trading risk management
This commit is contained in:
Dobromir Popov
0
core/exchanges/bybit/debug/Order_history_sample.md
Normal file
0
core/exchanges/bybit/debug/Order_history_sample.md
Normal file
@ -260,8 +260,113 @@ class TradingExecutor:
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elif self.trading_enabled and self.exchange:
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logger.info(f"TRADING EXECUTOR: Using {self.primary_name.upper()} exchange - fee sync not available")
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# Sync positions from exchange on startup if in live mode
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if not self.simulation_mode and self.exchange and self.trading_enabled:
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self._sync_positions_on_startup()
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logger.info(f"Trading Executor initialized - Exchange: {self.primary_name.upper()}, Mode: {self.trading_mode}, Enabled: {self.trading_enabled}")
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def _sync_positions_on_startup(self):
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"""Sync positions from exchange on startup"""
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try:
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logger.info("TRADING EXECUTOR: Syncing positions from exchange on startup...")
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# Get all open positions from exchange
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if hasattr(self.exchange, 'get_positions'):
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exchange_positions = self.exchange.get_positions()
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if exchange_positions:
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for position in exchange_positions:
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symbol = position.get('symbol', '').replace('USDT', '/USDT')
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size = float(position.get('size', 0))
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side = position.get('side', '').upper()
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entry_price = float(position.get('entry_price', 0))
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if size > 0 and symbol and side in ['LONG', 'SHORT']:
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# Create position object
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pos_obj = Position(
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symbol=symbol,
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side=side,
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quantity=size,
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entry_price=entry_price,
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entry_time=datetime.now()
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)
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self.positions[symbol] = pos_obj
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logger.info(f"POSITION SYNC: Found {side} position for {symbol}: {size} @ ${entry_price:.2f}")
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logger.info(f"POSITION SYNC: Synced {len(self.positions)} positions from exchange")
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else:
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logger.warning("Exchange does not support position retrieval")
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except Exception as e:
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logger.error(f"POSITION SYNC: Error syncing positions on startup: {e}")
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def _sync_single_position_from_exchange(self, symbol: str, exchange_position: dict):
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"""Sync a single position from exchange to local state"""
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try:
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size = float(exchange_position.get('size', 0))
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side = exchange_position.get('side', '').upper()
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entry_price = float(exchange_position.get('entry_price', 0))
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if size > 0 and side in ['LONG', 'SHORT']:
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pos_obj = Position(
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symbol=symbol,
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side=side,
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quantity=size,
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entry_price=entry_price,
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entry_time=datetime.now()
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)
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self.positions[symbol] = pos_obj
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logger.info(f"POSITION SYNC: Added {side} position for {symbol}: {size} @ ${entry_price:.2f}")
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return True
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except Exception as e:
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logger.error(f"Error syncing single position for {symbol}: {e}")
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return False
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def close_all_positions(self):
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"""Emergency close all positions - both local and exchange"""
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logger.warning("CLOSE ALL POSITIONS: Starting emergency position closure")
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positions_closed = 0
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# Get all positions to close (local + exchange)
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positions_to_close = set()
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# Add local positions
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for symbol in self.positions.keys():
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positions_to_close.add(symbol)
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# Add exchange positions if not in simulation mode
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if not self.simulation_mode and self.exchange:
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try:
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exchange_positions = self.exchange.get_positions()
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if exchange_positions:
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for pos in exchange_positions:
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symbol = pos.get('symbol', '').replace('USDT', '/USDT')
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size = float(pos.get('size', 0))
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if size > 0:
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positions_to_close.add(symbol)
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except Exception as e:
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logger.error(f"Error getting exchange positions for closure: {e}")
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# Close all positions
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for symbol in positions_to_close:
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try:
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if symbol in self.positions:
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position = self.positions[symbol]
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if position.side == 'LONG':
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if self._close_long_position(symbol, 1.0, position.entry_price):
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positions_closed += 1
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elif position.side == 'SHORT':
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if self._close_short_position(symbol, 1.0, position.entry_price):
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positions_closed += 1
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else:
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logger.warning(f"Position {symbol} found on exchange but not locally - manual intervention needed")
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except Exception as e:
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logger.error(f"Error closing position {symbol}: {e}")
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logger.warning(f"CLOSE ALL POSITIONS: Closed {positions_closed} positions")
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return positions_closed
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def _safe_exchange_call(self, method_name: str, *args, **kwargs):
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"""Safely call exchange methods with null checking"""
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if not self.exchange:
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@ -374,6 +479,27 @@ class TradingExecutor:
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if action == 'HOLD':
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return True
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# PERIODIC POSITION SYNC: Every 10th signal execution, sync positions from exchange to prevent desync
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if not hasattr(self, '_signal_count'):
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self._signal_count = 0
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self._signal_count += 1
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if self._signal_count % 10 == 0 and not self.simulation_mode and self.exchange:
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logger.debug(f"PERIODIC SYNC: Checking position sync for {symbol} (signal #{self._signal_count})")
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try:
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exchange_positions = self.exchange.get_positions(symbol)
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if exchange_positions:
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for pos in exchange_positions:
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size = float(pos.get('size', 0))
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if size > 0 and symbol not in self.positions:
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logger.warning(f"DESYNC DETECTED: Found position on exchange but not locally for {symbol}")
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self._sync_single_position_from_exchange(symbol, pos)
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elif symbol in self.positions:
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logger.warning(f"DESYNC DETECTED: Have local position but none on exchange for {symbol}")
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# Consider removing local position or investigating further
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except Exception as e:
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logger.debug(f"Error in periodic position sync: {e}")
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# Check safety conditions
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if not self._check_safety_conditions(symbol, action):
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return False
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@ -866,17 +992,33 @@ class TradingExecutor:
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return True
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def _execute_buy(self, symbol: str, confidence: float, current_price: float) -> bool:
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"""Execute a buy order"""
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# Check if we have a short position to close
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"""Execute a buy order with enhanced position management"""
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# CRITICAL: Check for existing positions (both local and exchange)
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if symbol in self.positions:
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position = self.positions[symbol]
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if position.side == 'SHORT':
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logger.info(f"Closing SHORT position in {symbol}")
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return self._close_short_position(symbol, confidence, current_price)
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else:
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logger.info(f"Already have LONG position in {symbol}")
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logger.warning(f"POSITION SAFETY: Already have LONG position in {symbol} - blocking duplicate trade")
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return False
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# ADDITIONAL SAFETY: Double-check with exchange if not in simulation mode
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if not self.simulation_mode and self.exchange:
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try:
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exchange_positions = self.exchange.get_positions(symbol)
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if exchange_positions:
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for pos in exchange_positions:
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if float(pos.get('size', 0)) > 0:
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logger.warning(f"POSITION SAFETY: Found existing position on exchange for {symbol} - blocking duplicate trade")
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logger.warning(f"Position details: {pos}")
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# Sync this position to local state
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self._sync_single_position_from_exchange(symbol, pos)
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return False
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except Exception as e:
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logger.debug(f"Error checking exchange positions for {symbol}: {e}")
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# Don't block trade if we can't check - but log it
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# Cancel any existing open orders before placing new order
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if not self.simulation_mode:
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self._cancel_open_orders(symbol)
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@ -902,6 +1044,12 @@ class TradingExecutor:
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else:
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# Place real order with enhanced error handling
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result = self._place_order_with_retry(symbol, 'BUY', 'MARKET', quantity, current_price)
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# Check for position check error
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if result and 'error' in result and result['error'] == 'existing_position':
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logger.error(f"BUY order blocked: {result['message']}")
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return False
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if result and 'orderId' in result:
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# Use actual fill information if available, otherwise fall back to order parameters
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filled_quantity = result.get('executedQty', quantity)
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@ -943,7 +1091,27 @@ class TradingExecutor:
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return self._execute_short(symbol, confidence, current_price)
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def _execute_short(self, symbol: str, confidence: float, current_price: float) -> bool:
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"""Execute a short order (sell without holding the asset)"""
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"""Execute a short order (sell without holding the asset) with enhanced position management"""
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# CRITICAL: Check for any existing positions before opening SHORT
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if symbol in self.positions:
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logger.warning(f"POSITION SAFETY: Already have position in {symbol} - blocking SHORT trade")
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return False
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# ADDITIONAL SAFETY: Double-check with exchange if not in simulation mode
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if not self.simulation_mode and self.exchange:
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try:
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exchange_positions = self.exchange.get_positions(symbol)
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if exchange_positions:
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for pos in exchange_positions:
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if float(pos.get('size', 0)) > 0:
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logger.warning(f"POSITION SAFETY: Found existing position on exchange for {symbol} - blocking SHORT trade")
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logger.warning(f"Position details: {pos}")
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# Sync this position to local state
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self._sync_single_position_from_exchange(symbol, pos)
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return False
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except Exception as e:
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logger.debug(f"Error checking exchange positions for SHORT {symbol}: {e}")
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# Cancel any existing open orders before placing new order
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if not self.simulation_mode:
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self._cancel_open_orders(symbol)
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@ -969,6 +1137,12 @@ class TradingExecutor:
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else:
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# Place real short order with enhanced error handling
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result = self._place_order_with_retry(symbol, 'SELL', 'MARKET', quantity, current_price)
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# Check for position check error
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if result and 'error' in result and result['error'] == 'existing_position':
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logger.error(f"SHORT order blocked: {result['message']}")
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return False
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if result and 'orderId' in result:
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# Use actual fill information if available, otherwise fall back to order parameters
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filled_quantity = result.get('executedQty', quantity)
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@ -996,6 +1170,25 @@ class TradingExecutor:
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def _place_order_with_retry(self, symbol: str, side: str, order_type: str, quantity: float, current_price: float, max_retries: int = 3) -> Dict[str, Any]:
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"""Place order with retry logic for MEXC error handling"""
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# FINAL POSITION CHECK: Verify no existing position before placing order
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if not self.simulation_mode and self.exchange:
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try:
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exchange_positions = self.exchange.get_positions(symbol)
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if exchange_positions:
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for pos in exchange_positions:
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size = float(pos.get('size', 0))
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if size > 0:
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logger.error(f"FINAL POSITION CHECK FAILED: Found existing position for {symbol} before placing order")
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logger.error(f"Position details: {pos}")
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logger.error(f"Order details: {side} {quantity} @ ${current_price}")
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# Sync the position to local state
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self._sync_single_position_from_exchange(symbol, pos)
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return {'error': 'existing_position', 'message': f'Position already exists for {symbol}'}
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except Exception as e:
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logger.warning(f"Error in final position check for {symbol}: {e}")
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# Continue with order placement if we can't check positions
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order_start_time = time.time()
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max_order_time = 8.0 # Maximum 8 seconds for order placement (leaves 2s buffer for lock timeout)
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@ -1808,7 +2001,27 @@ class TradingExecutor:
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# Calculate total current position value
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total_position_value = 0.0
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# Add existing positions
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# ENHANCED: Also check exchange positions to ensure we don't miss any
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if not self.simulation_mode and self.exchange:
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try:
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exchange_positions = self.exchange.get_positions()
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if exchange_positions:
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for pos in exchange_positions:
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symbol = pos.get('symbol', '').replace('USDT', '/USDT')
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size = float(pos.get('size', 0))
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entry_price = float(pos.get('entry_price', 0))
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if size > 0 and symbol:
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# Check if this position is also in our local state
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if symbol not in self.positions:
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logger.warning(f"POSITION LIMIT: Found untracked exchange position for {symbol}: {size} @ ${entry_price:.2f}")
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# Add to total even if not in local state
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position_value = size * entry_price
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total_position_value += position_value
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logger.debug(f"Exchange position {symbol}: {size:.6f} @ ${entry_price:.2f} = ${position_value:.2f}")
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except Exception as e:
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logger.debug(f"Error checking exchange positions for limit: {e}")
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# Add existing local positions
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for symbol, position in self.positions.items():
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# Get current price for the symbol
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try:
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@ -1245,92 +1245,94 @@ class CleanTradingDashboard:
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return [html.I(className="fas fa-exclamation-triangle me-1"), "Store Failed"]
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return [html.I(className="fas fa-save me-1"), "Store All Models"]
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# Trading Mode Toggle
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@self.app.callback(
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Output('trading-mode-display', 'children'),
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Output('trading-mode-display', 'className'),
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[Input('trading-mode-switch', 'value')]
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)
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def update_trading_mode(switch_value):
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"""Update trading mode display and apply changes"""
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try:
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is_live = 'live' in (switch_value or [])
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self.trading_mode_live = is_live
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# Trading Mode Toggle - TEMPORARILY DISABLED TO FIX UI ERROR
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# @self.app.callback(
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# Output('trading-mode-display', 'children'),
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# Output('trading-mode-display', 'className'),
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# [Input('trading-mode-switch', 'value')]
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# )
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# def update_trading_mode(switch_value):
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# """Update trading mode display and apply changes"""
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# logger.debug(f"Trading mode callback triggered with value: {switch_value}")
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# try:
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# is_live = 'live' in (switch_value or [])
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# self.trading_mode_live = is_live
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#
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# # Update trading executor mode if available
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# if hasattr(self, 'trading_executor') and self.trading_executor:
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# if hasattr(self.trading_executor, 'set_trading_mode'):
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# # Use the new set_trading_mode method
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# success = self.trading_executor.set_trading_mode('live' if is_live else 'simulation')
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# if success:
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# logger.info(f"TRADING MODE: {'LIVE' if is_live else 'SIMULATION'} - Mode updated successfully")
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# else:
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# logger.error(f"Failed to update trading mode to {'LIVE' if is_live else 'SIMULATION'}")
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# else:
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# # Fallback to direct property setting
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# if is_live:
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# self.trading_executor.trading_mode = 'live'
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# self.trading_executor.simulation_mode = False
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# logger.info("TRADING MODE: LIVE - Real orders will be executed!")
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# else:
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# self.trading_executor.trading_mode = 'simulation'
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# self.trading_executor.simulation_mode = True
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# logger.info("TRADING MODE: SIMULATION - Orders are simulated")
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#
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# # Return display text and styling
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# if is_live:
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# return "LIVE", "fw-bold text-danger"
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# else:
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# return "SIM", "fw-bold text-warning"
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#
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# except Exception as e:
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# logger.error(f"Error updating trading mode: {e}")
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# return "ERROR", "fw-bold text-danger"
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# Update trading executor mode if available
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if hasattr(self, 'trading_executor') and self.trading_executor:
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if hasattr(self.trading_executor, 'set_trading_mode'):
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# Use the new set_trading_mode method
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success = self.trading_executor.set_trading_mode('live' if is_live else 'simulation')
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if success:
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logger.info(f"TRADING MODE: {'LIVE' if is_live else 'SIMULATION'} - Mode updated successfully")
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else:
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logger.error(f"Failed to update trading mode to {'LIVE' if is_live else 'SIMULATION'}")
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else:
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# Fallback to direct property setting
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if is_live:
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self.trading_executor.trading_mode = 'live'
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self.trading_executor.simulation_mode = False
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logger.info("TRADING MODE: LIVE - Real orders will be executed!")
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else:
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self.trading_executor.trading_mode = 'simulation'
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self.trading_executor.simulation_mode = True
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logger.info("TRADING MODE: SIMULATION - Orders are simulated")
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# Return display text and styling
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if is_live:
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return "LIVE", "fw-bold text-danger"
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else:
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return "SIM", "fw-bold text-warning"
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except Exception as e:
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logger.error(f"Error updating trading mode: {e}")
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return "ERROR", "fw-bold text-danger"
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# Cold Start Toggle
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@self.app.callback(
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Output('cold-start-display', 'children'),
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Output('cold-start-display', 'className'),
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[Input('cold-start-switch', 'value')]
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)
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def update_cold_start(switch_value):
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"""Update cold start training mode"""
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try:
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is_enabled = 'enabled' in (switch_value or [])
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self.cold_start_enabled = is_enabled
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# Update orchestrator cold start mode if available
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if hasattr(self, 'orchestrator') and self.orchestrator:
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if hasattr(self.orchestrator, 'set_cold_start_training_enabled'):
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# Use the new set_cold_start_training_enabled method
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success = self.orchestrator.set_cold_start_training_enabled(is_enabled)
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if success:
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logger.info(f"COLD START: {'ON' if is_enabled else 'OFF'} - Training mode updated successfully")
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else:
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logger.error(f"Failed to update cold start training to {'ON' if is_enabled else 'OFF'}")
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else:
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# Fallback to direct property setting
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if hasattr(self.orchestrator, 'cold_start_enabled'):
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self.orchestrator.cold_start_enabled = is_enabled
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# Update training frequency based on cold start mode
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if hasattr(self.orchestrator, 'training_frequency'):
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if is_enabled:
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self.orchestrator.training_frequency = 'high' # Train on every signal
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logger.info("COLD START: ON - Excessive training enabled")
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||||
else:
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self.orchestrator.training_frequency = 'normal' # Normal training
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||||
logger.info("COLD START: OFF - Normal training frequency")
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||||
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||||
# Return display text and styling
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||||
if is_enabled:
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||||
return "ON", "fw-bold text-success"
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else:
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return "OFF", "fw-bold text-secondary"
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|
||||
except Exception as e:
|
||||
logger.error(f"Error updating cold start mode: {e}")
|
||||
return "ERROR", "fw-bold text-danger"
|
||||
# Cold Start Toggle - TEMPORARILY DISABLED TO FIX UI ERROR
|
||||
# @self.app.callback(
|
||||
# Output('cold-start-display', 'children'),
|
||||
# Output('cold-start-display', 'className'),
|
||||
# [Input('cold-start-switch', 'value')]
|
||||
# )
|
||||
# def update_cold_start(switch_value):
|
||||
# """Update cold start training mode"""
|
||||
# logger.debug(f"Cold start callback triggered with value: {switch_value}")
|
||||
# try:
|
||||
# is_enabled = 'enabled' in (switch_value or [])
|
||||
# self.cold_start_enabled = is_enabled
|
||||
#
|
||||
# # Update orchestrator cold start mode if available
|
||||
# if hasattr(self, 'orchestrator') and self.orchestrator:
|
||||
# if hasattr(self.orchestrator, 'set_cold_start_training_enabled'):
|
||||
# # Use the new set_cold_start_training_enabled method
|
||||
# success = self.orchestrator.set_cold_start_training_enabled(is_enabled)
|
||||
# if success:
|
||||
# logger.info(f"COLD START: {'ON' if is_enabled else 'OFF'} - Training mode updated successfully")
|
||||
# else:
|
||||
# logger.error(f"Failed to update cold start training to {'ON' if is_enabled else 'OFF'}")
|
||||
# else:
|
||||
# # Fallback to direct property setting
|
||||
# if hasattr(self.orchestrator, 'cold_start_enabled'):
|
||||
# self.orchestrator.cold_start_enabled = is_enabled
|
||||
#
|
||||
# # Update training frequency based on cold start mode
|
||||
# if hasattr(self.orchestrator, 'training_frequency'):
|
||||
# if is_enabled:
|
||||
# self.orchestrator.training_frequency = 'high' # Train on every signal
|
||||
# logger.info("COLD START: ON - Excessive training enabled")
|
||||
# else:
|
||||
# self.orchestrator.training_frequency = 'normal' # Normal training
|
||||
# logger.info("COLD START: OFF - Normal training frequency")
|
||||
#
|
||||
# # Return display text and styling
|
||||
# if is_enabled:
|
||||
# return "ON", "fw-bold text-success"
|
||||
# else:
|
||||
# return "OFF", "fw-bold text-secondary"
|
||||
#
|
||||
# except Exception as e:
|
||||
# logger.error(f"Error updating cold start mode: {e}")
|
||||
# return "ERROR", "fw-bold text-danger"
|
||||
|
||||
def _get_current_price(self, symbol: str) -> Optional[float]:
|
||||
"""Get current price for symbol - ONLY using our data providers"""
|
||||
|
||||
Reference in New Issue
Block a user