live position sync for LIMIT orders
This commit is contained in:
Dobromir Popov
@ -357,7 +357,7 @@ class CleanTradingDashboard:
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except Exception as e:
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logger.warning(f"Error getting live account balance: {e}, using initial balance")
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return self._get_initial_balance()
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def _setup_layout(self):
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"""Setup the dashboard layout using layout manager"""
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self.app.layout = self.layout_manager.create_main_layout()
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@ -377,8 +377,12 @@ class CleanTradingDashboard:
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[Input('interval-component', 'n_intervals')]
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)
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def update_metrics(n):
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"""Update key metrics - FIXED callback mismatch"""
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"""Update key metrics - ENHANCED with position sync monitoring"""
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try:
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# PERIODIC POSITION SYNC: Every 30 seconds, verify position sync
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if n % 30 == 0 and n > 0: # Skip initial load (n=0)
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self._periodic_position_sync_check()
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# Sync position from trading executor first
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symbol = 'ETH/USDT'
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self._sync_position_from_executor(symbol)
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@ -461,12 +465,12 @@ class CleanTradingDashboard:
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portfolio_value = current_balance + total_session_pnl # Live balance + unrealized P&L
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portfolio_str = f"${portfolio_value:.2f}"
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# MEXC status
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# MEXC status - enhanced with sync status
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mexc_status = "SIM"
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if self.trading_executor:
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if hasattr(self.trading_executor, 'trading_enabled') and self.trading_executor.trading_enabled:
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if hasattr(self.trading_executor, 'simulation_mode') and not self.trading_executor.simulation_mode:
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mexc_status = "LIVE"
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mexc_status = "LIVE+SYNC" # Indicate live trading with position sync
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return price_str, session_pnl_str, position_str, trade_str, portfolio_str, mexc_status
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@ -541,6 +545,18 @@ class CleanTradingDashboard:
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logger.error(f"Error updating trades table: {e}")
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return html.P(f"Error: {str(e)}", className="text-danger")
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@self.app.callback(
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Output('pending-orders-content', 'children'),
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[Input('interval-component', 'n_intervals')]
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)
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def update_pending_orders(n):
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"""Update pending orders and position sync status"""
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try:
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return self._create_pending_orders_panel()
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except Exception as e:
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logger.error(f"Error updating pending orders: {e}")
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return html.Div("Error loading pending orders", className="text-danger")
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@self.app.callback(
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[Output('eth-cob-content', 'children'),
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Output('btc-cob-content', 'children')],
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@ -3480,7 +3496,7 @@ class CleanTradingDashboard:
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if hasattr(self.orchestrator.cnn_model, 'train_on_batch'):
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for _ in range(int(training_weight)):
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loss = self.orchestrator.cnn_model.train_on_batch(feature_tensor, target_tensor)
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logger.info(f"CNN enhanced training on executed signal - loss: {loss:.4f}, pnl: {pnl:.2f}")
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logger.info(f"CNN enhanced training on executed signal - loss: {loss:.4f}, pnl: {pnl:.2f}")
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except Exception as e:
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logger.debug(f"Error training CNN on executed signal: {e}")
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@ -3646,7 +3662,7 @@ class CleanTradingDashboard:
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return 0.5
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def _execute_manual_trade(self, action: str):
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"""Execute manual trading action - ENHANCED with PERSISTENT SIGNAL STORAGE"""
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"""Execute manual trading action - ENHANCED with POSITION SYNCHRONIZATION"""
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try:
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if not self.trading_executor:
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logger.warning("No trading executor available")
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@ -3659,7 +3675,16 @@ class CleanTradingDashboard:
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logger.warning("No current price available for manual trade")
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return
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# Sync current position from trading executor first
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# STEP 1: Synchronize position with MEXC account before executing trade
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desired_state = self._determine_desired_position_state(action)
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logger.info(f"MANUAL TRADE: Syncing position to {desired_state} before executing {action}")
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sync_success = self._sync_position_with_mexc(symbol, desired_state)
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if not sync_success:
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logger.error(f"MANUAL TRADE: Position sync failed - aborting {action}")
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return
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# STEP 2: Sync current position from trading executor
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self._sync_position_from_executor(symbol)
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# DEBUG: Log current position state before trade
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@ -3916,6 +3941,297 @@ class CleanTradingDashboard:
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# Model input capture moved to core.trade_data_manager.TradeDataManager
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def _determine_desired_position_state(self, action: str) -> str:
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"""Determine the desired position state based on the manual action"""
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if action == 'BUY':
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return 'LONG'
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elif action == 'SELL':
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# If we have a position, selling should result in NO_POSITION
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# If we don't have a position, selling should result in SHORT
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if self.current_position:
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return 'NO_POSITION'
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else:
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return 'SHORT'
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else: # HOLD or unknown
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# Maintain current state
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if self.current_position:
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side = self.current_position.get('side', 'UNKNOWN')
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if side.upper() in ['LONG', 'BUY']:
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return 'LONG'
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elif side.upper() in ['SHORT', 'SELL']:
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return 'SHORT'
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return 'NO_POSITION'
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def _sync_position_with_mexc(self, symbol: str, desired_state: str) -> bool:
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"""Synchronize position with MEXC account using trading executor"""
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try:
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if not self.trading_executor:
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logger.warning("No trading executor available for position sync")
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return False
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if hasattr(self.trading_executor, 'sync_position_with_mexc'):
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return self.trading_executor.sync_position_with_mexc(symbol, desired_state)
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else:
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logger.warning("Trading executor does not support position synchronization")
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return False
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except Exception as e:
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logger.error(f"Error syncing position with MEXC: {e}")
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return False
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def _verify_position_sync_after_trade(self, symbol: str, action: str):
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"""Verify that position sync is correct after trade execution"""
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try:
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# Wait a moment for position updates
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time.sleep(1)
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# Sync position from executor
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self._sync_position_from_executor(symbol)
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# Log the final position state
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if self.current_position:
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logger.info(f"POSITION VERIFICATION: After {action} - "
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f"{self.current_position['side']} {self.current_position['size']:.3f} @ ${self.current_position['price']:.2f}")
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else:
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logger.info(f"POSITION VERIFICATION: After {action} - No position")
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except Exception as e:
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logger.error(f"Error verifying position sync after trade: {e}")
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def _periodic_position_sync_check(self):
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"""Periodically check and sync position with MEXC account"""
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try:
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symbol = 'ETH/USDT'
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# Only perform sync check for live trading
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if not self.trading_executor or getattr(self.trading_executor, 'simulation_mode', True):
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return
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# Determine current desired state based on dashboard position
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if self.current_position:
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side = self.current_position.get('side', 'UNKNOWN')
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if side.upper() in ['LONG', 'BUY']:
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desired_state = 'LONG'
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elif side.upper() in ['SHORT', 'SELL']:
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desired_state = 'SHORT'
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else:
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desired_state = 'NO_POSITION'
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else:
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desired_state = 'NO_POSITION'
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# Perform periodic sync check
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logger.debug(f"PERIODIC SYNC: Checking position sync for {symbol} (desired: {desired_state})")
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sync_success = self._sync_position_with_mexc(symbol, desired_state)
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if sync_success:
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logger.debug(f"PERIODIC SYNC: Position sync verified for {symbol}")
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else:
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logger.warning(f"PERIODIC SYNC: Position sync issue detected for {symbol}")
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except Exception as e:
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logger.debug(f"Error in periodic position sync check: {e}")
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def _create_pending_orders_panel(self):
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"""Create pending orders and position sync status panel"""
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try:
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symbol = 'ETH/USDT'
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# Get pending orders from MEXC
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pending_orders = self._get_pending_orders(symbol)
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# Get current account balances and position state
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position_sync_status = self._get_position_sync_status(symbol)
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# Create the panel content
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content = []
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# Position Sync Status Section
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content.append(html.Div([
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html.H6([
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html.I(className="fas fa-sync me-1"),
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"Position Sync Status"
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], className="mb-2 text-primary"),
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html.Div([
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html.Small("Dashboard Position:", className="text-muted"),
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html.Span(f" {position_sync_status['dashboard_state']}", className="badge bg-info ms-1")
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], className="mb-1"),
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html.Div([
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html.Small("MEXC Account State:", className="text-muted"),
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html.Span(f" {position_sync_status['mexc_state']}", className="badge bg-secondary ms-1")
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], className="mb-1"),
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html.Div([
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html.Small("Sync Status:", className="text-muted"),
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html.Span(f" {position_sync_status['sync_status']}",
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className=f"badge {'bg-success' if position_sync_status['in_sync'] else 'bg-warning'} ms-1")
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], className="mb-2"),
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html.Div([
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html.Small("ETH Balance:", className="text-muted"),
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html.Span(f" {position_sync_status['eth_balance']:.6f}", className="text-info ms-1"),
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], className="mb-1"),
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html.Div([
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html.Small("USDC Balance:", className="text-muted"),
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html.Span(f" ${position_sync_status['usdc_balance']:.2f}", className="text-info ms-1"),
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], className="mb-2"),
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], className="border-bottom pb-2 mb-2"))
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# Pending Orders Section
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content.append(html.Div([
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html.H6([
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html.I(className="fas fa-clock me-1"),
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f"Pending Orders ({len(pending_orders)})"
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], className="mb-2 text-warning"),
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]))
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if pending_orders:
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# Create table of pending orders
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order_rows = []
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for order in pending_orders:
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side_class = "text-success" if order.get('side', '').upper() == 'BUY' else "text-danger"
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status_class = "bg-warning" if order.get('status') == 'NEW' else "bg-secondary"
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order_rows.append(html.Tr([
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html.Td(order.get('side', 'N/A'), className=side_class),
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html.Td(f"{float(order.get('origQty', 0)):.6f}"),
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html.Td(f"${float(order.get('price', 0)):.2f}"),
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html.Td(html.Span(order.get('status', 'UNKNOWN'), className=f"badge {status_class}")),
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html.Td(order.get('orderId', 'N/A')[-8:] if order.get('orderId') else 'N/A'), # Last 8 chars
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]))
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orders_table = html.Div([
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html.Table([
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html.Thead([
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html.Tr([
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html.Th("Side", style={"fontSize": "10px"}),
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html.Th("Qty", style={"fontSize": "10px"}),
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html.Th("Price", style={"fontSize": "10px"}),
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html.Th("Status", style={"fontSize": "10px"}),
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html.Th("Order ID", style={"fontSize": "10px"}),
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])
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]),
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html.Tbody(order_rows)
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], className="table table-sm", style={"fontSize": "11px"})
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])
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content.append(orders_table)
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else:
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content.append(html.Div([
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html.P("No pending orders", className="text-muted small text-center mt-2")
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]))
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# Last sync check time
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content.append(html.Div([
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html.Hr(),
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html.Small([
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html.I(className="fas fa-clock me-1"),
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f"Last updated: {datetime.now().strftime('%H:%M:%S')}"
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], className="text-muted")
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]))
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return content
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except Exception as e:
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logger.error(f"Error creating pending orders panel: {e}")
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return html.Div([
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html.P("Error loading pending orders", className="text-danger"),
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html.Small(str(e), className="text-muted")
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])
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def _get_pending_orders(self, symbol: str) -> List[Dict]:
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"""Get pending orders from MEXC for the symbol"""
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try:
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if not self.trading_executor or getattr(self.trading_executor, 'simulation_mode', True):
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return [] # No pending orders in simulation mode
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if hasattr(self.trading_executor, 'exchange') and self.trading_executor.exchange:
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orders = self.trading_executor.exchange.get_open_orders(symbol)
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return orders if orders else []
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return []
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except Exception as e:
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logger.error(f"Error getting pending orders: {e}")
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return []
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def _get_position_sync_status(self, symbol: str) -> Dict[str, Any]:
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"""Get comprehensive position synchronization status"""
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try:
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# Determine dashboard position state
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if self.current_position:
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side = self.current_position.get('side', 'UNKNOWN')
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if side.upper() in ['LONG', 'BUY']:
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dashboard_state = 'LONG'
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elif side.upper() in ['SHORT', 'SELL']:
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dashboard_state = 'SHORT'
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else:
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dashboard_state = 'UNKNOWN'
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else:
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dashboard_state = 'NO_POSITION'
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# Get MEXC account balances and determine state
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mexc_state = 'UNKNOWN'
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eth_balance = 0.0
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usdc_balance = 0.0
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if self.trading_executor and not getattr(self.trading_executor, 'simulation_mode', True):
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try:
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if hasattr(self.trading_executor, '_get_mexc_account_balances'):
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balances = self.trading_executor._get_mexc_account_balances()
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eth_balance = balances.get('ETH', {}).get('total', 0.0)
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usdc_balance = max(
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balances.get('USDC', {}).get('total', 0.0),
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balances.get('USDT', {}).get('total', 0.0)
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)
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# Determine MEXC state using same logic as trading executor
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if hasattr(self.trading_executor, '_determine_position_state'):
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holdings = {
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'base': eth_balance,
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'quote': usdc_balance,
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'base_asset': 'ETH',
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'quote_asset': 'USDC'
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}
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mexc_state = self.trading_executor._determine_position_state(symbol, holdings)
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except Exception as e:
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logger.debug(f"Error getting MEXC account state: {e}")
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else:
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mexc_state = 'SIMULATION'
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# In simulation, use some placeholder values
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if self.current_position:
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eth_balance = self.current_position.get('size', 0.0) if dashboard_state == 'LONG' else 0.0
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usdc_balance = 100.0 if dashboard_state != 'LONG' else 10.0
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# Determine sync status
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in_sync = (dashboard_state == mexc_state) or mexc_state == 'SIMULATION'
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if in_sync:
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sync_status = 'IN_SYNC'
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else:
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sync_status = f'{dashboard_state}≠{mexc_state}'
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return {
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'dashboard_state': dashboard_state,
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'mexc_state': mexc_state,
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'sync_status': sync_status,
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'in_sync': in_sync,
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'eth_balance': eth_balance,
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'usdc_balance': usdc_balance
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}
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except Exception as e:
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logger.error(f"Error getting position sync status: {e}")
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return {
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'dashboard_state': 'ERROR',
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'mexc_state': 'ERROR',
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'sync_status': 'ERROR',
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'in_sync': False,
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'eth_balance': 0.0,
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'usdc_balance': 0.0
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}
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def _get_comprehensive_market_state(self, symbol: str, current_price: float) -> Dict[str, float]:
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"""Get comprehensive market state features"""
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try:
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@ -197,6 +197,10 @@ class DashboardLayoutManager:
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html.I(className="fas fa-save me-1"),
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"Store All Models"
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], id="store-models-btn", className="btn btn-info btn-sm w-100 mt-2"),
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html.Button([
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html.I(className="fas fa-arrows-rotate me-1"),
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"Sync Positions/Orders"
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], id="manual-sync-btn", className="btn btn-primary btn-sm w-100 mt-2"),
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html.Hr(className="my-2"),
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html.Small("System Status", className="text-muted d-block mb-1"),
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html.Div([
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@ -248,7 +252,7 @@ class DashboardLayoutManager:
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])
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def _create_cob_and_trades_row(self):
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"""Creates the row for COB ladders, closed trades, and model status - REORGANIZED LAYOUT"""
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"""Creates the row for COB ladders, closed trades, pending orders, and model status"""
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return html.Div([
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# Top row: COB Ladders (left) and Models/Training (right)
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html.Div([
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@ -273,7 +277,7 @@ class DashboardLayoutManager:
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], className="d-flex")
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], style={"width": "60%"}),
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# Right side: Models & Training Progress (40% width) - MOVED UP
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# Right side: Models & Training Progress (40% width)
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html.Div([
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html.Div([
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html.Div([
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@ -283,28 +287,47 @@ class DashboardLayoutManager:
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], className="card-title mb-2"),
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html.Div(
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id="training-metrics",
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style={"height": "300px", "overflowY": "auto"}, # Increased height
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style={"height": "300px", "overflowY": "auto"},
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),
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||||
], className="card-body p-2")
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], className="card")
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], style={"width": "38%", "marginLeft": "2%"}),
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], className="d-flex mb-3"),
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# Bottom row: Closed Trades (full width) - MOVED BELOW COB
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# Second row: Pending Orders (left) and Closed Trades (right)
|
||||
html.Div([
|
||||
# Left side: Pending Orders (40% width)
|
||||
html.Div([
|
||||
html.Div([
|
||||
html.H6([
|
||||
html.I(className="fas fa-history me-2"),
|
||||
"Recent Closed Trades",
|
||||
], className="card-title mb-2"),
|
||||
html.Div(
|
||||
id="closed-trades-table",
|
||||
style={"height": "200px", "overflowY": "auto"}, # Reduced height
|
||||
),
|
||||
], className="card-body p-2")
|
||||
], className="card")
|
||||
])
|
||||
html.Div([
|
||||
html.H6([
|
||||
html.I(className="fas fa-clock me-2"),
|
||||
"Pending Orders & Position Sync",
|
||||
], className="card-title mb-2"),
|
||||
html.Div(
|
||||
id="pending-orders-content",
|
||||
style={"height": "200px", "overflowY": "auto"},
|
||||
),
|
||||
], className="card-body p-2")
|
||||
], className="card")
|
||||
], style={"width": "40%"}),
|
||||
|
||||
# Right side: Closed Trades (58% width)
|
||||
html.Div([
|
||||
html.Div([
|
||||
html.Div([
|
||||
html.H6([
|
||||
html.I(className="fas fa-history me-2"),
|
||||
"Recent Closed Trades",
|
||||
], className="card-title mb-2"),
|
||||
html.Div(
|
||||
id="closed-trades-table",
|
||||
style={"height": "200px", "overflowY": "auto"},
|
||||
),
|
||||
], className="card-body p-2")
|
||||
], className="card")
|
||||
], style={"width": "58%", "marginLeft": "2%"}),
|
||||
], className="d-flex")
|
||||
])
|
||||
|
||||
def _create_analytics_and_performance_row(self):
|
||||
|
||||
Reference in New Issue
Block a user