MaxBuyPrice-Skala korrigiert + Blockchain-Abo-Logik extrahiert & getestet
- Fix (Richard): MaxBuyPrice-Skalen-Korrektur analog PreRedeemLimit (Migration FixMaxBuyPriceScale: Werte > 1 wie 98.0/99.0 -> /100 = 0.98/0.99; auf MySQL angewendet). Cap greift bei den betroffenen Accounts jetzt wieder. Beschreibung des Feldes um den Skalen-Hinweis ergaenzt. - Testnetz erweitert: reine Klasse BlockchainSubscription (Logic/) fuer das Alchemy-Abo (PadAddress + Filter-Batching in 3er-Chunks, Buy=Topic3/Sell=Topic2 je Chunk). AlchemyWebsocketService ruft sie jetzt (verhaltensneutral; Konstanten + lokale Methoden entfernt). BlockchainSubscriptionTests: 13 Faelle (Padding, Chunk-Anzahl 0/1/3/4/6/7, Topic-Zuordnung, CTF-Adresse/Topics). Gesamt 137 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
360f264ed8
commit
6a8ecbc80a
@@ -0,0 +1,58 @@
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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 PolyTrader.Core.Streaming;
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using PolyTraderSharp.Models;
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namespace PolyTrader.Modules.CopyTrading.Logic
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{
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/// <summary>
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/// Reine Logik zum Aufbau des Alchemy-Blockchain-Abos für die getrackten Master-Wallets.
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/// Aus <c>AlchemyWebsocketService</c> herausgezogen, damit das Filter-Batching und das
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/// Adress-Padding vollständig testbar sind (falsche Filter = verpasste Master-Trades).
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/// Verhalten 1:1 aus dem Listener übernommen.
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/// </summary>
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public static class BlockchainSubscription
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{
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/// <summary>Polymarket CTF (ConditionalTokens) Contract – Quelle der Transfer-Events.</summary>
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public const string CtfContractAddress = "0x4D97DCd97eC945f40cF65F87097ACe5EA0476045";
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public const string TransferSingleTopic = "0xc3d58168c5ae7397731d063d5bbf3d657854427343f4c083240f7aacaa2d0f62";
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public const string TransferBatchTopic = "0x4a39dc06d4c0dbc64b70af90fd698a233a518aa5d07e595d983b8c0526c8f7ce";
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/// <summary>Alchemy begrenzt Topic-Arrays auf ~3–4 Einträge → Batchgröße 3.</summary>
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public const int BatchSize = 3;
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/// <summary>
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/// Wandelt eine Wallet-Adresse in die 32-Byte-Topic-Form (lowercase, ohne 0x, links mit
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/// Nullen auf 64 Hex-Zeichen aufgefüllt, mit 0x-Präfix). Nötig, weil Log-Topics die
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/// Adresse in voller Wortbreite enthalten.
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/// </summary>
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public static 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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/// <summary>
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/// Baut das Abo: pro 3er-Chunk der gepaddeten Master-Adressen je EIN Filter für Käufe
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/// (Master ist Empfänger → Topic3) und EIN Filter für Verkäufe (Master ist Sender → Topic2),
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/// beide auf dem CTF-Contract mit den Transfer-Topics.
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/// </summary>
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public static BlockchainWssSubscription Build(IEnumerable<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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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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}
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}
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@@ -33,7 +33,9 @@ namespace PolyTraderSharp.Models
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[DisplayName("Max. Kaufpreis (0–1)")]
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[Description("Absolute Preis-Obergrenze pro Share auf der 0–1-Skala (1.00 = 100 ¢). Kauf wird übersprungen, wenn der " +
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"Master über diesem Preis kauft; zusätzlich wird unser Limitpreis hierauf gedeckelt. " +
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"Beispiel: 0.98 = nichts über 98 ¢ kaufen (nahe 1.00 ist das Aufwärtspotenzial gering, das Risiko asymmetrisch).")]
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"Beispiel: 0.98 = nichts über 98 ¢ kaufen (nahe 1.00 ist das Aufwärtspotenzial gering, das Risiko asymmetrisch). " +
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"WICHTIG: Wert IMMER auf der 0–1-Skala angeben. Migrierte Alt-Werte auf Cent-Skala (z. B. 98.0) wurden auf " +
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"0.98 korrigiert – ein Wert > 1 hätte den Deckel nie greifen lassen (Vergleich erfolgt gegen den 0–1-Preis).")]
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public decimal MaxBuyPrice { get; set; } = 0.98m;
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[Category("01. Risk Management")]
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+270
@@ -0,0 +1,270 @@
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// <auto-generated />
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using System;
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using Microsoft.EntityFrameworkCore;
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using Microsoft.EntityFrameworkCore.Infrastructure;
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using Microsoft.EntityFrameworkCore.Metadata;
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using Microsoft.EntityFrameworkCore.Migrations;
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using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
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using PolyTrader.Modules.CopyTrading.Persistence.Ef;
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#nullable disable
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namespace PolyTrader.Modules.CopyTrading.Persistence.Ef.Migrations
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{
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[DbContext(typeof(CopyTradingDbContext))]
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[Migration("20260707084602_FixMaxBuyPriceScale")]
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partial class FixMaxBuyPriceScale
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{
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/// <inheritdoc />
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protected override void BuildTargetModel(ModelBuilder modelBuilder)
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{
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#pragma warning disable 612, 618
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modelBuilder
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.HasAnnotation("ProductVersion", "8.0.13")
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.HasAnnotation("Relational:MaxIdentifierLength", 64);
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MySqlModelBuilderExtensions.AutoIncrementColumns(modelBuilder);
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modelBuilder.Entity("PolyTraderSharp.Models.ClosedTrade", b =>
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{
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b.Property<int>("TradeId")
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.HasColumnType("int");
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b.Property<int>("AccountId")
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.HasColumnType("int");
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b.Property<DateTime>("ClosedAt")
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.HasColumnType("datetime(6)");
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b.Property<decimal>("EntryPrice")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("ExitPrice")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<string>("ExitReason")
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.IsRequired()
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.HasMaxLength(200)
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.HasColumnType("varchar(200)");
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b.Property<bool>("IsDemo")
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.HasColumnType("tinyint(1)");
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b.Property<string>("MarketQuestion")
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.IsRequired()
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.HasMaxLength(1000)
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.HasColumnType("varchar(1000)");
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b.Property<string>("MarketSlug")
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.IsRequired()
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.HasMaxLength(300)
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.HasColumnType("varchar(300)");
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b.Property<DateTime>("OpenedAt")
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.HasColumnType("datetime(6)");
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b.Property<string>("Outcome")
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.IsRequired()
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.HasMaxLength(200)
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.HasColumnType("varchar(200)");
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b.Property<decimal>("PnlPercent")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("RealizedPnl")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<string>("Side")
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.IsRequired()
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.HasMaxLength(10)
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.HasColumnType("varchar(10)");
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b.Property<decimal>("Size")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<int>("SourceTraderId")
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.HasColumnType("int");
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b.Property<string>("TokenId")
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.IsRequired()
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.HasMaxLength(120)
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.HasColumnType("varchar(120)");
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b.Property<decimal>("TotalFees")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.HasKey("TradeId");
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b.HasIndex("AccountId");
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b.HasIndex("SourceTraderId");
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b.HasIndex("TokenId");
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b.ToTable("mod_copytrading_closed_trades", (string)null);
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});
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modelBuilder.Entity("PolyTraderSharp.Models.CopyTradingAccountSettings", b =>
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{
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b.Property<int>("AccountId")
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.HasColumnType("int");
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b.Property<decimal>("MaxBuyPrice")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("MaxPriceDifference")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("MaxSpreadPct")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("MinSellRatioPct")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("PerMarketLimit")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("PerMasterLimit")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("PreRedeemLimit")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("ProfitTarget")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("SellFloorPct")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("perMaxTime24h")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("perMaxTime6h")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("perMaxTime72h")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<decimal>("perMaxTimeNone")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.HasKey("AccountId");
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b.ToTable("mod_copytrading_account_settings", (string)null);
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});
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modelBuilder.Entity("PolyTraderSharp.Models.MasterTraderHistoryRecord", b =>
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{
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b.Property<string>("Id")
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.HasMaxLength(64)
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.HasColumnType("varchar(64)");
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b.Property<DateTime>("ClosedAt")
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.HasColumnType("datetime(6)");
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b.Property<decimal>("RealizedPnl")
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.HasPrecision(18, 6)
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.HasColumnType("decimal(18,6)");
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b.Property<string>("TokenId")
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.IsRequired()
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.HasMaxLength(120)
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.HasColumnType("varchar(120)");
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b.Property<int>("TraderId")
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.HasColumnType("int");
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b.HasKey("Id");
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b.HasIndex("ClosedAt");
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b.HasIndex("TraderId");
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b.ToTable("mod_copytrading_mt_history", (string)null);
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});
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modelBuilder.Entity("PolyTraderSharp.Models.TrackedTrader", b =>
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{
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b.Property<int>("Id")
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.HasColumnType("int");
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b.Property<string>("AssignedAccountIds")
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.IsRequired()
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.HasColumnType("text");
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b.Property<bool>("AutoPauseEnabled")
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.HasColumnType("tinyint(1)");
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b.Property<string>("Category")
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.IsRequired()
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.HasMaxLength(64)
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.HasColumnType("varchar(64)");
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b.Property<string>("Description")
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.IsRequired()
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.HasMaxLength(1000)
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.HasColumnType("varchar(1000)");
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b.Property<string>("DisplayName")
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.IsRequired()
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.HasMaxLength(200)
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.HasColumnType("varchar(200)");
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b.Property<bool>("IsActive")
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.HasColumnType("tinyint(1)");
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b.Property<bool>("IsHidden")
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.HasColumnType("tinyint(1)");
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b.Property<bool>("MakerEntry")
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.HasColumnType("tinyint(1)");
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b.Property<string>("Reasoning")
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.IsRequired()
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.HasMaxLength(1000)
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.HasColumnType("varchar(1000)");
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b.Property<double>("TotalPnl")
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.HasColumnType("double");
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b.Property<int>("TotalTrades")
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.HasColumnType("int");
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b.Property<string>("WalletAddress")
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.IsRequired()
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.HasMaxLength(128)
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.HasColumnType("varchar(128)");
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b.Property<int>("WinningTrades")
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.HasColumnType("int");
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b.Property<double>("Winrate30t")
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.HasColumnType("double");
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b.HasKey("Id");
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b.ToTable("mod_copytrading_traders", (string)null);
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});
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#pragma warning restore 612, 618
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}
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}
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}
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+26
@@ -0,0 +1,26 @@
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using Microsoft.EntityFrameworkCore.Migrations;
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#nullable disable
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namespace PolyTrader.Modules.CopyTrading.Persistence.Ef.Migrations
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{
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/// <inheritdoc />
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public partial class FixMaxBuyPriceScale : Migration
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{
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/// <inheritdoc />
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protected override void Up(MigrationBuilder migrationBuilder)
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{
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// Skalen-Korrektur analog PreRedeemLimit: MaxBuyPrice wird gegen den 0-1-Preis
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// verglichen/gedeckelt. Migrierte Cent-Skala-Werte (z. B. 98.0, 99.0) haetten den
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// Deckel nie greifen lassen -> Werte > 1 durch 100 teilen (98.0 -> 0.98).
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migrationBuilder.Sql(
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"UPDATE mod_copytrading_account_settings SET MaxBuyPrice = MaxBuyPrice / 100 WHERE MaxBuyPrice > 1;");
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}
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/// <inheritdoc />
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protected override void Down(MigrationBuilder migrationBuilder)
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{
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}
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}
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}
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@@ -6,16 +6,13 @@ 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 PolyTrader.Modules.CopyTrading.Logic;
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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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@@ -98,7 +95,7 @@ namespace PolyTraderSharp.Services
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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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var subscription = BlockchainSubscription.Build(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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@@ -148,24 +145,6 @@ namespace PolyTraderSharp.Services
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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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|
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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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@@ -179,7 +158,7 @@ namespace PolyTraderSharp.Services
|
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|
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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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var padded = BlockchainSubscription.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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||||
@@ -192,11 +171,5 @@ namespace PolyTraderSharp.Services
|
||||
_traderMonitor.TriggerFastBlockchainPoll(evt.TransactionHash, _settings.PolygonRpcUrl, triggeredAddress);
|
||||
}
|
||||
}
|
||||
|
||||
private string PadAddress(string address)
|
||||
{
|
||||
string stripped = address.Replace("0x", "", StringComparison.OrdinalIgnoreCase).ToLowerInvariant();
|
||||
return "0x" + stripped.PadLeft(64, '0');
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user