using System; using System.Threading; using System.Threading.Channels; using System.Threading.Tasks; using Microsoft.Extensions.Hosting; using Microsoft.Extensions.Logging; using PolyTraderSharp.Models; using System.Collections.Concurrent; using System.Linq; namespace PolyTraderSharp.Services { public class CopyTradingEngine : BackgroundService { private readonly TradingState _state; private readonly ChannelReader _signalReader; private readonly ChannelWriter _closedTradeWriter; private readonly TerminalLogger _logger; private readonly PolymarketClobClient _clob; private readonly PolymarketApiService _api; private readonly LiteDB.ILiteDatabase? _db; private static readonly ConcurrentDictionary _marketCache = new(StringComparer.OrdinalIgnoreCase); private readonly ConcurrentDictionary _accountSemaphores = new(); public CopyTradingEngine( TradingState state, ChannelReader signalReader, ChannelWriter closedTradeWriter, TerminalLogger logger, PolymarketClobClient clob, PolymarketApiService api, LiteDB.ILiteDatabase? db = null) { _state = state; _signalReader = signalReader; _closedTradeWriter = closedTradeWriter; _logger = logger; _clob = clob; _api = api; _db = db; } protected override async Task ExecuteAsync(CancellationToken stoppingToken) { _logger.Info("CopyTradingEngine Channel Listener started (Concurrent)."); var semaphore = new SemaphoreSlim(15, 15); await foreach (var signal in _signalReader.ReadAllAsync(stoppingToken)) { await semaphore.WaitAsync(stoppingToken); _ = Task.Run(async () => { try { await ProcessSignalAsync(signal); } catch (Exception ex) { _logger.Error($"Absturz im SignalProcessor: {ex.Message}"); } finally { semaphore.Release(); } }, stoppingToken); } } private async Task ProcessSignalAsync(CopySignal signal) { if (_state.GlobalTradingPaused) { return; } // Internal System Signal (e.g. Demo Auto-Close) if (signal.TraderId == 0) { var sysaccountTasks = new List(); foreach (var account in _state.Accounts.Values.Where(a => a.IsDemo && a.IsActive)) { if (account.OpenPositions.ContainsKey(signal.TokenId)) { sysaccountTasks.Add(ProcessAccountOrderAsync(account, null, signal)); } } await Task.WhenAll(sysaccountTasks); return; } if (!_state.Traders.TryGetValue(signal.TraderId, out var trader) || !trader.IsActive) return; // --- Pre-Fetch EndDate für Time Limits --- if (signal.Side == "BUY" && !signal.EndDate.HasValue && !string.IsNullOrEmpty(signal.TokenId)) { if (_marketCache.TryGetValue(signal.TokenId, out var cachedData) && cachedData.EndDate.HasValue) { signal.EndDate = cachedData.EndDate; } else if (_api != null) { try { var fetchedMarket = await _api.GetMarketByTokenIdAsync(signal.TokenId); if (fetchedMarket != null) { if (fetchedMarket.EndDate.HasValue) signal.EndDate = fetchedMarket.EndDate; _marketCache[signal.TokenId] = fetchedMarket; if (_db != null) _db.GetCollection("markets").Upsert(fetchedMarket); } } catch (Exception ex) { _logger.Warning($"Fehler beim Pre-Fetch MarketData: {ex.Message}"); } } } // ----------------------------------------- var accountTasks = new List(); foreach (var accountId in trader.AssignedAccountIds) { if (!_state.Accounts.TryGetValue(accountId, out var account) || !account.IsActive) continue; accountTasks.Add(ProcessAccountOrderAsync(account, trader, signal)); } await Task.WhenAll(accountTasks); } private async Task ProcessAccountOrderAsync(AccountState account, TrackedTrader? trader, CopySignal signal) { var mode = account.IsDemo ? _state.DemoTradingMode : _state.LiveTradingMode; if (mode == TradingMode.Inactive) return; // Restrict BUY operations if mode is SellOnly if (mode == TradingMode.SellOnly && signal.Side == "BUY") return; string shareType = string.IsNullOrEmpty(signal.Outcome) ? signal.Side : signal.Outcome; var accountSemaphore = _accountSemaphores.GetOrAdd(account.AccountId, _ => new SemaphoreSlim(1, 1)); await accountSemaphore.WaitAsync(); try { // ========================================== // OPEN ORDER CLEANUP (LIVE ACCOUNTS ONLY) // ========================================== // Wenn ein neues Signal für diesen Markt reinkommt, prüfen wir auf veraltete offene Orders. // Identische Preise bleiben bestehen. Abweichende verhindern ungültiges Blockieren von Funds. if (!account.IsDemo && !string.IsNullOrEmpty(signal.TokenId)) { await _clob.CancelConflictingOrdersAsync(account, signal.TokenId, signal.Price, signal.Side); } if (_marketCache.TryGetValue(signal.TokenId, out var fastCachedData)) { if (fastCachedData.EndDate.HasValue) signal.EndDate = fastCachedData.EndDate; } // ========================================== // PRE-FLIGHT RISK CHECKS (Before DB/API!) // ========================================== decimal exactShares = 0m; decimal exactUsdc = 0m; decimal orderPrice = signal.Price; if (signal.Side == "BUY") { if (signal.Price > account.MaxBuyPrice && account.TotalBalance >= 500m) { _logger.TradeReasoning($"❌ Trade BUY [{signal.MarketQuestion}] [{shareType}] verworfen:\n" + $" Konto: {account.Name}\n" + $" Begründung: Preis (${signal.Price:F3}) übersteigt das MaxBuy Limit (${account.MaxBuyPrice:F3})"); return; } decimal investedInMarket = account.OpenPositions.TryGetValue(signal.TokenId, out var ep) ? ep.AmountUsd : 0m; decimal minTrade = 1.0m; decimal maxAllowed = account.TotalBalance * (account.PerMarketLimit / 100.0m); // Low Balance Bypass (Stufen-System) ONLY IF NOT YET INVESTED if (investedInMarket == 0) { if (account.TotalBalance < 150m) maxAllowed = Math.Min(1.20m, Math.Max(account.AvailableBalance, 0m)); else if (account.TotalBalance < 500m) maxAllowed = Math.Min(3.0m, Math.Max(account.AvailableBalance, 0m)); if (_state.SixSharesMinimum && account.TotalBalance < 500m) { // Adjust maxAllowed to cover at least 6 shares * order limit price. decimal desiredLimitForSix = signal.Price * 1.05m; decimal orderPriceForSix = Math.Min(desiredLimitForSix, account.MaxBuyPrice); if (orderPriceForSix > 0.99m) orderPriceForSix = 0.99m; decimal costSix = 6m * orderPriceForSix; if (costSix > maxAllowed) { maxAllowed = Math.Min(costSix, Math.Max(account.AvailableBalance, 0m)); } } } decimal maxAmountToBuy = maxAllowed - investedInMarket; decimal investedInMaster = trader != null ? account.OpenPositions.Values.Where(p => p.SourceTraderId == trader.Id).Sum(p => (decimal)p.AmountUsd) : 0m; decimal maxAllowedPerMaster = account.TotalBalance * (account.PerMasterLimit / 100.0m); if (trader != null && (investedInMaster + maxAmountToBuy) > maxAllowedPerMaster) { decimal pctInvested = account.TotalBalance > 0 ? (investedInMaster / account.TotalBalance) * 100m : 0m; _logger.TradeReasoning($"❌ Trade BUY [{signal.MarketQuestion}] [{shareType}] verworfen:\n" + $" Konto: {account.Name}\n" + $" Begründung: PerMasterLimit ({account.PerMasterLimit:F1}%) erreicht. Bisher investiert in '{trader.DisplayName}': ${investedInMaster:F2} ({pctInvested:F1}%)."); return; } // Time Limit Restriktion double hoursLeft = signal.EndDate.HasValue ? (signal.EndDate.Value - DateTime.UtcNow).TotalHours : 999999; decimal applicableTimeLimitPct; decimal investedInTimeframe = 0m; string timeframeLabel = ""; var openVals = account.OpenPositions.Values; if (hoursLeft < 6) { applicableTimeLimitPct = account.perMaxTime6h; timeframeLabel = "< 6h"; investedInTimeframe = openVals.Where(p => p.ExpiryDate.HasValue && (p.ExpiryDate.Value - DateTime.UtcNow).TotalHours < 6).Sum(p => (decimal)p.AmountUsd); } else if (hoursLeft < 24) { applicableTimeLimitPct = account.perMaxTime24h; timeframeLabel = "< 24h"; investedInTimeframe = openVals.Where(p => p.ExpiryDate.HasValue && (p.ExpiryDate.Value - DateTime.UtcNow).TotalHours >= 6 && (p.ExpiryDate.Value - DateTime.UtcNow).TotalHours < 24).Sum(p => (decimal)p.AmountUsd); } else if (hoursLeft < 72) { applicableTimeLimitPct = account.perMaxTime72h; timeframeLabel = "< 72h"; investedInTimeframe = openVals.Where(p => p.ExpiryDate.HasValue && (p.ExpiryDate.Value - DateTime.UtcNow).TotalHours >= 24 && (p.ExpiryDate.Value - DateTime.UtcNow).TotalHours < 72).Sum(p => (decimal)p.AmountUsd); } else { applicableTimeLimitPct = account.perMaxTimeNone; timeframeLabel = "> 72h"; investedInTimeframe = openVals.Where(p => !p.ExpiryDate.HasValue || (p.ExpiryDate.Value - DateTime.UtcNow).TotalHours >= 72).Sum(p => (decimal)p.AmountUsd); } decimal maxAllowedTimeframe = account.TotalBalance * (applicableTimeLimitPct / 100.0m); if ((investedInTimeframe + maxAmountToBuy) > maxAllowedTimeframe) { decimal remainingForTimeframe = maxAllowedTimeframe - investedInTimeframe; if (remainingForTimeframe < minTrade) { _logger.TradeReasoning($"❌ Trade BUY [{signal.MarketQuestion}] [{shareType}] verworfen:\n" + $" Konto: {account.Name}\n" + $" Begründung: TimeLimit '{timeframeLabel}' ({applicableTimeLimitPct:F1}%) erreicht. Bisher investiert: ${investedInTimeframe:F2} / max. ${maxAllowedTimeframe:F2}"); return; } else { maxAmountToBuy = remainingForTimeframe; } } if (maxAmountToBuy < minTrade) { _logger.TradeReasoning($"❌ Trade BUY [{signal.MarketQuestion}] [{shareType}] verworfen:\n" + $" Konto: {account.Name}\n" + $" Begründung: Kauflimit (${maxAllowed:F2}) bereits in Markt investiert (${investedInMarket:F2}). Rest: ${maxAmountToBuy:F2} < MinTrade (${minTrade:F2})"); return; } if (maxAmountToBuy > account.AvailableBalance) { _logger.TradeReasoning($"❌ Trade BUY [{signal.MarketQuestion}] [{shareType}] verworfen:\n" + $" Konto: {account.Name}\n" + $" Begründung: Kontostand (${account.AvailableBalance:F2}) nicht ausreichend für errechnetes Size (${maxAmountToBuy:F2})"); return; } decimal desiredLimit = signal.Price * 1.05m; orderPrice = Math.Min(desiredLimit, account.MaxBuyPrice); if (orderPrice > 0.99m) orderPrice = 0.99m; var exact = PolymarketClobClient.CalculateExactOrderAmounts(maxAmountToBuy, orderPrice, orderPrice, "BUY"); if (exact.shares <= 0 || exact.usdc > account.AvailableBalance) { _logger.TradeReasoning($"❌ Trade BUY [{signal.MarketQuestion}] [{shareType}] gestoppt:\n" + $" Begründung: Mathematisch unmöglicher Trade ({exact.shares} Shares für ${exact.usdc:F2}). Kontostand (${account.AvailableBalance:F2}) reicht für Minimum nicht aus."); return; } exactShares = exact.shares; exactUsdc = exact.usdc; } else if (signal.Side == "SELL") { // PRE-FLIGHT SELL Check: Exists in portfolio? // Allow fallback matching by slug and outcome if tokenId is slightly off or missing var inPortfolio = account.OpenPositions.Values.FirstOrDefault(p => p.TokenId == signal.TokenId || (p.MarketSlug == signal.MarketSlug && p.Outcome == signal.Outcome)); if (inPortfolio == null) { _logger.Info($"❌ Trade SELL [{signal.MarketQuestion}] [{shareType}] ignoriert:\n" + $" Konto: {account.Name}\n" + $" Begründung: Position nicht im Portfolio gefunden (möglicherweise zuvor gefiltert)."); return; } } // ========================================== // EXPENSIVE DB/API MARKET LOOKUP // ========================================== bool isNegRisk = false; if (_marketCache.TryGetValue(signal.TokenId, out var cachedData)) { if (!string.IsNullOrEmpty(cachedData.Slug)) signal.MarketSlug = cachedData.Slug; if (!string.IsNullOrEmpty(cachedData.Question)) signal.MarketQuestion = cachedData.Question; if (cachedData.EndDate.HasValue) signal.EndDate = cachedData.EndDate; isNegRisk = cachedData.NegRisk; } else if (_db != null) { try { var marketColl = _db.GetCollection("markets"); var marketData = marketColl.Find(x => x.ClobTokenIds != null && x.ClobTokenIds.Contains(signal.TokenId)).FirstOrDefault(); if (marketData == null && !string.IsNullOrEmpty(signal.TokenId)) { var fetchedMarket = await _api.GetMarketByTokenIdAsync(signal.TokenId); if (fetchedMarket != null) { marketColl.Upsert(fetchedMarket); marketData = fetchedMarket; } } if (marketData == null && !string.IsNullOrEmpty(signal.MarketSlug) && !signal.MarketSlug.StartsWith("0x")) { var fetchedMarkets = await _api.GetMarketsByEventSlugAsync(signal.MarketSlug); foreach (var fetched in fetchedMarkets) { marketColl.Upsert(fetched); if (fetched.ClobTokenIds != null && fetched.ClobTokenIds.Contains(signal.TokenId)) marketData = fetched; } } if (marketData != null) { if (!string.IsNullOrEmpty(marketData.Slug)) signal.MarketSlug = marketData.Slug; if (!string.IsNullOrEmpty(marketData.Question)) signal.MarketQuestion = marketData.Question; if (marketData.EndDate.HasValue) signal.EndDate = marketData.EndDate; isNegRisk = marketData.NegRisk; // Add to Cache for fast lookup _marketCache[signal.TokenId] = marketData; } } catch (Exception ex) { _logger.Warning($"Fehler beim Abrufen von MarketData für Token {signal.TokenId}: {ex.Message}"); } } // If BUY -> Invest if (signal.Side == "BUY") { if (account.IsDemo) { var pos = new Position { TokenId = signal.TokenId, MarketSlug = signal.MarketSlug, SourceTraderId = trader?.Id ?? 0, SourceTraderName = trader?.DisplayName ?? "System", SourceTraderAddress = trader?.WalletAddress ?? "", MarketQuestion = signal.MarketQuestion, Outcome = signal.Outcome, Side = "BUY", EntryPrice = orderPrice, Size = exactShares, AmountUsd = exactUsdc, ExpiryDate = signal.EndDate ?? DateTime.UtcNow.AddDays(14) }; _state.TotalCopyTrades++; var finalPos = account.OpenPositions.AddOrUpdate(signal.TokenId, pos, (k, old) => { old.Size += pos.Size; old.AmountUsd += pos.AmountUsd; old.EntryPrice = old.AmountUsd / old.Size; // weighted average return old; }); if (_db != null) _db.GetCollection($"demo_positions_{account.AccountId}").Upsert(finalPos); account.UpdateBalance(account.AvailableBalance - exactUsdc); if (_db != null) _db.GetCollection("accounts").Upsert(account); _logger.Trade($"✅ [DEMO AUSGEFÜHRT]\n" + $" Konto: {account.Name}\n" + $" Markt: {signal.MarketQuestion}\n" + $" BUY: {exactShares:F4} Shares [{shareType}] @ ${orderPrice:F3} (Gesamt: ${exactUsdc:F2})"); } else { _logger.Info($"🌐 [LIVE-EXECUTION] Sende MARKET BUY an Polymarket CTF-Router...\n" + $" Account: {account.Name}\n" + $" Limit: ${orderPrice:F3} (Target: {signal.Price:F3} + 5%)"); var result = await _clob.PlaceOrderAsync(account, signal.TokenId, signal.Side, exactUsdc, orderPrice, "MARKET", _state.DebugOrderPayloadLog, isNegRisk); if (result == "OK") { var pos = new Position { TokenId = signal.TokenId, MarketSlug = signal.MarketSlug, SourceTraderId = trader?.Id ?? 0, SourceTraderName = trader?.DisplayName ?? "System", SourceTraderAddress = trader?.WalletAddress ?? "", MarketQuestion = signal.MarketQuestion, Outcome = signal.Outcome, Side = "BUY", EntryPrice = orderPrice, // Real execution price will update on next SyncOpenPositions poll Size = exactShares, AmountUsd = exactUsdc, ExpiryDate = signal.EndDate ?? DateTime.UtcNow.AddDays(14) }; _state.TotalCopyTrades++; account.OpenPositions.AddOrUpdate(signal.TokenId, pos, (k, old) => { old.Size += pos.Size; old.AmountUsd += pos.AmountUsd; old.EntryPrice = old.AmountUsd / old.Size; return old; }); account.UpdateBalance(account.AvailableBalance - exactUsdc); if (_db != null) _db.GetCollection("accounts").Upsert(account); if (_db != null) { var liveCol = _db.GetCollection($"open_positions_{account.AccountId}"); if (account.OpenPositions.TryGetValue(signal.TokenId, out var savedPos)) { liveCol.Upsert(savedPos); } } } } } // If SELL -> Divest else if (signal.Side == "SELL") { bool removed = account.OpenPositions.TryRemove(signal.TokenId, out var openPos); if (!removed && !string.IsNullOrEmpty(signal.MarketSlug)) { var altPos = account.OpenPositions.Values.FirstOrDefault(p => p.MarketSlug == signal.MarketSlug && p.Outcome == signal.Outcome); if (altPos != null) { removed = account.OpenPositions.TryRemove(altPos.TokenId, out openPos); if (removed) { _logger.Info($"Fallback: Position für SELL über Slug+Outcome gefunden ({altPos.TokenId}) statt TokenId ({signal.TokenId})"); signal.TokenId = altPos.TokenId; // Fix for further processing } } } if (removed && openPos != null) { if (account.IsDemo) { if (_db != null) _db.GetCollection($"demo_positions_{account.AccountId}").Delete(signal.TokenId); decimal exitUsd = openPos.Size * signal.Price; decimal realizedPnl = exitUsd - openPos.AmountUsd; _state.GlobalPnl += realizedPnl; account.UpdateBalance(account.AvailableBalance + exitUsd); if (_db != null) _db.GetCollection("accounts").Upsert(account); var ct = new ClosedTrade { TradeId = _state.TotalCopyTrades, AccountId = account.AccountId, SourceTraderId = signal.TraderId, IsDemo = account.IsDemo, MarketSlug = signal.MarketSlug, MarketQuestion = signal.MarketQuestion, Outcome = signal.Outcome, Side = signal.Side, EntryPrice = openPos.EntryPrice, ExitPrice = signal.Price, Size = openPos.Size, RealizedPnl = realizedPnl, PnlPercent = openPos.AmountUsd > 0 ? (realizedPnl / openPos.AmountUsd * 100m) : 0m, OpenedAt = openPos.OpenedAt, ClosedAt = DateTime.UtcNow, ExitReason = signal.Reason }; _closedTradeWriter.TryWrite(ct); _logger.Trade($"✅ [DEMO GESCHLOSSEN]\n" + $" Konto: {account.Name}\n" + $" Markt: {signal.MarketQuestion}\n" + $" SELL: {openPos.Size:F2} Shares [{shareType}] @ ${signal.Price:F3} (Gewinn: ${realizedPnl:F2})"); } else { decimal sellLimit = 0.01m; // Slippage Limit (Min $0.01/share) decimal maxInvest = openPos.Size * sellLimit; var exact = PolymarketClobClient.CalculateExactOrderAmounts(maxInvest, sellLimit, sellLimit, "SELL", "MARKET"); if (exact.shares <= 0) { _logger.TradeReasoning($"❌ Trade SELL [{signal.MarketQuestion}] [{shareType}] fehlgeschlagen!\n" + $" Konto: {account.Name}\n" + $" Grund: Mathematical Order Size Error (Dust Token)."); account.OpenPositions.TryAdd(signal.TokenId, openPos); return; } _logger.Info($"🌐 [LIVE-EXECUTION] Sende MARKET SELL an Polymarket CTF-Router...\n" + $" Account: {account.Name}\n" + $" Typ: MARKET Order"); var result = await _clob.PlaceOrderAsync(account, signal.TokenId, signal.Side, maxInvest, sellLimit, "MARKET", _state.DebugOrderPayloadLog, isNegRisk); if (result == "OK") { // Simulate fill at expected price for immediate UI accuracy // (Exact executed amounts will auto-correct on next SyncOpenPositions poll) decimal exitUsd = exact.shares * signal.Price; decimal realizedPnl = exitUsd - openPos.AmountUsd; _state.GlobalPnl += realizedPnl; account.UpdateBalance(account.AvailableBalance + exitUsd); if (_db != null) _db.GetCollection("accounts").Upsert(account); var ct = new ClosedTrade { TradeId = _state.TotalCopyTrades, AccountId = account.AccountId, SourceTraderId = signal.TraderId, IsDemo = false, MarketSlug = signal.MarketSlug, MarketQuestion = signal.MarketQuestion, Outcome = signal.Outcome, Side = signal.Side, EntryPrice = openPos.EntryPrice, ExitPrice = signal.Price, Size = openPos.Size, RealizedPnl = realizedPnl, PnlPercent = openPos.AmountUsd > 0 ? (realizedPnl / openPos.AmountUsd * 100m) : 0m, OpenedAt = openPos.OpenedAt, ClosedAt = DateTime.UtcNow, ExitReason = signal.Reason }; _closedTradeWriter.TryWrite(ct); _logger.Trade($"✅ [LIVE GESCHLOSSEN] - {account.Name} - Gewinne/Verluste in Kürze im API Sync sichtbar."); } else { // Call failed, log it so the user knows Sells are being attempted but failing. _logger.TradeReasoning($"❌ Trade SELL [{signal.MarketQuestion}] [{shareType}] fehlgeschlagen!\n" + $" Konto: {account.Name}\n" + $" Grund: {result}\n" + $" Aktion: Position bleibt vorerst im Portfolio erhalten."); // Reverse the TryRemove if it failed, so the next poll can try again account.OpenPositions.TryAdd(signal.TokenId, openPos); } } } else { _logger.Info($"❌ Trade SELL [{signal.MarketQuestion}] [{shareType}] ignoriert:\n" + $" Konto: {account.Name}\n" + $" Begründung: Position nicht im Portfolio gefunden (möglicherweise zuvor gefiltert)."); } } } finally { accountSemaphore.Release(); } } } }