Phase 0.3: ProfitTarget-Take-Profit implementiert (dormant bei 9999)
- SellLogic.IsProfitTargetReached (pure, getestet): currentPrice >= entry*(1+pct/100); pct<=0 oder Default 9999 = inaktiv. - Ladder-Start-Logik konsolidiert: SellLadderService.StartLadderAsync ist jetzt die gemeinsame Quelle fuer Master-SELLs (Engine) UND eigene Exits (Profit-Target). SellLadderService als Singleton+Hosted registriert; Engine + TraderMonitor injizieren es. Engine-SELL-Block ruft nur noch StartLadderAsync (verhaltensgleich). - TraderMonitorService.CheckProfitTargetsAsync im 30s-Live-Sync: erreicht eine Live-Position ihre Schwelle, Exit ueber die Leiter (Startlimit = aktueller Preis, ExitReason "Profit Target"). PreRedeemLimit hat Vorrang. Dormant, da ProfitTarget projektweit 9999. 169 Tests gruen. Build/Smoke gruen. 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
b378bc3499
commit
395caad11a
@@ -67,7 +67,9 @@ namespace PolyTrader.Modules.CopyTrading
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services.AddHostedService<PolymarketWssClient>();
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// Phase 0.1: SELL-Eskalationsleiter (preist offene Exit-Limits stufenweise nach).
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services.AddHostedService<SellLadderService>();
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// Singleton + Hosted, damit Engine und TraderMonitor StartLadderAsync aufrufen können.
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services.AddSingleton<SellLadderService>();
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services.AddHostedService(sp => sp.GetRequiredService<SellLadderService>());
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}
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public void RegisterUi(IModuleUiHost host, IServiceProvider services)
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@@ -60,5 +60,18 @@ namespace PolyTrader.Modules.CopyTrading.Logic
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/// Märkte) ~20 s, sonst ~120 s. Aus dem Plan.
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/// </summary>
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public static int LadderIntervalSeconds(bool isHf) => isHf ? 20 : 120;
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// ----- Take-Profit (Phase 0.3) -----
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/// <summary>
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/// Take-Profit-Schwelle erreicht? <c>currentPrice ≥ entryPrice × (1 + profitTargetPct/100)</c>.
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/// <paramref name="profitTargetPct"/> ≤ 0 (oder ungültiger Entry) = deaktiviert; hohe Werte
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/// (Default 9999) werden faktisch nie erreicht = inaktiv.
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/// </summary>
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public static bool IsProfitTargetReached(decimal currentPrice, decimal entryPrice, decimal profitTargetPct)
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{
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if (profitTargetPct <= 0m || entryPrice <= 0m) return false;
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return currentPrice >= entryPrice * (1.0m + profitTargetPct / 100.0m);
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}
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}
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}
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@@ -24,6 +24,7 @@ namespace PolyTraderSharp.Services
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private readonly IPositionRepository _positionRepo;
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private readonly IMarketRepository _marketRepo;
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private readonly IAccountRepository _accountRepo;
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private readonly SellLadderService _sellLadder;
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private readonly ConcurrentDictionary<int, SemaphoreSlim> _accountSemaphores = new();
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private readonly ConcurrentDictionary<int, DateTime> _lastInactiveLogPerTrader = new();
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@@ -37,7 +38,8 @@ namespace PolyTraderSharp.Services
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PolymarketApiService api,
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IPositionRepository positionRepo,
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IMarketRepository marketRepo,
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IAccountRepository accountRepo)
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IAccountRepository accountRepo,
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SellLadderService sellLadder)
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{
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_state = state;
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_copyState = copyState;
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@@ -49,6 +51,7 @@ namespace PolyTraderSharp.Services
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_positionRepo = positionRepo;
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_marketRepo = marketRepo;
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_accountRepo = accountRepo;
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_sellLadder = sellLadder;
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}
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public override async Task StartAsync(CancellationToken cancellationToken)
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@@ -658,66 +661,13 @@ namespace PolyTraderSharp.Services
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}
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else
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{
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// ===== Phase 0.1: SELL-Eskalationsleiter statt Market-Dump =====
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// Statt eines Market-SELLs mit 0.01-Limit (April-Verlustquelle: wir wurden
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// zur Exit-Liquidity) platzieren wir ein GTC-Limit nahe am Master-Exit.
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// Der SellLadderService senkt es stufenweise bis zum Floor. Die Position wird
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// NICHT optimistisch entfernt, sondern als ExitPending zurückgestellt; der Sync
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// schließt sie nach bestätigtem Fill.
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// Phase 0.1: SELL-Eskalationsleiter statt Market-Dump (Logik zentral in
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// SellLadderService – gleiche Quelle wie der Profit-Target-Exit im Sync).
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// openPos wurde oben entfernt; StartLadderAsync stellt es als ExitPending zurück.
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bool isHf = trader != null && trader.Category == "HF";
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decimal firstLimit = SellLogic.FirstLimit(signal.Price, isHf, settings.MaxPriceDifference);
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decimal floor = SellLogic.Floor(signal.Price, settings.SellFloorPct);
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firstLimit = Math.Clamp(firstLimit, 0.01m, 0.99m);
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floor = Math.Clamp(floor, 0.01m, 0.99m);
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if (floor > firstLimit) floor = firstLimit; // Floor nie über dem Startlimit
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var exact = PolymarketClobClient.CalculateExactOrderAmounts(openPos.Size * firstLimit, firstLimit, firstLimit, "SELL");
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if (exact.shares <= 0)
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{
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_logger.TradeReasoning($"❌ Trade SELL [{signal.MarketQuestion}] [{shareType}] übersprungen (Dust): mathematisch keine Order möglich. Position wird gehalten.");
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openPos.ExitPending = false;
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account.OpenPositions.TryAdd(signal.TokenId, openPos);
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return;
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}
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// Position als ExitPending zurückstellen (kein Doppel-SELL; Limits rechnen korrekt weiter).
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openPos.ExitPending = true;
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account.OpenPositions.TryAdd(signal.TokenId, openPos);
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_positionRepo.UpsertLive(account.AccountId, openPos);
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_logger.Trade($"🪜 [LIVE SELL-LEITER Start]\n" +
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$" Konto: {account.Name}\n" +
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$" Markt: {signal.MarketQuestion}\n" +
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$" Referenz: {signal.Price:F3} (Master-Exit) | Startlimit: {firstLimit:F3} | Floor: {floor:F3}\n" +
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$" Stufen: {(isHf ? "HF ~20s" : "~120s")}/Schritt, {SellLogic.LadderStepPct}% relativ");
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var result = await _clob.PlaceOrderAsync(account, signal.TokenId, "SELL", openPos.Size * firstLimit, firstLimit, "GTC", _state.DebugOrderPayloadLog, isNegRisk);
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if (result == "OK")
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{
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_copyState.ExitLadders[orderKey] = new ExitLadderState
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{
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AccountId = account.AccountId,
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TokenId = signal.TokenId,
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SourceTraderId = signal.TraderId,
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MarketQuestion = signal.MarketQuestion,
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ReferencePrice = signal.Price,
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CurrentLimit = firstLimit,
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Floor = floor,
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IsHf = isHf,
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Attempt = 1,
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LastActionAt = DateTime.UtcNow
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};
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_copyState.PendingOrderTimestamps[orderKey] = (DateTime.UtcNow, signal.TraderId, "SELL");
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_logger.Trade($"✅ [LIVE SELL-LEITER platziert] {account.Name} | GTC-Limit {firstLimit:F3} für {openPos.Size:F2} Shares.");
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}
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else
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{
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// Startorder fehlgeschlagen: Position bleibt (ExitPending zurücksetzen), Cooldown.
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openPos.ExitPending = false;
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_copyState.PendingOrderTimestamps[orderKey] = (DateTime.UtcNow.AddSeconds(-15), signal.TraderId, "SELL");
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_logger.TradeReasoning($"❌ [LIVE SELL-LEITER] Startorder fehlgeschlagen: {result}. Position bleibt im Portfolio; neuer Versuch beim nächsten Signal/Sync.");
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}
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await _sellLadder.StartLadderAsync(
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account, openPos, signal.Price, signal.TraderId, isHf,
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settings.MaxPriceDifference, settings.SellFloorPct, isNegRisk, "Master SELL");
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}
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}
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else
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@@ -3,6 +3,7 @@ using System.Linq;
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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.Persistence;
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using PolyTrader.Modules.CopyTrading.Logic;
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using PolyTraderSharp.Models;
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@@ -29,19 +30,87 @@ namespace PolyTraderSharp.Services
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private readonly PolymarketClobClient _clob;
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private readonly TerminalLogger _logger;
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private readonly ThreemaService _threema;
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private readonly IPositionRepository _positionRepo;
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public SellLadderService(
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CopyTradingState copyState,
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TradingState state,
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PolymarketClobClient clob,
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TerminalLogger logger,
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ThreemaService threema)
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ThreemaService threema,
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IPositionRepository positionRepo)
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{
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_copyState = copyState;
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_state = state;
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_clob = clob;
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_logger = logger;
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_threema = threema;
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_positionRepo = positionRepo;
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}
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/// <summary>
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/// Startet eine SELL-Eskalationsleiter für eine Live-Position (Phase 0.1). Platziert das erste
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/// GTC-Limit nahe am Referenzpreis, stellt die Position auf <see cref="Position.ExitPending"/>
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/// (kein Doppel-SELL, Limits rechnen weiter) und registriert die Leiter; der Loop preist nach.
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/// Gemeinsame Quelle für Master-SELLs (Engine) UND eigene Exits wie Profit-Target (Sync).
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/// </summary>
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public async Task<bool> StartLadderAsync(
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AccountState account, Position pos, decimal referencePrice, int sourceTraderId,
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bool isHf, decimal maxPriceDifferencePct, decimal sellFloorPct, bool isNegRisk, string reasonTag)
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{
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decimal firstLimit = SellLogic.FirstLimit(referencePrice, isHf, maxPriceDifferencePct);
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decimal floor = SellLogic.Floor(referencePrice, sellFloorPct);
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firstLimit = Math.Clamp(firstLimit, 0.01m, 0.99m);
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floor = Math.Clamp(floor, 0.01m, 0.99m);
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if (floor > firstLimit) floor = firstLimit; // Floor nie über dem Startlimit
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var exact = PolymarketClobClient.CalculateExactOrderAmounts(pos.Size * firstLimit, firstLimit, firstLimit, "SELL");
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if (exact.shares <= 0)
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{
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_logger.TradeReasoning($"❌ [SELL-LEITER {reasonTag}] {account.Name} | {pos.MarketQuestion}: mathematisch keine Order möglich (Dust). Position wird gehalten.");
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pos.ExitPending = false;
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account.OpenPositions[pos.TokenId] = pos;
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return false;
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}
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// Position tracken + ExitPending (idempotent für Engine-Fall [vorher entfernt] und Sync-Fall).
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pos.ExitPending = true;
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account.OpenPositions[pos.TokenId] = pos;
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if (!account.IsDemo) _positionRepo.UpsertLive(account.AccountId, pos);
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_logger.Trade($"🪜 [SELL-LEITER Start · {reasonTag}]\n" +
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$" Konto: {account.Name}\n" +
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$" Markt: {pos.MarketQuestion}\n" +
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$" Referenz: {referencePrice:F3} | Startlimit: {firstLimit:F3} | Floor: {floor:F3}\n" +
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$" Stufen: {(isHf ? "HF ~20s" : "~120s")}/Schritt, {SellLogic.LadderStepPct}% relativ");
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var result = await _clob.PlaceOrderAsync(account, pos.TokenId, "SELL", pos.Size * firstLimit, firstLimit, "GTC", _state.DebugOrderPayloadLog, isNegRisk);
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string key = $"{account.AccountId}_{pos.TokenId}";
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if (result == "OK")
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{
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_copyState.ExitLadders[key] = new ExitLadderState
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{
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AccountId = account.AccountId,
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TokenId = pos.TokenId,
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SourceTraderId = sourceTraderId,
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MarketQuestion = pos.MarketQuestion,
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ReferencePrice = referencePrice,
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CurrentLimit = firstLimit,
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Floor = floor,
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IsHf = isHf,
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Attempt = 1,
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LastActionAt = DateTime.UtcNow
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};
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_copyState.PendingOrderTimestamps[key] = (DateTime.UtcNow, sourceTraderId, "SELL");
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_logger.Trade($"✅ [SELL-LEITER platziert · {reasonTag}] {account.Name} | GTC-Limit {firstLimit:F3} für {pos.Size:F2} Shares.");
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return true;
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}
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pos.ExitPending = false;
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_copyState.PendingOrderTimestamps[key] = (DateTime.UtcNow.AddSeconds(-15), sourceTraderId, "SELL");
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_logger.TradeReasoning($"❌ [SELL-LEITER · {reasonTag}] Startorder fehlgeschlagen: {result}. Position bleibt; neuer Versuch beim nächsten Signal/Sync.");
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return false;
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}
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protected override async Task ExecuteAsync(CancellationToken stoppingToken)
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@@ -1,5 +1,6 @@
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using System;
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using PolyTrader.Core.Persistence;
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using PolyTrader.Modules.CopyTrading.Logic;
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using PolyTrader.Modules.CopyTrading.Persistence;
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using System.Collections.Concurrent;
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using System.Linq;
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@@ -24,6 +25,7 @@ namespace PolyTraderSharp.Services
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private readonly ICopyTradeLogRepository _tradeLog;
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private readonly IPositionRepository _positionRepo;
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private readonly IMarketRepository _marketRepo;
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private readonly SellLadderService _sellLadder;
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// Prevents duplicates. Fast O(1) lookup cache to prevent DB spam.
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private readonly ConcurrentDictionary<string, DateTime> _processedTxHashes = new();
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@@ -48,7 +50,8 @@ namespace PolyTraderSharp.Services
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TerminalLogger logger,
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IPositionRepository positionRepo,
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IMarketRepository marketRepo,
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ICopyTradeLogRepository tradeLog)
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ICopyTradeLogRepository tradeLog,
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SellLadderService sellLadder)
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{
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_state = state;
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_copyState = copyState;
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@@ -60,6 +63,7 @@ namespace PolyTraderSharp.Services
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_positionRepo = positionRepo;
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_marketRepo = marketRepo;
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_tradeLog = tradeLog;
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_sellLadder = sellLadder;
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}
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protected override async Task ExecuteAsync(CancellationToken stoppingToken)
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@@ -119,6 +123,7 @@ namespace PolyTraderSharp.Services
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await PollLiveAccountsAsync(stoppingToken);
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await PollDemoExpirationsAsync(stoppingToken);
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await CleanupStaleOpenOrdersAsync(stoppingToken);
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await CheckProfitTargetsAsync(); // Phase 0.3
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_lastLivePoll = DateTime.UtcNow;
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}
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@@ -1093,6 +1098,40 @@ namespace PolyTraderSharp.Services
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}
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}
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/// <summary>
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/// Phase 0.3: Take-Profit. Erreicht eine Live-Position ihre ProfitTarget-Schwelle, wird sie
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/// über die SELL-Eskalationsleiter (Startlimit = aktueller Preis) verkauft. PreRedeemLimit hat
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/// Vorrang (näher an 1.00): würde PreRedeem greifen, überlassen wir den Exit dem Auto-Redeem.
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/// (ProfitTarget steht projektweit auf 9999 = inaktiv, bis Richard es bewusst scharf schaltet.)
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/// </summary>
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private async Task CheckProfitTargetsAsync()
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{
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if (_state.GlobalTradingPaused || _state.LiveTradingMode == TradingMode.Inactive) return;
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foreach (var acc in _state.Accounts.Values)
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{
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if (acc.IsDemo || !acc.IsActive) continue;
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var s = _copyState.GetAccountSettings(acc.AccountId);
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foreach (var pos in acc.OpenPositions.Values.ToArray())
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{
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if (pos.ExitPending || pos.CurrentPrice <= 0m) continue;
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if (!SellLogic.IsProfitTargetReached(pos.CurrentPrice, pos.EntryPrice, s.ProfitTarget)) continue;
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// PreRedeem hat Vorrang (näher an 1.00): Exit dem Auto-Redeem überlassen.
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if (s.PreRedeemLimit > 0m && pos.CurrentPrice >= s.PreRedeemLimit) continue;
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var trader = _copyState.Traders.TryGetValue(pos.SourceTraderId, out var t) ? t : null;
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bool isHf = trader?.Category == "HF";
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bool isNegRisk = _state.MarketCache.TryGetValue(pos.TokenId, out var md) && md.NegRisk;
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_logger.Trade($"🎯 [PROFIT TARGET] {acc.Name} | {pos.MarketQuestion}\n" +
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$" Aktuell {pos.CurrentPrice:F3} ≥ Entry {pos.EntryPrice:F3} × (1+{s.ProfitTarget:F0}%). Starte Exit-Leiter.");
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await _sellLadder.StartLadderAsync(acc, pos, pos.CurrentPrice, pos.SourceTraderId, isHf, s.MaxPriceDifference, s.SellFloorPct, isNegRisk, "Profit Target");
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}
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}
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}
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private async Task CleanupStaleOpenOrdersAsync(CancellationToken ct)
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{
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var keysToProcess = _copyState.PendingOrderTimestamps.ToArray();
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@@ -94,6 +94,23 @@ namespace PolyTrader.Tests
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Assert.Equal(expected, LadderIntervalSeconds(isHf));
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}
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[Theory]
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[InlineData(0.50, 0.55, 10, true)] // genau an der Schwelle (entry*1.10)
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[InlineData(0.50, 0.60, 10, true)] // darüber
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[InlineData(0.50, 0.54, 10, false)] // darunter
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[InlineData(0.50, 0.99, 9999, false)] // Default 9999 -> nie erreicht (inaktiv)
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[InlineData(0.50, 0.99, 0, false)] // 0 -> deaktiviert
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public void IsProfitTargetReached_threshold(double entry, double current, double pct, bool expected)
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{
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Assert.Equal(expected, IsProfitTargetReached((decimal)current, (decimal)entry, (decimal)pct));
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}
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[Fact]
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public void IsProfitTargetReached_zero_entry_is_false()
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{
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Assert.False(IsProfitTargetReached(0.9m, 0m, 10m));
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}
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[Fact]
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public void Ladder_walks_down_in_steps_until_floor()
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{
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Reference in New Issue
Block a user