PostgreSQL persistence layer + seen_fills fix

New: strategies/persistence.py
  Tables: strategies_snap, trade_log, equity_history, fill_tracker
  Auto-creates on first use, batches inserts per tick

Fix: seen_fills loads from PG (not 2000 API fills)
  Before: every restart loaded all 2000 fills from API into
  seen_fills, blocking new fills with matching TIDs for ~20min
  After: only loads last 100 from API + full history from PG.
  New fills saved to PG immediately - survives restarts.

Live node integration:
  - write_metrics() → save_strategies() every tick
  - On fill → save_trade() to trade_log
  - On fill → TID saved to fill_tracker for cross-restart dedup
This commit is contained in:
ramseshk
2026-08-06 03:12:10 +00:00
parent 162c535c7c
commit 0b8943c926
2 changed files with 200 additions and 2 deletions
+27 -2
View File
@@ -45,6 +45,7 @@ trades_log: list[dict] = []
equity_history: list[dict] = []
strategy_equity: dict[str, list] = {}
seen_fills: set[int] = set()
_fill_persist_queue: set[int] = set() # New fills to save to PG
btc_prices: deque = deque(maxlen=60)
eth_prices: deque = deque(maxlen=60)
active_cloids: dict = {} # Track active order IDs per strategy
@@ -92,6 +93,14 @@ def get_orderbook(coin):
except: return 0,0,0
def write_metrics(addr):
try:
from strategies.persistence import save_strategies, save_fill_tids
save_strategies(STRATEGIES)
if _fill_persist_queue:
save_fill_tids(_fill_persist_queue)
_fill_persist_queue.clear()
except Exception:
pass
total_pnl = sum(s["pnl"] for s in STRATEGIES.values())
total_pnl_pct = (total_pnl/TOTAL_EQUITY)*100 if TOTAL_EQUITY>0 else 0
for s in STRATEGIES.values():
@@ -274,8 +283,19 @@ async def main():
log.info(f"Cleared {len(open_ords)} stale orders")
existing = get_fills(addr)
for f in existing: seen_fills.add(f.get("tid",0))
log.info(f"Tracking {len(seen_fills)} existing fills")
# Load seen_fills from PG persistence (not API — prevents blocking new fills)
try:
from strategies.persistence import load_fill_tracker
persisted = load_fill_tracker()
seen_fills.update(persisted)
if persisted:
log.info(f"Loaded {len(persisted)} fill TIDs from PG")
except Exception as e:
log.warning(f"PG persistence not available: {e}")
# Fallback: load recent fills from API
for f in existing[-500:]: # Only last 500 fills (not all 2000)
seen_fills.add(f.get("tid",0))
log.info(f"Tracking {len(seen_fills)} fills ({len(persisted) if 'persisted' in dir() else 0} from PG, {min(len(existing),500)} from API)")
for s in STRATEGIES.values(): s["status"]="running"
for name in STRATEGIES: strategy_equity[name]=[]
@@ -298,6 +318,7 @@ async def main():
tid=f.get("tid",0)
if tid in seen_fills: continue
seen_fills.add(tid)
_fill_persist_queue.add(tid) # Queue for PG persistence
side=f.get("side",""); sz=float(f.get("sz",0)); px=float(f.get("px",0))
closed_pnl=float(f.get("closedPnl",0)); fee=float(f.get("fee","0"))
@@ -316,6 +337,10 @@ async def main():
STRATEGIES[strat]["pnl_pct"]=STRATEGIES[strat]["pnl"]/STRATEGIES[strat]["allocation"]*100
strategy_equity[strat].append({"t":time.time(),"v":STRATEGIES[strat]["allocation"]+STRATEGIES[strat]["pnl"]})
trades_log.append({"time":datetime.now().strftime("%H:%M:%S"),"strategy":strat,"side":"BUY" if side=="B" else "SELL","size":sz,"price":px,"pnl":round(net,4),"fee":round(abs(fee),4)})
try:
from strategies.persistence import save_trade
save_trade(strat, side, sz, px, closed_pnl, float(fee), tid, reason or "")
except Exception: pass
new_fills+=1
# Signals every 5 ticks