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
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+27
-2
@@ -45,6 +45,7 @@ trades_log: list[dict] = []
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equity_history: list[dict] = []
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strategy_equity: dict[str, list] = {}
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seen_fills: set[int] = set()
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_fill_persist_queue: set[int] = set() # New fills to save to PG
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btc_prices: deque = deque(maxlen=60)
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eth_prices: deque = deque(maxlen=60)
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active_cloids: dict = {} # Track active order IDs per strategy
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@@ -92,6 +93,14 @@ def get_orderbook(coin):
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except: return 0,0,0
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def write_metrics(addr):
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try:
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from strategies.persistence import save_strategies, save_fill_tids
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save_strategies(STRATEGIES)
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if _fill_persist_queue:
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save_fill_tids(_fill_persist_queue)
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_fill_persist_queue.clear()
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except Exception:
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pass
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total_pnl = sum(s["pnl"] for s in STRATEGIES.values())
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total_pnl_pct = (total_pnl/TOTAL_EQUITY)*100 if TOTAL_EQUITY>0 else 0
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for s in STRATEGIES.values():
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@@ -274,8 +283,19 @@ async def main():
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log.info(f"Cleared {len(open_ords)} stale orders")
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existing = get_fills(addr)
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for f in existing: seen_fills.add(f.get("tid",0))
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log.info(f"Tracking {len(seen_fills)} existing fills")
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# Load seen_fills from PG persistence (not API — prevents blocking new fills)
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try:
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from strategies.persistence import load_fill_tracker
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persisted = load_fill_tracker()
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seen_fills.update(persisted)
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if persisted:
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log.info(f"Loaded {len(persisted)} fill TIDs from PG")
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except Exception as e:
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log.warning(f"PG persistence not available: {e}")
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# Fallback: load recent fills from API
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for f in existing[-500:]: # Only last 500 fills (not all 2000)
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seen_fills.add(f.get("tid",0))
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log.info(f"Tracking {len(seen_fills)} fills ({len(persisted) if 'persisted' in dir() else 0} from PG, {min(len(existing),500)} from API)")
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for s in STRATEGIES.values(): s["status"]="running"
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for name in STRATEGIES: strategy_equity[name]=[]
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@@ -298,6 +318,7 @@ async def main():
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tid=f.get("tid",0)
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if tid in seen_fills: continue
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seen_fills.add(tid)
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_fill_persist_queue.add(tid) # Queue for PG persistence
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side=f.get("side",""); sz=float(f.get("sz",0)); px=float(f.get("px",0))
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closed_pnl=float(f.get("closedPnl",0)); fee=float(f.get("fee","0"))
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@@ -316,6 +337,10 @@ async def main():
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STRATEGIES[strat]["pnl_pct"]=STRATEGIES[strat]["pnl"]/STRATEGIES[strat]["allocation"]*100
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strategy_equity[strat].append({"t":time.time(),"v":STRATEGIES[strat]["allocation"]+STRATEGIES[strat]["pnl"]})
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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)})
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try:
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from strategies.persistence import save_trade
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save_trade(strat, side, sz, px, closed_pnl, float(fee), tid, reason or "")
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except Exception: pass
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new_fills+=1
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# Signals every 5 ticks
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