings,
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PolymarketClobClient clob,
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TerminalLogger logger,
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ICopyTradeLogRepository tradeLog,
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IPositionRepository positionRepo,
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IAccountRepository accountRepo)
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{
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_state = state;
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_copyState = copyState;
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_settings = settings;
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_clob = clob;
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_logger = logger;
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_tradeLog = tradeLog;
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_positionRepo = positionRepo;
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_accountRepo = accountRepo;
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}
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protected override async Task ExecuteAsync(CancellationToken stoppingToken)
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{
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while (!stoppingToken.IsCancellationRequested)
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{
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if (!_settings.UsePolymarketWebsockets || _state.GlobalTradingPaused)
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{
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await Task.Delay(5000, stoppingToken);
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continue;
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}
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try
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{
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await ConnectMarketWssAsync(stoppingToken);
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}
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catch (Exception ex)
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{
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_logger.Warning($"Polymarket WSS disconnected ({ex.Message}). Retrying in 5s...");
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await Task.Delay(5000, stoppingToken);
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}
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}
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}
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private async Task ConnectMarketWssAsync(CancellationToken stoppingToken)
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{
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using var ws = new ClientWebSocket();
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_logger.Info("Connecting to Polymarket WSS (Market Stream) for live pricing...");
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await ws.ConnectAsync(new Uri(MarketWssUrl), stoppingToken);
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_logger.Info("✅ Polymarket Market WSS Connected.");
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var allSubscriptions = new HashSet<string>();
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var subscriptionTask = Task.Run(async () =>
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{
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while (ws.State == WebSocketState.Open && !stoppingToken.IsCancellationRequested && _settings.UsePolymarketWebsockets)
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{
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var neededAssets = new HashSet<string>();
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foreach (var acc in _state.Accounts.Values.Where(a => a.IsActive))
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foreach (var token in acc.OpenPositions.Keys)
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neededAssets.Add(token);
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var missing = neededAssets.Except(allSubscriptions).ToList();
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if (missing.Any())
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{
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var req = new
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{
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assets_ids = missing,
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type = "market"
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};
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var json = System.Text.Json.JsonSerializer.Serialize(req);
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var bytes = Encoding.UTF8.GetBytes(json);
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await ws.SendAsync(new ArraySegment<byte>(bytes), WebSocketMessageType.Text, true, stoppingToken);
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foreach (var m in missing) allSubscriptions.Add(m);
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_logger.Info($"📡 Polymarket WSS: Subscribed to {missing.Count} new assets. Total: {allSubscriptions.Count}");
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}
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await Task.Delay(5000, stoppingToken); // Check for new positions every 5s
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}
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}, stoppingToken);
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var buffer = new byte[1024 * 64]; // 64kb buffer
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while (ws.State == WebSocketState.Open && !stoppingToken.IsCancellationRequested && _settings.UsePolymarketWebsockets)
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{
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var result = await ws.ReceiveAsync(new ArraySegment<byte>(buffer), stoppingToken);
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if (result.MessageType == WebSocketMessageType.Close) break;
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var message = Encoding.UTF8.GetString(buffer, 0, result.Count);
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if (!string.IsNullOrEmpty(message))
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{
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try { ProcessMarketMessage(message); } catch { }
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}
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}
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}
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private void ProcessMarketMessage(string jsonStr)
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{
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try
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{
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using var doc = JsonDocument.Parse(jsonStr);
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var root = doc.RootElement;
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if (!root.TryGetProperty("event_type", out var evtTypeProp)) return;
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var eventType = evtTypeProp.GetString();
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if (eventType == "price_change")
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{
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if (root.TryGetProperty("price_changes", out var changes) && changes.ValueKind == JsonValueKind.Array)
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{
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foreach (var change in changes.EnumerateArray())
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{
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if (change.TryGetProperty("asset_id", out var assetIdProp) &&
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change.TryGetProperty("price", out var priceProp))
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{
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string assetId = assetIdProp.GetString()!;
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decimal.TryParse(priceProp.GetString(), System.Globalization.NumberStyles.Any, System.Globalization.CultureInfo.InvariantCulture, out decimal price);
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decimal bestBid = price;
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if (change.TryGetProperty("best_bid", out var bidProp) && decimal.TryParse(bidProp.GetString(), System.Globalization.NumberStyles.Any, System.Globalization.CultureInfo.InvariantCulture, out decimal bBid))
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{
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if (bBid > 0) bestBid = bBid;
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}
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UpdateAssetPriceAndCheckAutoRedeem(assetId, bestBid);
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}
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}
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}
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}
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else if (eventType == "last_trade_price")
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{
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if (root.TryGetProperty("asset_id", out var assetIdProp) && root.TryGetProperty("price", out var priceProp))
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{
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string assetId = assetIdProp.GetString()!;
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decimal.TryParse(priceProp.GetString(), System.Globalization.NumberStyles.Any, System.Globalization.CultureInfo.InvariantCulture, out decimal price);
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UpdateAssetPriceAndCheckAutoRedeem(assetId, price);
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}
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}
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}
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catch { }
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}
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private void UpdateAssetPriceAndCheckAutoRedeem(string assetId, decimal price)
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{
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if (price <= 0 || string.IsNullOrEmpty(assetId)) return;
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foreach (var acc in _state.Accounts.Values)
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{
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if (acc.OpenPositions.TryGetValue(assetId, out var pos))
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{
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pos.CurrentPrice = price;
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pos.CurrentValueUsd = pos.Size * price;
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// Execute Auto-Redeem if config conditions are met
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if (_copyState.GetAccountSettings(acc.AccountId).PreRedeemLimit > 0 && price >= _copyState.GetAccountSettings(acc.AccountId).PreRedeemLimit && acc.IsActive)
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{
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string redeemKey = $"{acc.AccountId}_{assetId}";
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// Spam protection: max 2 attempts per position, 5 minutes apart
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if (_redeemAttempts.TryGetValue(redeemKey, out var redeemState))
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{
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if (redeemState.Count >= 2) continue; // Permanently ignore after 2 failed attempts
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if ((DateTime.UtcNow - redeemState.LastAttempt).TotalMinutes < 5) continue; // Wait 5 min between attempts
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}
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if (!acc.IsDemo && _state.LiveTradingMode == TradingMode.Active)
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{
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_logger.Trade($"🚨 [AUTO REDEEM] {acc.Name} | {pos.MarketQuestion} | Preis >= {_copyState.GetAccountSettings(acc.AccountId).PreRedeemLimit}");
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// Best effort non-blocking
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_ = Task.Run(async () => await ExecuteAutoRedeemLive(acc, pos, price));
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}
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else if (acc.IsDemo && _state.DemoTradingMode == TradingMode.Active)
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{
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_logger.Trade($"🚨 [AUTO REDEEM DEMO] {acc.Name} | {pos.MarketQuestion} | Preis >= {_copyState.GetAccountSettings(acc.AccountId).PreRedeemLimit}");
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_ = Task.Run(() => ExecuteAutoRedeemDemo(acc, pos, price));
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}
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}
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}
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}
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}
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private async Task ExecuteAutoRedeemLive(AccountState acc, Position pos, decimal triggerPrice)
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{
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string redeemKey = $"{acc.AccountId}_{pos.TokenId}";
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if (pos.Size < 5.0m)
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{
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var state = _redeemAttempts.GetOrAdd(redeemKey, _ => (0, DateTime.MinValue));
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int newCount = state.Count + 1;
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_redeemAttempts[redeemKey] = (newCount, DateTime.UtcNow);
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if (newCount <= 1) // Only log once
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_logger.Warning($"[AUTO REDEEM] Position {pos.MarketQuestion} zu klein für Limit Order (< 5 Shares). Max. 1 Retry in 5 Min.");
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return;
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}
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// Track successful attempt
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_redeemAttempts.AddOrUpdate(redeemKey, _ => (1, DateTime.UtcNow), (_, old) => (old.Count + 1, DateTime.UtcNow));
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try
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{
|
||||
// The user explicitly requested an exact GTC order using the configured PreRedeemLimit, without slippage
|
||||
decimal expectedFillPrice = _copyState.GetAccountSettings(acc.AccountId).PreRedeemLimit;
|
||||
decimal amountUsdc = Math.Max(pos.Size * expectedFillPrice, 0.01m);
|
||||
|
||||
// Fire and forget SELL via ClobClient
|
||||
var result = await _clob.PlaceOrderAsync(acc, pos.TokenId, "SELL", amountUsdc, expectedFillPrice, "GTC", false, false);
|
||||
|
||||
if (result == "OK")
|
||||
{
|
||||
_logger.Info($"✅ Auto-Redeem Sell sent for {acc.Name} at exact Limit {expectedFillPrice:F3} USD (GTC).");
|
||||
// Assume it's an open matching order. Clob/Market API will sync actual status later.
|
||||
// DO NOT remove from OpenPositions here. Wait for Live Sync to detect the closure
|
||||
// via the API so it can properly fetch the Realized PnL and save the ClosedTrade record!
|
||||
}
|
||||
else
|
||||
{
|
||||
_logger.Error($"❌ Auto-Redeem failed or rejected: {result}.");
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.Error($"Auto Redeem Exception: {ex.Message}");
|
||||
}
|
||||
}
|
||||
|
||||
private void ExecuteAutoRedeemDemo(AccountState acc, Position pos, decimal triggerPrice)
|
||||
{
|
||||
try
|
||||
{
|
||||
if (acc.OpenPositions.TryRemove(pos.TokenId, out _))
|
||||
{
|
||||
_positionRepo.DeleteDemo(acc.AccountId, pos.TokenId);
|
||||
|
||||
decimal exactLimitPrice = _copyState.GetAccountSettings(acc.AccountId).PreRedeemLimit;
|
||||
decimal exitUsd = pos.Size * exactLimitPrice;
|
||||
decimal realizedPnl = exitUsd - pos.AmountUsd;
|
||||
|
||||
_state.GlobalPnl += realizedPnl;
|
||||
acc.UpdateBalance(acc.AvailableBalance + exitUsd);
|
||||
|
||||
var ct = new ClosedTrade
|
||||
{
|
||||
TradeId = _copyState.GetNextTradeId(),
|
||||
AccountId = acc.AccountId,
|
||||
IsDemo = true,
|
||||
MarketSlug = pos.MarketSlug,
|
||||
MarketQuestion = pos.MarketQuestion,
|
||||
TokenId = pos.TokenId,
|
||||
Outcome = pos.Outcome,
|
||||
Side = "SELL",
|
||||
EntryPrice = pos.EntryPrice,
|
||||
ExitPrice = exactLimitPrice,
|
||||
Size = pos.Size,
|
||||
RealizedPnl = realizedPnl,
|
||||
PnlPercent = pos.AmountUsd > 0 ? (realizedPnl / pos.AmountUsd * 100m) : 0m,
|
||||
OpenedAt = pos.OpenedAt,
|
||||
ClosedAt = DateTime.UtcNow,
|
||||
ExitReason = "Pre Redeem"
|
||||
};
|
||||
|
||||
_tradeLog.Insert(ct);
|
||||
_accountRepo.Upsert(acc);
|
||||
|
||||
_logger.Trade($"✅ [AUTO REDEEM DEMO ERFOLGREICH] {pos.MarketQuestion} | Exit: {pos.Size:F2} @ {exactLimitPrice:F3} | PnL: ${realizedPnl:F2}");
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.Error($"Demo Auto Redeem failed: {ex.Message}");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user