matitos
03dfa369e5
- RiskManager halts + flattens on max daily loss / drawdown, caps position size and trades per day; adds a manual kill switch (POST /api/bot/kill). - Telegram and webhook notifications on trades, errors and halts. - Optional API bearer token on /api, injected server-side by the frontend nginx so the browser never sees it. - Kraken and Coinbase market data (public); Coinbase live broker. Live on an unsupported exchange now errors instead of silently falling back to paper. - Strategy presets backed by the StrategyConfig table (CRUD API + UI). - Idempotent additive-column migration so existing SQLite databases upgrade in place (fixes the new strategy_configs.name column).
123 lines
4.0 KiB
Python
123 lines
4.0 KiB
Python
from __future__ import annotations
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from datetime import UTC, datetime
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from enum import StrEnum
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from typing import Any
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from sqlalchemy import (
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JSON,
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DateTime,
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Float,
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ForeignKey,
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Integer,
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String,
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)
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from sqlalchemy import (
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Enum as SAEnum,
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)
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from sqlalchemy.orm import DeclarativeBase, Mapped, mapped_column, relationship
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def utcnow() -> datetime:
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return datetime.now(UTC)
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class Base(DeclarativeBase):
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pass
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class PositionSide(StrEnum):
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LONG = "long"
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SHORT = "short"
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class PositionStatus(StrEnum):
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OPEN = "open"
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CLOSED = "closed"
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class OrderSide(StrEnum):
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BUY = "buy"
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SELL = "sell"
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class StrategyConfig(Base):
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__tablename__ = "strategy_configs"
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id: Mapped[int] = mapped_column(Integer, primary_key=True)
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name: Mapped[str] = mapped_column(String(80), default="")
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strategy_key: Mapped[str] = mapped_column(String(64), index=True)
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symbol: Mapped[str] = mapped_column(String(32))
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timeframe: Mapped[str] = mapped_column(String(16))
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params: Mapped[dict[str, Any]] = mapped_column(JSON, default=dict)
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created_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=utcnow)
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class Position(Base):
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__tablename__ = "positions"
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id: Mapped[int] = mapped_column(Integer, primary_key=True)
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strategy_key: Mapped[str] = mapped_column(String(64), index=True)
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symbol: Mapped[str] = mapped_column(String(32), index=True)
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side: Mapped[PositionSide] = mapped_column(SAEnum(PositionSide))
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qty: Mapped[float] = mapped_column(Float)
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entry_price: Mapped[float] = mapped_column(Float)
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status: Mapped[PositionStatus] = mapped_column(
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SAEnum(PositionStatus), default=PositionStatus.OPEN, index=True
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)
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stop_loss: Mapped[float | None] = mapped_column(Float, nullable=True)
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take_profit: Mapped[float | None] = mapped_column(Float, nullable=True)
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entry_fee: Mapped[float] = mapped_column(Float, default=0.0)
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exit_price: Mapped[float | None] = mapped_column(Float, nullable=True)
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exit_fee: Mapped[float] = mapped_column(Float, default=0.0)
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realized_pnl: Mapped[float | None] = mapped_column(Float, nullable=True)
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opened_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=utcnow)
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closed_at: Mapped[datetime | None] = mapped_column(DateTime(timezone=True), nullable=True)
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orders: Mapped[list[Order]] = relationship(back_populates="position")
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class Order(Base):
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__tablename__ = "orders"
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id: Mapped[int] = mapped_column(Integer, primary_key=True)
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position_id: Mapped[int | None] = mapped_column(
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ForeignKey("positions.id"), nullable=True, index=True
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)
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strategy_key: Mapped[str] = mapped_column(String(64), index=True)
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symbol: Mapped[str] = mapped_column(String(32))
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side: Mapped[OrderSide] = mapped_column(SAEnum(OrderSide))
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qty: Mapped[float] = mapped_column(Float)
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price: Mapped[float] = mapped_column(Float)
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fee: Mapped[float] = mapped_column(Float, default=0.0)
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reason: Mapped[str] = mapped_column(String(255), default="")
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created_at: Mapped[datetime] = mapped_column(
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DateTime(timezone=True), default=utcnow, index=True
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)
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position: Mapped[Position | None] = relationship(back_populates="orders")
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class EquitySnapshot(Base):
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__tablename__ = "equity_snapshots"
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id: Mapped[int] = mapped_column(Integer, primary_key=True)
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equity: Mapped[float] = mapped_column(Float)
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cash: Mapped[float] = mapped_column(Float)
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price: Mapped[float] = mapped_column(Float)
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created_at: Mapped[datetime] = mapped_column(
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DateTime(timezone=True), default=utcnow, index=True
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)
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class Event(Base):
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__tablename__ = "events"
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id: Mapped[int] = mapped_column(Integer, primary_key=True)
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level: Mapped[str] = mapped_column(String(16), default="info")
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message: Mapped[str] = mapped_column(String(512))
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strategy_key: Mapped[str | None] = mapped_column(String(64), nullable=True, index=True)
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created_at: Mapped[datetime] = mapped_column(
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DateTime(timezone=True), default=utcnow, index=True
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)
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