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Slice 4 (Fable-Fixes): H4/M1/M2/M3-min/M4/M6 + Doku

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H4 – Rundungs-Dust-Reject-Schleife:
- SellLogic.RoundToTick (0.001, AwayFromZero, wie CalculateExactOrderAmounts). Die
  Leiter platziert Preise gerundet -> usdc = size × Preis geht exakt auf (kein Dust).
- ProcessLadderAsync bricht ab, wenn pos.Size < MinShares (Dust-Rest gehalten,
  ExitPending=false), statt endlos Sub-Minimum-Orders zu schicken.

M1 – GlobalPnl-Doppelzaehlung: in beiden Live-Close-Bloecken jetzt NUR innerhalb des
_processedClosures-Dedup-Guards gebucht (API-Lag zaehlte sonst doppelt).
M2 – TokenId in beiden Live-Close-Records gesetzt (sonst greift die Dedup nach Neustart nicht).
M3 (Minimum) – TradeId-Init: serverseitiges GetMaxTradeId() statt Full-Table-Find(_=>true).Max();
  Fehlschlag wird laut geloggt statt still geschluckt. (Autoincrement-Migration bewusst als
  Follow-up aufgeschoben – Schema-Aenderung an der Trade-Persistenz erst im Zielland live verifizieren.)
M4 – MongoExportParser ProfitTarget-Default 50 -> 9999 (Take-Profit bleibt dormant).
M6 – Fee-Satz (real oder Kategorie-Fallback, FeeModel.ResolveBps) in alle signierten Orders:
  Engine-BUY, SELL-Leiter (Start/Step/Floor), PreRedeem (WSS + REST). API-gated, im Zielland verifizieren.
Doku – stale [Description]: ProfitTarget/SellFloorPct als IMPLEMENTIERT markiert.

Tests: +10 (RoundToTick, Dust-Abbruch, ResolveBps). Build 0 Fehler, 233 gruen, --smoke-ui ok.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
This commit is contained in:
Richard
2026-07-09 14:03:00 +02:00
co-authored by Claude Opus 4.8
parent 8252219163
commit bdcd3641e4
14 changed files with 148 additions and 22 deletions
Download Patch File Download Diff File Expand all files Collapse all files
src/PolyTrader.Modules.CopyTrading/Services/CopyTradingEngine.cs
+5 -1
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@@ -542,7 +542,11 @@ namespace PolyTraderSharp.Services
// Maker-Einstieg (Phase 4.1) ruht als GTC-Limit; sonst GTD (Taker-nah).
string buyOrderType = (trader != null && trader.MakerEntry) ? "GTC" : "GTD";
var result = await _clob.PlaceOrderAsync(account, signal.TokenId, signal.Side, exactUsdc, orderPrice, buyOrderType, _state.DebugOrderPayloadLog, isNegRisk);
// M6: realen Taker-Satz (bzw. Kategorie-Fallback) in die signierte Order schreiben.
int buyFeeBps = _state.MarketCache.TryGetValue(signal.TokenId, out var buyMd)
? FeeModel.ResolveBps(buyMd.TakerFeeBps, buyMd.Category)
: FeeModel.FallbackBps(null);
var result = await _clob.PlaceOrderAsync(account, signal.TokenId, signal.Side, exactUsdc, orderPrice, buyOrderType, _state.DebugOrderPayloadLog, isNegRisk, buyFeeBps);
if (result == "OK")
{
src/PolyTrader.Modules.CopyTrading/Services/PolymarketWssClient.cs
+6 -2
View File
@@ -1,5 +1,6 @@
using System;
using PolyTrader.Core.Persistence;
using PolyTrader.Modules.CopyTrading.Logic;
using PolyTrader.Modules.CopyTrading.Persistence;
using System.Collections.Concurrent;
using System.Collections.Generic;
@@ -230,8 +231,11 @@ namespace PolyTraderSharp.Services
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);
// Fire and forget SELL via ClobClient. M6: realen Taker-Satz (bzw. Fallback) mitsenden.
int redeemFeeBps = _state.MarketCache.TryGetValue(pos.TokenId, out var rMd)
? FeeModel.ResolveBps(rMd.TakerFeeBps, rMd.Category)
: FeeModel.FallbackBps(null);
var result = await _clob.PlaceOrderAsync(acc, pos.TokenId, "SELL", amountUsdc, expectedFillPrice, "GTC", false, false, redeemFeeBps);
if (result == "OK")
{
src/PolyTrader.Modules.CopyTrading/Services/SellLadderService.cs
+25 -4
View File
@@ -65,6 +65,9 @@ namespace PolyTraderSharp.Services
firstLimit = Math.Clamp(firstLimit, 0.01m, 0.99m);
floor = Math.Clamp(floor, 0.01m, 0.99m);
if (floor > firstLimit) floor = firstLimit; // Floor nie über dem Startlimit
// H4: Preise auf Tick runden, damit usdc = size × Preis exakt aufgeht (kein Dust-Rest).
firstLimit = SellLogic.RoundToTick(firstLimit);
floor = SellLogic.RoundToTick(floor);
var exact = PolymarketClobClient.CalculateExactOrderAmounts(pos.Size * firstLimit, firstLimit, firstLimit, "SELL");
if (exact.shares <= 0)
@@ -114,7 +117,11 @@ namespace PolyTraderSharp.Services
$" Referenz: {referencePrice:F3} | Startlimit: {firstLimit:F3} | Floor: {floor:F3}\n" +
$" Stufen: {(isHf ? "HF ~20s" : "~120s")}/Schritt, {SellLogic.LadderStepPct}% relativ");
var result = await _clob.PlaceOrderAsync(account, pos.TokenId, "SELL", pos.Size * firstLimit, firstLimit, "GTC", _state.DebugOrderPayloadLog, isNegRisk);
// M6: realen Taker-Satz (bzw. Kategorie-Fallback) in die signierte Order schreiben.
int feeBps = _state.MarketCache.TryGetValue(pos.TokenId, out var startMd)
? FeeModel.ResolveBps(startMd.TakerFeeBps, startMd.Category)
: FeeModel.FallbackBps(null);
var result = await _clob.PlaceOrderAsync(account, pos.TokenId, "SELL", pos.Size * firstLimit, firstLimit, "GTC", _state.DebugOrderPayloadLog, isNegRisk, feeBps);
if (result == "OK")
{
@@ -170,6 +177,18 @@ namespace PolyTraderSharp.Services
return;
}
// H4: Dust-Rest unter dem Polymarket-Minimum lässt sich nie als Order platzieren. Leiter
// beenden statt endlos Sub-Minimum-Orders zu schicken (ewige API-Rejects; ExitPending bliebe
// sonst für immer). Der Mikro-Rest wird bewusst gehalten und geloggt.
if (pos.Size < CopyTradingRisk.MinShares)
{
_copyState.ExitLadders.TryRemove(key, out _);
pos.ExitPending = false;
if (!account.IsDemo) _positionRepo.UpsertLive(account.AccountId, pos);
_logger.Warning($"🧹 [SELL-LEITER Dust] {account.Name} | {ladder.MarketQuestion}: Restgröße {pos.Size:F2} < Minimum {CopyTradingRisk.MinShares} Shares – Leiter beendet, Rest gehalten.");
return;
}
// Noch nicht Zeit für die nächste Stufe?
double waited = (DateTime.UtcNow - ladder.LastActionAt).TotalSeconds;
if (waited < SellLogic.LadderIntervalSeconds(ladder.IsHf)) return;
@@ -196,10 +215,11 @@ namespace PolyTraderSharp.Services
if (!orderResting)
{
bool isNegFloor = _state.MarketCache.TryGetValue(ladder.TokenId, out var mdFloor) && mdFloor.NegRisk;
int floorFeeBps = mdFloor != null ? FeeModel.ResolveBps(mdFloor.TakerFeeBps, mdFloor.Category) : FeeModel.FallbackBps(null);
_logger.Warning($"🔁 [SELL-LEITER Floor] {account.Name} | {ladder.MarketQuestion}: keine ruhende SELL-Order am Floor {ladder.Floor:F3} – platziere neu.");
try
{
var r = await _clob.PlaceOrderAsync(account, ladder.TokenId, "SELL", pos.Size * ladder.Floor, ladder.Floor, "GTC", _state.DebugOrderPayloadLog, isNegFloor);
var r = await _clob.PlaceOrderAsync(account, ladder.TokenId, "SELL", pos.Size * ladder.Floor, ladder.Floor, "GTC", _state.DebugOrderPayloadLog, isNegFloor, floorFeeBps);
if (r == "OK")
_copyState.PendingOrderTimestamps[key] = (DateTime.UtcNow, ladder.SourceTraderId, "SELL");
else
@@ -225,8 +245,9 @@ namespace PolyTraderSharp.Services
}
// Eine Stufe tiefer: alte Order canceln, tiefer neu platzieren.
decimal next = SellLogic.NextPrice(ladder.CurrentLimit, SellLogic.LadderStepPct, ladder.Floor);
decimal next = SellLogic.RoundToTick(SellLogic.NextPrice(ladder.CurrentLimit, SellLogic.LadderStepPct, ladder.Floor));
bool isNegRisk = _state.MarketCache.TryGetValue(ladder.TokenId, out var md) && md.NegRisk;
int stepFeeBps = md != null ? FeeModel.ResolveBps(md.TakerFeeBps, md.Category) : FeeModel.FallbackBps(null);
_logger.Trade($"🪜 [SELL-LEITER Stufe {ladder.Attempt + 1}] {account.Name} | {ladder.MarketQuestion}\n" +
$" Limit {ladder.CurrentLimit:F3} → {next:F3} (Floor {ladder.Floor:F3}, {(ladder.IsHf ? "HF" : "Standard")})");
@@ -236,7 +257,7 @@ namespace PolyTraderSharp.Services
await _clob.CancelConflictingOrdersAsync(account, ladder.TokenId, next, "SELL");
decimal usdc = pos.Size * next;
var result = await _clob.PlaceOrderAsync(account, ladder.TokenId, "SELL", usdc, next, "GTC", _state.DebugOrderPayloadLog, isNegRisk);
var result = await _clob.PlaceOrderAsync(account, ladder.TokenId, "SELL", usdc, next, "GTC", _state.DebugOrderPayloadLog, isNegRisk, stepFeeBps);
if (result == "OK")
{
src/PolyTrader.Modules.CopyTrading/Services/TraderMonitorService.cs
+13 -5
View File
@@ -460,7 +460,11 @@ namespace PolyTraderSharp.Services
{
decimal expectedFillPrice = _copyState.GetAccountSettings(acc.AccountId).PreRedeemLimit;
decimal amountUsdc = Math.Max(pos.Size * expectedFillPrice, 0.01m);
var result = await _clob.PlaceOrderAsync(acc, pos.TokenId, "SELL", amountUsdc, expectedFillPrice, "GTC", false, false);
// M6: realen Taker-Satz (bzw. Kategorie-Fallback) in die signierte Order schreiben.
int redeemFeeBps = _state.MarketCache.TryGetValue(pos.TokenId, out var rMd)
? FeeModel.ResolveBps(rMd.TakerFeeBps, rMd.Category)
: FeeModel.FallbackBps(null);
var result = await _clob.PlaceOrderAsync(acc, pos.TokenId, "SELL", amountUsdc, expectedFillPrice, "GTC", false, false, redeemFeeBps);
if (result == "OK")
{
@@ -915,12 +919,14 @@ namespace PolyTraderSharp.Services
if (matchedClose.Value.TryGetProperty("realizedPnl", out var rPnlProp)) realizedPnl = ParseDecimal(rPnlProp);
_state.GlobalPnl += realizedPnl;
decimal exitPrice = removedPos.Size > 0 ? (removedPos.AmountUsd + realizedPnl) / removedPos.Size : 0m;
string duplicateKey = $"{acc.AccountId}_{removedPos.TokenId}";
if (!_processedClosures.ContainsKey(duplicateKey))
{
// M1: GlobalPnl NUR innerhalb des Dedup-Guards buchen – sonst Doppelzählung
// beim API-Lag (re-added Position → späterer matchedClose zählt erneut).
_state.GlobalPnl += realizedPnl;
_logger.Info($"🏆 Live Market {removedPos.MarketQuestion} geschlossen! PnL: ${(realizedPnl):F2}");
string orderKey = $"{acc.AccountId}_{removedPos.TokenId}";
@@ -933,6 +939,7 @@ namespace PolyTraderSharp.Services
AccountId = acc.AccountId,
SourceTraderId = removedPos.SourceTraderId,
IsDemo = false,
TokenId = removedPos.TokenId, // M2: sonst fällt der Record aus dem _processedClosures-Preload (Dedup nach Neustart)
MarketSlug = removedPos.MarketSlug,
MarketQuestion = removedPos.MarketQuestion,
Outcome = removedPos.Outcome,
@@ -966,11 +973,11 @@ namespace PolyTraderSharp.Services
decimal exitUsd = removedPos.Size * exitPrice;
decimal realizedPnl = exitUsd - removedPos.AmountUsd;
_state.GlobalPnl += realizedPnl;
string duplicateKey = $"{acc.AccountId}_{removedPos.TokenId}";
if (!_processedClosures.ContainsKey(duplicateKey))
{
// M1: GlobalPnl NUR innerhalb des Dedup-Guards buchen (siehe oben).
_state.GlobalPnl += realizedPnl;
_logger.Info($"🏆 Live Market {removedPos.MarketQuestion} aufgelöst (Fallback)! Auszahlung: ${(exitPrice * removedPos.Size):F2}");
string orderKey = $"{acc.AccountId}_{removedPos.TokenId}";
@@ -983,6 +990,7 @@ namespace PolyTraderSharp.Services
AccountId = acc.AccountId,
SourceTraderId = removedPos.SourceTraderId,
IsDemo = false,
TokenId = removedPos.TokenId, // M2: sonst greift die Dedup nach Neustart nicht
MarketSlug = removedPos.MarketSlug,
MarketQuestion = removedPos.MarketQuestion,
Outcome = removedPos.Outcome,