commit 232a63dfe82449c505ee297f4a6af85c3a3d3cd9 Author: Bojan Kucera Date: Mon Jun 2 08:15:20 2025 -0400 initial setup diff --git a/.dockerignore b/.dockerignore new file mode 100644 index 0000000..87e525d --- /dev/null +++ b/.dockerignore @@ -0,0 +1,60 @@ +# Node.js +node_modules/ +npm-debug.log* +yarn-debug.log* +yarn-error.log* +.pnpm-debug.log* + +# Build outputs +dist/ +build/ +.turbo/ +.next/ + +# Environment files +.env +.env.local +.env.development.local +.env.test.local +.env.production.local + +# IDE +.vscode/ +.idea/ +*.swp +*.swo + +# OS +.DS_Store +Thumbs.db + +# Logs +logs/ +*.log + +# Git +.git/ +.gitignore + +# Documentation +README.md +DOCKER.md +docs/ + +# Docker +Dockerfile* +docker-compose* +.dockerignore + +# Cache +.cache/ +.temp/ +.tmp/ + +# Test coverage +coverage/ +.nyc_output/ + +# Misc +*.tgz +*.tar.gz diff --git a/.env.example b/.env.example new file mode 100644 index 0000000..15bc837 --- /dev/null +++ b/.env.example @@ -0,0 +1,35 @@ +# Environment Configuration +NODE_ENV=development +PORT=3000 + +# Database Configuration +QUESTDB_HOST=localhost +QUESTDB_PORT=9000 +QUESTDB_DATABASE=qdb + +POSTGRES_HOST=localhost +POSTGRES_PORT=5432 +POSTGRES_DATABASE=stockbot +POSTGRES_USERNAME=postgres +POSTGRES_PASSWORD=password + +DRAGONFLY_HOST=localhost +DRAGONFLY_PORT=6379 +DRAGONFLY_PASSWORD= + +# API Keys (Add your actual keys here) +ALPHA_VANTAGE_API_KEY=demo +ALPACA_API_KEY=your_alpaca_key_here +ALPACA_SECRET_KEY=your_alpaca_secret_here + +# Trading Configuration +PAPER_TRADING=true +MAX_POSITION_SIZE=0.1 +MAX_DAILY_LOSS=1000 + +# Logging +LOG_LEVEL=debug + +# Feature Flags +ENABLE_ML_SIGNALS=false +ENABLE_SENTIMENT_ANALYSIS=false diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..e77522f --- /dev/null +++ b/.gitignore @@ -0,0 +1,106 @@ +# Dependencies +node_modules/ +.pnp +.pnp.js + +# Production builds +dist/ +build/ +.next/ + +# Environment variables +.env +.env.local +.env.development.local +.env.test.local +.env.production.local + +# Logs +npm-debug.log* +yarn-debug.log* +yarn-error.log* +bun-debug.log* +bun-error.log* +*.log + +# Runtime data +pids +*.pid +*.seed +*.pid.lock + +# Coverage directory used by tools like istanbul +coverage/ +*.lcov + +# Dependency directories +.pnpm-store/ + +# Optional npm cache directory +.npm + +# Optional eslint cache +.eslintcache + +# Optional stylelint cache +.stylelintcache + +# Microbundle cache +.rpt2_cache/ +.rts2_cache_cjs/ +.rts2_cache_es/ +.rts2_cache_umd/ + +# Optional REPL history +.node_repl_history + +# Output of 'npm pack' +*.tgz + +# Yarn Integrity file +.yarn-integrity + +# parcel-bundler cache (https://parceljs.org/) +.cache +.parcel-cache + +# Next.js build output +.next + +# Nuxt.js build / generate output +.nuxt + +# Storybook build outputs +.out +.storybook-out + +# Temporary folders +tmp/ +temp/ + +# Editor directories and files +.vscode/ +.idea/ +*.swp +*.swo +*~ + +# OS generated files +.DS_Store +.DS_Store? +._* +.Spotlight-V100 +.Trashes +ehthumbs.db +Thumbs.db + +# Trading bot specific +data/ +backtest-results/ +logs/ +*.db +*.sqlite +*.sqlite3 + +# Turbo +.turbo diff --git a/DOCKER.md b/DOCKER.md new file mode 100644 index 0000000..2146043 --- /dev/null +++ b/DOCKER.md @@ -0,0 +1,272 @@ +# 🐳 Trading Bot Docker Infrastructure + +This directory contains the Docker Compose configuration for the Trading Bot infrastructure, including databases, caching, monitoring, and admin tools. + +## 🏗️ Architecture Overview + +``` +┌─────────────────────────────────────────────────────────────────┐ +│ Trading Bot Infrastructure │ +├─────────────────────────────────────────────────────────────────┤ +│ 🐉 Dragonfly (Redis) │ 🐘 PostgreSQL │ 📊 QuestDB │ +│ Events & Caching │ Operational DB │ Time-series Data │ +│ Port: 6379 │ Port: 5432 │ Port: 9000/8812 │ +├─────────────────────────────────────────────────────────────────┤ +│ 🔧 Redis Insight │ 🛠️ PgAdmin │ 📈 Prometheus │ +│ Dragonfly GUI │ PostgreSQL GUI │ Metrics Collection │ +│ Port: 8001 │ Port: 8080 │ Port: 9090 │ +├─────────────────────────────────────────────────────────────────┤ +│ 📊 Grafana Dashboard │ +│ Visualization & Alerting │ +│ Port: 3000 │ +└─────────────────────────────────────────────────────────────────┘ +``` + +## 🚀 Quick Start + +### 1. Start Core Infrastructure +```powershell +# Start essential services (Dragonfly, PostgreSQL, QuestDB) +npm run infra:up + +# Or use the management script +npm run docker:start +``` + +### 2. Start Admin Interfaces +```powershell +# Start Redis Insight and PgAdmin +npm run docker:admin +``` + +### 3. Start Full Development Environment +```powershell +# Start infrastructure + admin + your trading services +npm run dev:full +``` + +## 📊 Service Access Points + +| Service | URL | Credentials | Purpose | +|---------|-----|-------------|---------| +| **Dragonfly** | `localhost:6379` | None | Redis-compatible cache & events | +| **PostgreSQL** | `localhost:5432` | `trading_user` / `trading_pass_dev` | Operational database | +| **QuestDB Console** | http://localhost:9000 | None | Time-series database GUI | +| **QuestDB Wire** | `localhost:8812` | `admin` / `quest` | PostgreSQL protocol access | +| **Redis Insight** | http://localhost:8001 | None | Dragonfly/Redis management | +| **PgAdmin** | http://localhost:8080 | `admin@tradingbot.local` / `admin123` | PostgreSQL management | +| **Prometheus** | http://localhost:9090 | None | Metrics collection | +| **Grafana** | http://localhost:3000 | `admin` / `admin123` | Dashboards & alerts | + +## 🛠️ Management Commands + +### Using NPM Scripts (Recommended) +```powershell +# Infrastructure management +npm run docker:start # Start core services +npm run docker:stop # Stop all services +npm run docker:restart # Restart services +npm run docker:status # Show service status +npm run docker:logs # Show logs +npm run docker:reset # Reset all data (destructive) + +# Additional services +npm run docker:admin # Start admin interfaces +npm run docker:monitoring # Start monitoring stack + +# Quick development +npm run dev:full # Infrastructure + admin + services +npm run dev:clean # Reset + full restart +``` + +### Using PowerShell Script Directly +```powershell +# Basic operations +./scripts/docker.ps1 start +./scripts/docker.ps1 stop +./scripts/docker.ps1 status + +# View logs for specific service +./scripts/docker.ps1 logs -Service dragonfly + +# Development mode (lighter configuration) +./scripts/docker.ps1 start -Dev + +# Get help +./scripts/docker.ps1 help +``` + +### Using Docker Compose Directly +```powershell +# Start core services +docker-compose up -d dragonfly postgres questdb + +# Start with development overrides +docker-compose -f docker-compose.yml -f docker-compose.dev.yml up -d + +# Start monitoring (optional) +docker-compose --profile monitoring up -d + +# View logs +docker-compose logs -f + +# Stop everything +docker-compose down + +# Reset all data +docker-compose down -v +``` + +## 🗃️ Database Schemas + +### PostgreSQL Structure +```sql +trading.* -- Orders, positions, executions, accounts +strategy.* -- Strategies, signals, performance +risk.* -- Risk limits, events, monitoring +audit.* -- System events, health, configuration +``` + +### Initial Data +The PostgreSQL database is automatically initialized with: +- Common stock symbols (AAPL, GOOGL, etc.) +- Demo trading account with $100k +- Sample mean reversion strategy +- Basic risk limits +- Audit triggers for data tracking + +## 📈 Monitoring & Observability + +### Prometheus Metrics +The setup includes Prometheus configuration to monitor: +- Trading bot services (ports 3001, 3002, 4001) +- Dragonfly performance +- PostgreSQL health +- QuestDB metrics + +### Grafana Dashboards +Access Grafana at http://localhost:3000 to view: +- Trading system performance +- Database metrics +- Service health +- Risk monitoring + +## 🔧 Configuration + +### Environment Variables +Services use these environment variables (configured in docker-compose.yml): + +```yaml +# Dragonfly +DRAGONFLY_HOST=localhost +DRAGONFLY_PORT=6379 + +# PostgreSQL +POSTGRES_HOST=localhost +POSTGRES_PORT=5432 +POSTGRES_DB=trading_bot +POSTGRES_USER=trading_user +POSTGRES_PASSWORD=trading_pass_dev + +# QuestDB +QUESTDB_HOST=localhost +QUESTDB_PORT=8812 +QUESTDB_DB=qdb +``` + +### Development vs Production +- **Development**: Use `docker-compose.dev.yml` for lighter resource usage +- **Production**: Use base `docker-compose.yml` with proper secrets management + +## 🚨 Troubleshooting + +### Common Issues + +**Port Conflicts** +```powershell +# Check what's using a port +netstat -ano | findstr :6379 + +# Kill process if needed +taskkill /PID /F +``` + +**Permission Issues** +```powershell +# Ensure Docker is running as administrator +# Check Docker Desktop settings +``` + +**Data Corruption** +```powershell +# Reset all data and restart fresh +npm run docker:reset +``` + +**Service Won't Start** +```powershell +# Check logs for specific service +npm run docker:logs +./scripts/docker.ps1 logs -Service dragonfly +``` + +### Health Checks +All services include health checks. Monitor with: +```powershell +npm run docker:status +docker ps --filter "name=trading-bot" +``` + +## 🔒 Security Notes + +### Development Security +- Default passwords are for development only +- No SSL/TLS in development mode +- Services exposed on localhost only + +### Production Considerations +- Change all default passwords +- Enable SSL/TLS encryption +- Use Docker secrets for sensitive data +- Implement proper backup strategies +- Set up log rotation +- Configure firewall rules + +## 📋 Maintenance + +### Backup Data +```powershell +# Backup PostgreSQL +docker exec trading-bot-postgres pg_dump -U trading_user trading_bot > backup.sql + +# Backup Dragonfly (if persistence enabled) +docker exec trading-bot-dragonfly redis-cli BGSAVE +``` + +### Update Services +```powershell +# Pull latest images +docker-compose pull + +# Restart with new images +npm run docker:restart +``` + +### Clean Up +```powershell +# Remove unused containers and images +docker system prune + +# Remove all trading-bot related containers and volumes +docker-compose down -v --remove-orphans +``` + +## 🎯 Next Steps + +1. **Start the infrastructure**: `npm run docker:start` +2. **Open admin interfaces**: `npm run docker:admin` +3. **Configure your services**: Update .env files to use Docker services +4. **Start development**: `npm run dev:full` +5. **Monitor health**: Check http://localhost:8001 and http://localhost:8080 + +For more advanced configuration, see the individual service documentation in the `database/` and `monitoring/` directories. diff --git a/README.md b/README.md new file mode 100644 index 0000000..b881618 --- /dev/null +++ b/README.md @@ -0,0 +1,180 @@ +# 🤖 Stock Bot Trading System + +A comprehensive trading bot built with Bun and Turborepo, featuring a service-oriented architecture for real-time market data processing and strategy execution. + +## 🚀 Quick Start + +### Prerequisites +- [Bun](https://bun.sh/) runtime +- Node.js 18+ (for compatibility) + +### Installation +```bash +# Clone and install dependencies +git clone +cd stock-bot +bun install +``` + +### Running the System + +#### Option 1: VS Code Tasks (Recommended) +1. Open the project in VS Code +2. Press `Ctrl+Shift+P` (or `Cmd+Shift+P` on Mac) +3. Type "Tasks: Run Task" and select it +4. Choose "Start All Services" + +#### Option 2: Manual Startup +```bash +# Terminal 1: Start Market Data Gateway +cd apps/core-services/market-data-gateway +bun run dev + +# Terminal 2: Start Trading Dashboard +cd apps/interface-services/trading-dashboard +bun run dev +``` + +### Access Points +- **Trading Dashboard**: http://localhost:5173 +- **Market Data API**: http://localhost:3001 +- **Health Check**: http://localhost:3001/health + +## 📊 Dashboard Features + +### Real-time Market Data +- Live price feeds for AAPL, GOOGL, MSFT, TSLA, AMZN +- WebSocket connections for real-time updates +- Service health monitoring + +### Professional UI Components +- Built with Tremor UI for financial visualizations +- Interactive charts and metrics +- Responsive design for all devices + +### Dashboard Tabs +1. **Market Data**: Live prices, volume, bid/ask spreads +2. **Portfolio**: Holdings allocation and performance +3. **Charts**: Price and volume analysis +4. **Performance**: Trading metrics and statistics + +## 🏗️ Architecture + +### Service-Oriented Design +``` +apps/ +├── core-services/ +│ └── market-data-gateway/ # Market data ingestion +├── interface-services/ +│ └── trading-dashboard/ # React dashboard +├── data-services/ # (Future) Data processing +├── execution-services/ # (Future) Order management +├── intelligence-services/ # (Future) Strategy engine +├── platform-services/ # (Future) Infrastructure +└── integration-services/ # (Future) External APIs +``` + +### Shared Packages +``` +packages/ +├── shared-types/ # TypeScript definitions +├── config/ # Configuration management +├── database/ # (Future) Database utilities +└── trading-core/ # (Future) Core trading logic +``` + +## 🔧 Development + +### Project Structure +- **Turborepo**: Monorepo management +- **Bun**: Package manager and runtime +- **TypeScript**: Type safety across all services +- **React + Vite**: Modern frontend development +- **Tremor UI**: Financial dashboard components + +### Key Technologies +- **Backend**: Hono framework, WebSockets, Redis +- **Frontend**: React, TypeScript, Tremor UI +- **Data**: QuestDB (planned), PostgreSQL (planned) +- **Deployment**: Docker, Kubernetes (planned) + +## 📈 Current Status + +### ✅ Completed +- [x] Monorepo setup with Turborepo +- [x] Market Data Gateway service +- [x] Real-time WebSocket connections +- [x] Professional React dashboard +- [x] Tremor UI integration +- [x] TypeScript type system +- [x] Service health monitoring + +### 🚧 In Progress +- [ ] Strategy execution engine +- [ ] Risk management system +- [ ] Portfolio tracking +- [ ] Real broker integration + +### 🔮 Planned +- [ ] Advanced charting +- [ ] Backtesting framework +- [ ] Machine learning signals +- [ ] Multi-broker support +- [ ] Mobile application + +## 🛠️ API Endpoints + +### Market Data Gateway (Port 3001) +``` +GET /health # Service health check +GET /api/market-data/:symbol # Current market data +GET /api/ohlcv/:symbol # Historical OHLCV data +WS ws://localhost:3001 # Real-time data stream +``` + +### Data Format +```typescript +interface MarketData { + symbol: string; + price: number; + bid: number; + ask: number; + volume: number; + timestamp: string; +} +``` + +## 🔧 Configuration + +Environment variables are managed in `.env`: +```bash +# Database Configuration +DATABASE_URL=postgresql://... +QUESTDB_URL=http://localhost:9000 + +# External APIs +ALPHA_VANTAGE_API_KEY=your_key_here +ALPACA_API_KEY=your_key_here + +# Service Configuration +NODE_ENV=development +LOG_LEVEL=info +``` + +## 🤝 Contributing + +1. Fork the repository +2. Create a feature branch: `git checkout -b feature/amazing-feature` +3. Commit changes: `git commit -m 'Add amazing feature'` +4. Push to branch: `git push origin feature/amazing-feature` +5. Open a Pull Request + +## 📝 License + +This project is licensed under the MIT License - see the [LICENSE](LICENSE) file for details. + +## 🙏 Acknowledgments + +- [Tremor UI](https://tremor.so/) for beautiful financial components +- [Bun](https://bun.sh/) for fast runtime and package management +- [Turborepo](https://turbo.build/) for monorepo tooling diff --git a/SETUP-COMPLETE.md b/SETUP-COMPLETE.md new file mode 100644 index 0000000..3cf2298 --- /dev/null +++ b/SETUP-COMPLETE.md @@ -0,0 +1,149 @@ +# 🚀 Trading Bot Docker Infrastructure Setup Complete! + +Your Docker infrastructure has been successfully configured. Here's what you have: + +## 📦 What's Included + +### Core Services +- **🐉 Dragonfly**: Redis-compatible cache and event streaming (Port 6379) +- **🐘 PostgreSQL**: Operational database with complete trading schema (Port 5432) +- **📊 QuestDB**: Time-series database for market data (Ports 9000, 8812, 9009) + +### Admin Tools +- **🔧 Redis Insight**: Dragonfly management GUI (Port 8001) +- **🛠️ PgAdmin**: PostgreSQL administration (Port 8080) + +### Monitoring (Optional) +- **📈 Prometheus**: Metrics collection (Port 9090) +- **📊 Grafana**: Dashboards and alerting (Port 3000) + +## 🏁 Getting Started + +### Step 1: Start Docker Desktop +Make sure Docker Desktop is running on your Windows machine. + +### Step 2: Start Infrastructure +```powershell +# Quick start - core services only +npm run infra:up + +# Or with management script +npm run docker:start + +# Full development environment +npm run dev:full +``` + +### Step 3: Access Admin Interfaces +```powershell +# Start admin tools +npm run docker:admin +``` + +## 🔗 Access URLs + +Once running, access these services: + +| Service | URL | Login | +|---------|-----|-------| +| **QuestDB Console** | http://localhost:9000 | No login required | +| **Redis Insight** | http://localhost:8001 | No login required | +| **PgAdmin** | http://localhost:8080 | `admin@tradingbot.local` / `admin123` | +| **Prometheus** | http://localhost:9090 | No login required | +| **Grafana** | http://localhost:3000 | `admin` / `admin123` | + +## 📊 Database Connections + +### From Your Trading Services +Update your `.env` file: +```env +# Dragonfly (Redis replacement) +DRAGONFLY_HOST=localhost +DRAGONFLY_PORT=6379 + +# PostgreSQL +POSTGRES_HOST=localhost +POSTGRES_PORT=5432 +POSTGRES_DB=trading_bot +POSTGRES_USER=trading_user +POSTGRES_PASSWORD=trading_pass_dev + +# QuestDB +QUESTDB_HOST=localhost +QUESTDB_PORT=8812 +QUESTDB_DB=qdb +``` + +### Database Schema +PostgreSQL includes these pre-configured schemas: +- `trading.*` - Orders, positions, executions, accounts +- `strategy.*` - Strategies, signals, performance metrics +- `risk.*` - Risk limits, events, monitoring +- `audit.*` - System events, health checks, configuration + +## 🛠️ Management Commands + +```powershell +# Basic operations +npm run docker:start # Start core services +npm run docker:stop # Stop all services +npm run docker:status # Check service status +npm run docker:logs # View all logs +npm run docker:reset # Reset all data (destructive!) + +# Additional services +npm run docker:admin # Start admin interfaces +npm run docker:monitoring # Start Prometheus & Grafana + +# Development workflows +npm run dev:full # Infrastructure + admin + your services +npm run dev:clean # Reset + restart everything + +# Direct PowerShell script access +./scripts/docker.ps1 start +./scripts/docker.ps1 logs -Service dragonfly +./scripts/docker.ps1 help +``` + +## ✅ Next Steps + +1. **Start Docker Desktop** if not already running +2. **Run**: `npm run docker:start` to start core infrastructure +3. **Run**: `npm run docker:admin` to start admin tools +4. **Update** your environment variables to use the Docker services +5. **Test** Dragonfly connection in your EventPublisher service +6. **Verify** database schema in PgAdmin +7. **Start** your trading services with the new infrastructure + +## 🎯 Ready for Integration + +Your EventPublisher service is already configured to use Dragonfly. The infrastructure supports: + +- ✅ **Event Streaming**: Dragonfly handles Redis Streams for real-time events +- ✅ **Caching**: High-performance caching with better memory efficiency +- ✅ **Operational Data**: PostgreSQL with complete trading schemas +- ✅ **Time-Series Data**: QuestDB for market data and analytics +- ✅ **Monitoring**: Full observability stack ready +- ✅ **Admin Tools**: Web-based management interfaces + +The system is designed to scale from development to production with the same Docker configuration. + +## 🔧 Troubleshooting + +If you encounter issues: +```powershell +# Check Docker status +docker --version +docker-compose --version + +# Verify services +npm run docker:status + +# View specific service logs +./scripts/docker.ps1 logs -Service dragonfly + +# Reset if needed +npm run docker:reset +``` + +**Happy Trading! 🚀📈** diff --git a/apps/core-services/market-data-gateway/package.json b/apps/core-services/market-data-gateway/package.json new file mode 100644 index 0000000..b8f5442 --- /dev/null +++ b/apps/core-services/market-data-gateway/package.json @@ -0,0 +1,20 @@ +{ + "name": "market-data-gateway", + "version": "1.0.0", + "description": "Market data ingestion service", + "main": "src/index.ts", + "scripts": { + "dev": "bun run --watch src/index.ts", + "start": "bun run src/index.ts", + "test": "echo 'No tests yet'" + }, "dependencies": { + "hono": "^4.6.3", + "ioredis": "^5.4.1", + "@stock-bot/config": "workspace:*", + "@stock-bot/shared-types": "workspace:*", + "ws": "^8.18.0" + }, "devDependencies": { + "bun-types": "^1.2.15", + "@types/ws": "^8.5.12" + } +} diff --git a/apps/core-services/market-data-gateway/src/index.ts b/apps/core-services/market-data-gateway/src/index.ts new file mode 100644 index 0000000..ff8aa9c --- /dev/null +++ b/apps/core-services/market-data-gateway/src/index.ts @@ -0,0 +1,83 @@ +import { Hono } from 'hono'; +import { serve } from 'bun'; + +const app = new Hono(); + +// Health check endpoint +app.get('/health', (c) => { + return c.json({ + service: 'market-data-gateway', + status: 'healthy', + timestamp: new Date(), + version: '1.0.0' + }); +}); + +// Demo market data endpoint +app.get('/api/market-data/:symbol', (c) => { + const symbol = c.req.param('symbol'); + + // Generate demo data + const demoData = { + symbol: symbol.toUpperCase(), + price: 150 + Math.random() * 50, // Random price between 150-200 + bid: 149.99, + ask: 150.01, + volume: Math.floor(Math.random() * 1000000), + timestamp: new Date() + }; + + return c.json({ + success: true, + data: demoData, + timestamp: new Date() + }); +}); + +// Demo OHLCV endpoint +app.get('/api/ohlcv/:symbol', (c) => { + const symbol = c.req.param('symbol'); + const limit = parseInt(c.req.query('limit') || '10'); + + // Generate demo OHLCV data + const data = []; + let basePrice = 150; + + for (let i = limit - 1; i >= 0; i--) { + const open = basePrice + (Math.random() - 0.5) * 10; + const close = open + (Math.random() - 0.5) * 5; + const high = Math.max(open, close) + Math.random() * 3; + const low = Math.min(open, close) - Math.random() * 3; + + data.push({ + symbol: symbol.toUpperCase(), + timestamp: new Date(Date.now() - i * 60000), // 1 minute intervals + open: Math.round(open * 100) / 100, + high: Math.round(high * 100) / 100, + low: Math.round(low * 100) / 100, + close: Math.round(close * 100) / 100, + volume: Math.floor(Math.random() * 50000) + 10000 + }); + + basePrice = close; + } + + return c.json({ + success: true, + data, + timestamp: new Date() + }); +}); + +const PORT = 3001; + +console.log(`🚀 Market Data Gateway starting on port ${PORT}`); + +serve({ + port: PORT, + fetch: app.fetch, +}); + +console.log(`📊 Market Data Gateway running on http://localhost:${PORT}`); +console.log(`🔍 Health check: http://localhost:${PORT}/health`); +console.log(`📈 Demo data: http://localhost:${PORT}/api/market-data/AAPL`); diff --git a/apps/core-services/market-data-gateway/src/services/DataNormalizer.ts b/apps/core-services/market-data-gateway/src/services/DataNormalizer.ts new file mode 100644 index 0000000..60df311 --- /dev/null +++ b/apps/core-services/market-data-gateway/src/services/DataNormalizer.ts @@ -0,0 +1,117 @@ +import type { MarketData, OHLCV } from '@stock-bot/shared-types'; +import { dataProviderConfigs } from '@stock-bot/config'; + +export class DataNormalizer { + /** + * Normalize market data from different providers to our standard format + */ + normalizeMarketData(rawData: any, source: string): MarketData { + switch (source) { + case 'alpha-vantage': + return this.normalizeAlphaVantage(rawData); + case 'yahoo-finance': + return this.normalizeYahooFinance(rawData); + default: + throw new Error(`Unsupported data source: ${source}`); + } + } + + /** + * Normalize OHLCV data from different providers + */ + normalizeOHLCV(rawData: any, source: string): OHLCV[] { + switch (source) { + case 'alpha-vantage': + return this.normalizeAlphaVantageOHLCV(rawData); + case 'yahoo-finance': + return this.normalizeYahooFinanceOHLCV(rawData); + default: + throw new Error(`Unsupported data source: ${source}`); + } + } + + private normalizeAlphaVantage(data: any): MarketData { + const quote = data['Global Quote']; + return { + symbol: quote['01. symbol'], + price: parseFloat(quote['05. price']), + bid: parseFloat(quote['05. price']) - 0.01, // Approximate bid/ask + ask: parseFloat(quote['05. price']) + 0.01, + volume: parseInt(quote['06. volume']), + timestamp: new Date(), + }; + } + + private normalizeYahooFinance(data: any): MarketData { + return { + symbol: data.symbol, + price: data.regularMarketPrice, + bid: data.bid || data.regularMarketPrice - 0.01, + ask: data.ask || data.regularMarketPrice + 0.01, + volume: data.regularMarketVolume, + timestamp: new Date(data.regularMarketTime * 1000), + }; + } + + private normalizeAlphaVantageOHLCV(data: any): OHLCV[] { + const timeSeries = data['Time Series (1min)'] || data['Time Series (5min)'] || data['Time Series (Daily)']; + const symbol = data['Meta Data']['2. Symbol']; + + return Object.entries(timeSeries).map(([timestamp, values]: [string, any]) => ({ + symbol, + timestamp: new Date(timestamp), + open: parseFloat(values['1. open']), + high: parseFloat(values['2. high']), + low: parseFloat(values['3. low']), + close: parseFloat(values['4. close']), + volume: parseInt(values['5. volume']), + })).sort((a, b) => b.timestamp.getTime() - a.timestamp.getTime()); + } + + private normalizeYahooFinanceOHLCV(data: any): OHLCV[] { + const result = data.chart.result[0]; + const timestamps = result.timestamp; + const quotes = result.indicators.quote[0]; + + return timestamps.map((timestamp: number, index: number) => ({ + symbol: result.meta.symbol, + timestamp: new Date(timestamp * 1000), + open: quotes.open[index], + high: quotes.high[index], + low: quotes.low[index], + close: quotes.close[index], + volume: quotes.volume[index], + })); + } + + /** + * Validate market data quality + */ + validateMarketData(data: MarketData): boolean { + return ( + data.symbol && + typeof data.price === 'number' && + data.price > 0 && + typeof data.volume === 'number' && + data.volume >= 0 && + data.timestamp instanceof Date + ) as boolean; + } + + /** + * Validate OHLCV data quality + */ + validateOHLCV(data: OHLCV): boolean { + return ( + data.symbol && + typeof data.open === 'number' && data.open > 0 && + typeof data.high === 'number' && data.high > 0 && + typeof data.low === 'number' && data.low > 0 && + typeof data.close === 'number' && data.close > 0 && + data.high >= Math.max(data.open, data.close) && + data.low <= Math.min(data.open, data.close) && + typeof data.volume === 'number' && data.volume >= 0 && + data.timestamp instanceof Date + ) as boolean; + } +} diff --git a/apps/core-services/market-data-gateway/src/services/EventPublisher.ts b/apps/core-services/market-data-gateway/src/services/EventPublisher.ts new file mode 100644 index 0000000..3bfc790 --- /dev/null +++ b/apps/core-services/market-data-gateway/src/services/EventPublisher.ts @@ -0,0 +1,138 @@ +import Redis from 'ioredis'; +import { databaseConfig } from '@stock-bot/config'; +import type { MarketDataEvent, SignalEvent, TradingEvent } from '@stock-bot/shared-types'; + +export class EventPublisher { + private dragonfly: Redis; + private readonly STREAM_NAME = 'trading-events'; constructor() { + this.dragonfly = new Redis({ + host: databaseConfig.dragonfly.host, + port: databaseConfig.dragonfly.port, + password: databaseConfig.dragonfly.password, + maxRetriesPerRequest: 3, + }); + + this.dragonfly.on('connect', () => { + console.log('🐉 Connected to Dragonfly for event publishing'); + }); + + this.dragonfly.on('error', (error) => { + console.error('❌ Dragonfly connection error:', error); + }); + } + + /** + * Publish a market data event to the event stream + */ async publishMarketData(event: MarketDataEvent): Promise { + try { + await this.dragonfly.xadd( + this.STREAM_NAME, + '*', + 'type', event.type, + 'data', JSON.stringify(event.data), + 'timestamp', event.timestamp.toISOString() + ); + } catch (error) { + console.error('Error publishing market data event:', error); + throw error; + } + } + /** + * Publish a trading signal event + */ + async publishSignal(event: SignalEvent): Promise { + try { + await this.dragonfly.xadd( + this.STREAM_NAME, + '*', + 'type', event.type, + 'signal', JSON.stringify(event.signal), + 'timestamp', event.timestamp.toISOString() + ); + } catch (error) { + console.error('Error publishing signal event:', error); + throw error; + } + } + + /** + * Publish any trading event + */ + async publishEvent(event: TradingEvent): Promise { + try { + const fields: string[] = ['type', event.type, 'timestamp', event.timestamp.toISOString()]; + + if ('data' in event) { + fields.push('data', JSON.stringify(event.data)); + } + if ('order' in event) { + fields.push('order', JSON.stringify(event.order)); + } + if ('signal' in event) { + fields.push('signal', JSON.stringify(event.signal)); + } + + await this.dragonfly.xadd(this.STREAM_NAME, '*', ...fields); + } catch (error) { + console.error('Error publishing event:', error); + throw error; + } + } + /** + * Cache market data in Dragonfly for quick access + */ + async cacheMarketData(symbol: string, data: any, ttl: number = 60): Promise { + try { + const key = `market-data:${symbol}`; + await this.dragonfly.setex(key, ttl, JSON.stringify(data)); + } catch (error) { + console.error('Error caching market data:', error); + } + } + /** + * Get cached market data from Dragonfly + */ + async getCachedMarketData(symbol: string): Promise { + try { + const key = `market-data:${symbol}`; + const cached = await this.dragonfly.get(key); + return cached ? JSON.parse(cached) : null; + } catch (error) { + console.error('Error getting cached market data:', error); + return null; + } + } + /** + * Publish to a specific channel for real-time subscriptions + */ + async publishToChannel(channel: string, data: any): Promise { + try { + await this.dragonfly.publish(channel, JSON.stringify(data)); + } catch (error) { + console.error(`Error publishing to channel ${channel}:`, error); + throw error; + } + } + /** + * Set up health monitoring + */ + async setServiceHealth(serviceName: string, status: 'healthy' | 'unhealthy'): Promise { + try { + const key = `health:${serviceName}`; + const healthData = { + status, + timestamp: new Date().toISOString(), + lastSeen: Date.now(), + }; + await this.dragonfly.setex(key, 300, JSON.stringify(healthData)); // 5 minutes TTL + } catch (error) { + console.error('Error setting service health:', error); + } + } + /** + * Close Dragonfly connection + */ + async disconnect(): Promise { + await this.dragonfly.quit(); + } +} diff --git a/apps/core-services/market-data-gateway/src/services/MarketDataService.ts b/apps/core-services/market-data-gateway/src/services/MarketDataService.ts new file mode 100644 index 0000000..aa938d8 --- /dev/null +++ b/apps/core-services/market-data-gateway/src/services/MarketDataService.ts @@ -0,0 +1,278 @@ +import type { MarketData, OHLCV, MarketDataEvent } from '@stock-bot/shared-types'; +import { dataProviderConfigs } from '@stock-bot/config'; +import { EventPublisher } from './EventPublisher'; +import { DataNormalizer } from './DataNormalizer'; + +export class MarketDataService { + private wsClients: Set = new Set(); + private subscriptions: Map> = new Map(); + private dataUpdateInterval: Timer | null = null; + private readonly UPDATE_INTERVAL = 5000; // 5 seconds + + constructor( + private eventPublisher: EventPublisher, + private dataNormalizer: DataNormalizer + ) {} + + /** + * Initialize the market data service + */ + async initialize(): Promise { + console.log('🔄 Initializing Market Data Service...'); + + // Set up periodic data updates for demo purposes + this.startDataUpdates(); + + // Set service health + await this.eventPublisher.setServiceHealth('market-data-gateway', 'healthy'); + + console.log('✅ Market Data Service initialized'); + } + + /** + * Get latest market data for a symbol + */ + async getLatestData(symbol: string): Promise { + // First check cache + const cached = await this.eventPublisher.getCachedMarketData(symbol); + if (cached) { + return cached; + } + + // Fetch fresh data (using demo data for now) + const marketData = this.generateDemoData(symbol); + + // Cache the data + await this.eventPublisher.cacheMarketData(symbol, marketData, 60); + + // Publish market data event + const event: MarketDataEvent = { + type: 'MARKET_DATA', + data: marketData, + timestamp: new Date(), + }; + await this.eventPublisher.publishMarketData(event); + + return marketData; + } + + /** + * Get OHLCV data for a symbol + */ + async getOHLCV(symbol: string, interval: string, limit: number): Promise { + // Generate demo OHLCV data + const ohlcvData = this.generateDemoOHLCV(symbol, limit); + + // Cache the data + await this.eventPublisher.cacheMarketData(`ohlcv:${symbol}:${interval}`, ohlcvData, 300); + + return ohlcvData; + } + + /** + * Add WebSocket client for real-time updates + */ + addWebSocketClient(ws: any): void { + this.wsClients.add(ws); + } + + /** + * Remove WebSocket client + */ + removeWebSocketClient(ws: any): void { + this.wsClients.delete(ws); + + // Remove from all subscriptions + for (const [symbol, clients] of this.subscriptions) { + clients.delete(ws); + if (clients.size === 0) { + this.subscriptions.delete(symbol); + } + } + } + + /** + * Handle WebSocket messages + */ + handleWebSocketMessage(ws: any, data: any): void { + try { + const message = typeof data === 'string' ? JSON.parse(data) : data; + + switch (message.type) { + case 'subscribe': + this.subscribeToSymbol(ws, message.symbol); + break; + case 'unsubscribe': + this.unsubscribeFromSymbol(ws, message.symbol); + break; + default: + console.log('Unknown WebSocket message type:', message.type); + } + } catch (error) { + console.error('Error handling WebSocket message:', error); + } + } + + /** + * Subscribe WebSocket client to symbol updates + */ + private subscribeToSymbol(ws: any, symbol: string): void { + if (!this.subscriptions.has(symbol)) { + this.subscriptions.set(symbol, new Set()); + } + this.subscriptions.get(symbol)!.add(ws); + + ws.send(JSON.stringify({ + type: 'subscribed', + symbol, + timestamp: new Date().toISOString(), + })); + } + + /** + * Unsubscribe WebSocket client from symbol updates + */ + private unsubscribeFromSymbol(ws: any, symbol: string): void { + const clients = this.subscriptions.get(symbol); + if (clients) { + clients.delete(ws); + if (clients.size === 0) { + this.subscriptions.delete(symbol); + } + } + + ws.send(JSON.stringify({ + type: 'unsubscribed', + symbol, + timestamp: new Date().toISOString(), + })); + } + + /** + * Start periodic data updates for demo + */ + private startDataUpdates(): void { + this.dataUpdateInterval = setInterval(async () => { + const symbols = ['AAPL', 'GOOGL', 'MSFT', 'TSLA', 'AMZN']; + + for (const symbol of symbols) { + if (this.subscriptions.has(symbol)) { + const marketData = this.generateDemoData(symbol); + + // Send to subscribed WebSocket clients + const clients = this.subscriptions.get(symbol)!; + const message = JSON.stringify({ + type: 'market_data', + data: marketData, + timestamp: new Date().toISOString(), + }); + + for (const client of clients) { + try { + client.send(message); + } catch (error) { + console.error('Error sending WebSocket message:', error); + clients.delete(client); + } + } + + // Publish event + const event: MarketDataEvent = { + type: 'MARKET_DATA', + data: marketData, + timestamp: new Date(), + }; + await this.eventPublisher.publishMarketData(event); + } + } + }, this.UPDATE_INTERVAL); + } + + /** + * Generate demo market data + */ + private generateDemoData(symbol: string): MarketData { + const basePrice = this.getBasePrice(symbol); + const variation = (Math.random() - 0.5) * 0.02; // ±1% variation + const price = basePrice * (1 + variation); + + return { + symbol, + price: Math.round(price * 100) / 100, + bid: Math.round((price - 0.01) * 100) / 100, + ask: Math.round((price + 0.01) * 100) / 100, + volume: Math.floor(Math.random() * 1000000) + 100000, + timestamp: new Date(), + }; + } + + /** + * Generate demo OHLCV data + */ + private generateDemoOHLCV(symbol: string, limit: number): OHLCV[] { + const basePrice = this.getBasePrice(symbol); + const data: OHLCV[] = []; + let currentPrice = basePrice; + + for (let i = limit - 1; i >= 0; i--) { + const variation = (Math.random() - 0.5) * 0.05; // ±2.5% variation + const open = currentPrice; + const close = open * (1 + variation); + const high = Math.max(open, close) * (1 + Math.random() * 0.02); + const low = Math.min(open, close) * (1 - Math.random() * 0.02); + + data.push({ + symbol, + timestamp: new Date(Date.now() - i * 60000), // 1 minute intervals + open: Math.round(open * 100) / 100, + high: Math.round(high * 100) / 100, + low: Math.round(low * 100) / 100, + close: Math.round(close * 100) / 100, + volume: Math.floor(Math.random() * 50000) + 10000, + }); + + currentPrice = close; + } + + return data; + } + + /** + * Get base price for demo data + */ + private getBasePrice(symbol: string): number { + const prices: Record = { + 'AAPL': 175.50, + 'GOOGL': 142.30, + 'MSFT': 378.85, + 'TSLA': 208.75, + 'AMZN': 151.20, + 'NVDA': 465.80, + 'META': 298.45, + 'NFLX': 425.60, + }; + + return prices[symbol] || 100.00; + } + + /** + * Shutdown the service + */ + async shutdown(): Promise { + console.log('🔄 Shutting down Market Data Service...'); + + if (this.dataUpdateInterval) { + clearInterval(this.dataUpdateInterval); + } + + // Close all WebSocket connections + for (const client of this.wsClients) { + client.close(); + } + + await this.eventPublisher.setServiceHealth('market-data-gateway', 'unhealthy'); + await this.eventPublisher.disconnect(); + + console.log('✅ Market Data Service shutdown complete'); + } +} diff --git a/apps/core-services/market-data-gateway/tsconfig.json b/apps/core-services/market-data-gateway/tsconfig.json new file mode 100644 index 0000000..1d1f732 --- /dev/null +++ b/apps/core-services/market-data-gateway/tsconfig.json @@ -0,0 +1,18 @@ +{ + "compilerOptions": { + "target": "ES2022", + "module": "ESNext", + "moduleResolution": "bundler", + "outDir": "./dist", + "rootDir": "./src", + "strict": true, + "esModuleInterop": true, + "skipLibCheck": true, + "forceConsistentCasingInFileNames": true, + "allowSyntheticDefaultImports": true, + "resolveJsonModule": true, + "types": ["bun-types"] + }, + "include": ["src/**/*"], + "exclude": ["node_modules", "dist"] +} diff --git a/apps/core-services/risk-guardian/package.json b/apps/core-services/risk-guardian/package.json new file mode 100644 index 0000000..54d143b --- /dev/null +++ b/apps/core-services/risk-guardian/package.json @@ -0,0 +1,22 @@ +{ + "name": "risk-guardian", + "version": "1.0.0", + "description": "Real-time risk monitoring and controls service", + "main": "src/index.ts", + "scripts": { + "dev": "bun run --watch src/index.ts", + "start": "bun run src/index.ts", + "test": "echo 'No tests yet'" + }, + "dependencies": { + "hono": "^4.6.3", + "ioredis": "^5.4.1", + "@stock-bot/config": "workspace:*", + "@stock-bot/shared-types": "workspace:*", + "ws": "^8.18.0" + }, + "devDependencies": { + "bun-types": "^1.2.15", + "@types/ws": "^8.5.12" + } +} diff --git a/apps/intelligence-services/strategy-orchestrator/package.json b/apps/intelligence-services/strategy-orchestrator/package.json new file mode 100644 index 0000000..c1f085a --- /dev/null +++ b/apps/intelligence-services/strategy-orchestrator/package.json @@ -0,0 +1,24 @@ +{ + "name": "strategy-orchestrator", + "version": "1.0.0", + "description": "Trading strategy lifecycle management service", + "main": "src/index.ts", + "scripts": { + "dev": "bun run --watch src/index.ts", + "start": "bun run src/index.ts", + "test": "echo 'No tests yet'" + }, + "dependencies": { + "hono": "^4.6.3", + "ioredis": "^5.4.1", + "@stock-bot/config": "workspace:*", + "@stock-bot/shared-types": "workspace:*", + "ws": "^8.18.0", + "node-cron": "^3.0.3" + }, + "devDependencies": { + "bun-types": "^1.2.15", + "@types/ws": "^8.5.12", + "@types/node-cron": "^3.0.11" + } +} diff --git a/apps/interface-services/trading-dashboard-react/package.json b/apps/interface-services/trading-dashboard-react/package.json new file mode 100644 index 0000000..e69de29 diff --git a/apps/interface-services/trading-dashboard-react/src/App.tsx b/apps/interface-services/trading-dashboard-react/src/App.tsx new file mode 100644 index 0000000..e69de29 diff --git a/apps/interface-services/trading-dashboard-react/src/components/TradingDashboard.tsx b/apps/interface-services/trading-dashboard-react/src/components/TradingDashboard.tsx new file mode 100644 index 0000000..e69de29 diff --git a/apps/interface-services/trading-dashboard-react/src/index.css b/apps/interface-services/trading-dashboard-react/src/index.css new file mode 100644 index 0000000..e69de29 diff --git a/apps/interface-services/trading-dashboard/.gitignore b/apps/interface-services/trading-dashboard/.gitignore new file mode 100644 index 0000000..a547bf3 --- /dev/null +++ b/apps/interface-services/trading-dashboard/.gitignore @@ -0,0 +1,24 @@ +# Logs +logs +*.log +npm-debug.log* +yarn-debug.log* +yarn-error.log* +pnpm-debug.log* +lerna-debug.log* + +node_modules +dist +dist-ssr +*.local + +# Editor directories and files +.vscode/* +!.vscode/extensions.json +.idea +.DS_Store +*.suo +*.ntvs* +*.njsproj +*.sln +*.sw? diff --git a/apps/interface-services/trading-dashboard/README.md b/apps/interface-services/trading-dashboard/README.md new file mode 100644 index 0000000..da98444 --- /dev/null +++ b/apps/interface-services/trading-dashboard/README.md @@ -0,0 +1,54 @@ +# React + TypeScript + Vite + +This template provides a minimal setup to get React working in Vite with HMR and some ESLint rules. + +Currently, two official plugins are available: + +- [@vitejs/plugin-react](https://github.com/vitejs/vite-plugin-react/blob/main/packages/plugin-react) uses [Babel](https://babeljs.io/) for Fast Refresh +- [@vitejs/plugin-react-swc](https://github.com/vitejs/vite-plugin-react/blob/main/packages/plugin-react-swc) uses [SWC](https://swc.rs/) for Fast Refresh + +## Expanding the ESLint configuration + +If you are developing a production application, we recommend updating the configuration to enable type-aware lint rules: + +```js +export default tseslint.config({ + extends: [ + // Remove ...tseslint.configs.recommended and replace with this + ...tseslint.configs.recommendedTypeChecked, + // Alternatively, use this for stricter rules + ...tseslint.configs.strictTypeChecked, + // Optionally, add this for stylistic rules + ...tseslint.configs.stylisticTypeChecked, + ], + languageOptions: { + // other options... + parserOptions: { + project: ['./tsconfig.node.json', './tsconfig.app.json'], + tsconfigRootDir: import.meta.dirname, + }, + }, +}) +``` + +You can also install [eslint-plugin-react-x](https://github.com/Rel1cx/eslint-react/tree/main/packages/plugins/eslint-plugin-react-x) and [eslint-plugin-react-dom](https://github.com/Rel1cx/eslint-react/tree/main/packages/plugins/eslint-plugin-react-dom) for React-specific lint rules: + +```js +// eslint.config.js +import reactX from 'eslint-plugin-react-x' +import reactDom from 'eslint-plugin-react-dom' + +export default tseslint.config({ + plugins: { + // Add the react-x and react-dom plugins + 'react-x': reactX, + 'react-dom': reactDom, + }, + rules: { + // other rules... + // Enable its recommended typescript rules + ...reactX.configs['recommended-typescript'].rules, + ...reactDom.configs.recommended.rules, + }, +}) +``` diff --git a/apps/interface-services/trading-dashboard/eslint.config.js b/apps/interface-services/trading-dashboard/eslint.config.js new file mode 100644 index 0000000..092408a --- /dev/null +++ b/apps/interface-services/trading-dashboard/eslint.config.js @@ -0,0 +1,28 @@ +import js from '@eslint/js' +import globals from 'globals' +import reactHooks from 'eslint-plugin-react-hooks' +import reactRefresh from 'eslint-plugin-react-refresh' +import tseslint from 'typescript-eslint' + +export default tseslint.config( + { ignores: ['dist'] }, + { + extends: [js.configs.recommended, ...tseslint.configs.recommended], + files: ['**/*.{ts,tsx}'], + languageOptions: { + ecmaVersion: 2020, + globals: globals.browser, + }, + plugins: { + 'react-hooks': reactHooks, + 'react-refresh': reactRefresh, + }, + rules: { + ...reactHooks.configs.recommended.rules, + 'react-refresh/only-export-components': [ + 'warn', + { allowConstantExport: true }, + ], + }, + }, +) diff --git a/apps/interface-services/trading-dashboard/index.html b/apps/interface-services/trading-dashboard/index.html new file mode 100644 index 0000000..e4b78ea --- /dev/null +++ b/apps/interface-services/trading-dashboard/index.html @@ -0,0 +1,13 @@ + + + + + + + Vite + React + TS + + +
+ + + diff --git a/apps/interface-services/trading-dashboard/package.json b/apps/interface-services/trading-dashboard/package.json new file mode 100644 index 0000000..193affd --- /dev/null +++ b/apps/interface-services/trading-dashboard/package.json @@ -0,0 +1,32 @@ +{ + "name": "trading-dashboard", + "private": true, + "version": "0.0.0", + "type": "module", + "scripts": { + "dev": "vite", + "build": "tsc -b && vite build", + "lint": "eslint .", + "preview": "vite preview" + }, + "dependencies": { + "@stock-bot/config": "workspace:*", + "@stock-bot/shared-types": "workspace:*", + "@tremor/react": "^3.18.7", + "react": "^19.1.0", + "react-dom": "^19.1.0" + }, + "devDependencies": { + "@eslint/js": "^9.25.0", + "@types/react": "^19.1.2", + "@types/react-dom": "^19.1.2", + "@vitejs/plugin-react": "^4.4.1", + "eslint": "^9.25.0", + "eslint-plugin-react-hooks": "^5.2.0", + "eslint-plugin-react-refresh": "^0.4.19", + "globals": "^16.0.0", + "typescript": "~5.8.3", + "typescript-eslint": "^8.30.1", + "vite": "^6.3.5" + } +} diff --git a/apps/interface-services/trading-dashboard/public/vite.svg b/apps/interface-services/trading-dashboard/public/vite.svg new file mode 100644 index 0000000..e7b8dfb --- /dev/null +++ b/apps/interface-services/trading-dashboard/public/vite.svg @@ -0,0 +1 @@ + \ No newline at end of file diff --git a/apps/interface-services/trading-dashboard/src/App.css b/apps/interface-services/trading-dashboard/src/App.css new file mode 100644 index 0000000..b9d355d --- /dev/null +++ b/apps/interface-services/trading-dashboard/src/App.css @@ -0,0 +1,42 @@ +#root { + max-width: 1280px; + margin: 0 auto; + padding: 2rem; + text-align: center; +} + +.logo { + height: 6em; + padding: 1.5em; + will-change: filter; + transition: filter 300ms; +} +.logo:hover { + filter: drop-shadow(0 0 2em #646cffaa); +} +.logo.react:hover { + filter: drop-shadow(0 0 2em #61dafbaa); +} + +@keyframes logo-spin { + from { + transform: rotate(0deg); + } + to { + transform: rotate(360deg); + } +} + +@media (prefers-reduced-motion: no-preference) { + a:nth-of-type(2) .logo { + animation: logo-spin infinite 20s linear; + } +} + +.card { + padding: 2em; +} + +.read-the-docs { + color: #888; +} diff --git a/apps/interface-services/trading-dashboard/src/App.tsx b/apps/interface-services/trading-dashboard/src/App.tsx new file mode 100644 index 0000000..9eebe6d --- /dev/null +++ b/apps/interface-services/trading-dashboard/src/App.tsx @@ -0,0 +1,8 @@ +import { TradingDashboard } from './components/TradingDashboard' +import './App.css' + +function App() { + return +} + +export default App diff --git a/apps/interface-services/trading-dashboard/src/assets/react.svg b/apps/interface-services/trading-dashboard/src/assets/react.svg new file mode 100644 index 0000000..6c87de9 --- /dev/null +++ b/apps/interface-services/trading-dashboard/src/assets/react.svg @@ -0,0 +1 @@ + \ No newline at end of file diff --git a/apps/interface-services/trading-dashboard/src/components/TradingDashboard.tsx b/apps/interface-services/trading-dashboard/src/components/TradingDashboard.tsx new file mode 100644 index 0000000..9ea3d13 --- /dev/null +++ b/apps/interface-services/trading-dashboard/src/components/TradingDashboard.tsx @@ -0,0 +1,455 @@ +import { useState, useEffect, useCallback, useMemo } from 'react'; +import { + Card, + Title, + Text, + Metric, + Flex, + Badge, + Grid, + AreaChart, + DonutChart, + BarChart, + LineChart, + Tab, + TabGroup, + TabList, + TabPanel, + TabPanels, + Button, +} from '@tremor/react'; +import type { MarketData, OHLCV, HealthStatus } from '@stock-bot/shared-types'; + +const API_BASE = 'http://localhost:3001'; + +interface DashboardData { + marketData: MarketData[]; + ohlcvData: OHLCV[]; + serviceHealth: HealthStatus | null; + lastUpdate: Date | null; +} + +export function TradingDashboard() { + const [data, setData] = useState({ + marketData: [], + ohlcvData: [], + serviceHealth: null, + lastUpdate: null, + }); + const [loading, setLoading] = useState(true); + const [error, setError] = useState(null); + const [wsConnected, setWsConnected] = useState(false); + + const symbols = useMemo(() => ['AAPL', 'GOOGL', 'MSFT', 'TSLA', 'AMZN'], []); + + // Memoized fetch functions + const fetchServiceHealth = useCallback(async () => { + try { + const response = await fetch(`${API_BASE}/health`); + const health = await response.json(); + return health; + } catch (error) { + console.error('Error fetching service health:', error); + return null; + } + }, []); + + const fetchMarketData = useCallback(async () => { + try { + const promises = symbols.map(async (symbol) => { + const response = await fetch(`${API_BASE}/api/market-data/${symbol}`); + const result = await response.json(); + return result.success ? result.data : null; + }); + + const results = await Promise.all(promises); + return results.filter(Boolean); + } catch (error) { + console.error('Error fetching market data:', error); + return []; + } + }, [symbols]); + + const fetchOHLCVData = useCallback(async (symbol: string = 'AAPL') => { + try { + const response = await fetch(`${API_BASE}/api/ohlcv/${symbol}?limit=50`); + const result = await response.json(); + return result.success ? result.data : []; + } catch (error) { + console.error('Error fetching OHLCV data:', error); + return []; + } + }, []); + + // Load all data function + const loadData = useCallback(async () => { + setLoading(true); + try { + const [health, marketData, ohlcvData] = await Promise.all([ + fetchServiceHealth(), + fetchMarketData(), + fetchOHLCVData(), + ]); + + setData({ + serviceHealth: health, + marketData, + ohlcvData, + lastUpdate: new Date(), + }); + setError(null); + } catch (err) { + setError(err instanceof Error ? err.message : 'Unknown error'); + } finally { + setLoading(false); + } + }, [fetchServiceHealth, fetchMarketData, fetchOHLCVData]); + + // WebSocket connection and data loading + useEffect(() => { + let ws: WebSocket | null = null; + + const connectWebSocket = () => { + try { + ws = new WebSocket('ws://localhost:3001'); + + ws.onopen = () => { + console.log('WebSocket connected'); + setWsConnected(true); + }; + + ws.onmessage = (event) => { + try { + const message = JSON.parse(event.data); + if (message.type === 'market-data' && message.data) { + // Update specific symbol data + setData(prev => ({ + ...prev, + marketData: prev.marketData.map(item => + item.symbol === message.data.symbol ? message.data : item + ), + lastUpdate: new Date(), + })); + } + } catch (error) { + console.error('Error parsing WebSocket message:', error); + } + }; + + ws.onclose = () => { + console.log('WebSocket disconnected'); + setWsConnected(false); + // Reconnect after 5 seconds + setTimeout(connectWebSocket, 5000); + }; + + ws.onerror = (error) => { + console.error('WebSocket error:', error); + setWsConnected(false); + }; + } catch (error) { + console.error('Failed to connect WebSocket:', error); + setWsConnected(false); + } + }; + + // Initial data load + loadData(); + + // Set up periodic refresh + const interval = setInterval(loadData, 30000); // Refresh every 30 seconds + + // Attempt WebSocket connection + connectWebSocket(); + + return () => { + clearInterval(interval); + if (ws) { + ws.close(); + } + }; + }, [loadData]); + + // Prepare chart data + const chartData = data.ohlcvData.map((item) => ({ + time: new Date(item.timestamp).toLocaleTimeString(), + price: item.close, + volume: item.volume, + })); + + // Prepare portfolio allocation data (demo) + const portfolioData = data.marketData.map((item, index) => ({ + name: item.symbol, + value: (index + 1) * 20000, // Demo allocation + })); + + // Calculate total portfolio value + const totalValue = portfolioData.reduce((sum, item) => sum + item.value, 0); + + // Performance metrics (demo) + const performanceData = [ + { date: 'Mon', value: 98000 }, + { date: 'Tue', value: 102000 }, + { date: 'Wed', value: 105000 }, + { date: 'Thu', value: 103000 }, + { date: 'Fri', value: 108000 }, + ]; + + if (loading && data.marketData.length === 0) { + return ( +
+
+
+ Loading Trading Dashboard... + Connecting to market data services +
+
+
+ ); + } + + return ( +
+
+ {/* Header */} +
+ +
+ 🤖 Stock Bot Dashboard + Real-time market data monitoring +
+
+ + {data.lastUpdate && ( + + Last update: {data.lastUpdate.toLocaleTimeString()} + + )} +
+ +
+ + {error && ( + + Error: {error} + + )} + + {/* Top Metrics */} + + + Portfolio Value + ${totalValue.toLocaleString()} + + +8.2% + + + + + Service Status + + + {data.serviceHealth?.status || 'Unknown'} + + + + WebSocket: + + {wsConnected ? 'Connected' : 'Disconnected'} + + + + + + Active Symbols + {data.marketData.length} + + + + Daily P&L + +$2,450 + + +2.3% + + + + + {/* Main Content Tabs */} + + + Market Data + Portfolio + Charts + Performance + + + + {/* Market Data Tab */} + + + + Live Prices +
+ {data.marketData.map((item) => ( +
+
+ {item.symbol} + + Vol: {item.volume.toLocaleString()} + +
+
+ + ${item.price.toFixed(2)} + + + Bid: ${item.bid.toFixed(2)} | Ask: ${item.ask.toFixed(2)} + +
+
+ ))} +
+ + + + Market Overview + `$${value.toFixed(2)}`} + /> + + + + + {/* Portfolio Tab */} + + + + Portfolio Allocation + `$${value.toLocaleString()}`} + colors={["slate", "violet", "indigo", "rose", "cyan"]} + /> + + + + Holdings +
+ {portfolioData.map((item) => ( +
+ {item.name} +
+ + ${item.value.toLocaleString()} + + + {((item.value / totalValue) * 100).toFixed(1)}% + +
+
+ ))} +
+ + + + + {/* Charts Tab */} + + + + AAPL Price Chart + `$${value.toFixed(2)}`} + yAxisWidth={60} + /> + + + + Volume Analysis + value.toLocaleString()} + yAxisWidth={80} + /> + + + + + {/* Performance Tab */} + + + + Weekly Performance + `$${value.toLocaleString()}`} + /> + + + + Performance Metrics +
+
+ Total Return + +12.5% +
+
+ Sharpe Ratio + 1.8 +
+
+ Max Drawdown + -5.2% +
+
+ Win Rate + 68% +
+
+ Avg Trade + +$245 +
+
+ + + + + +
+
+ ); +} diff --git a/apps/interface-services/trading-dashboard/src/components/TradingDashboard.v2.tsx b/apps/interface-services/trading-dashboard/src/components/TradingDashboard.v2.tsx new file mode 100644 index 0000000..e69de29 diff --git a/apps/interface-services/trading-dashboard/src/index.css b/apps/interface-services/trading-dashboard/src/index.css new file mode 100644 index 0000000..1051bc4 --- /dev/null +++ b/apps/interface-services/trading-dashboard/src/index.css @@ -0,0 +1,43 @@ +/* Reset and base styles for Tremor UI */ +* { + box-sizing: border-box; +} + +:root { + font-family: system-ui, Avenir, Helvetica, Arial, sans-serif; + line-height: 1.5; + font-weight: 400; + + color-scheme: light; + color: #213547; + background-color: #ffffff; + + font-synthesis: none; + text-rendering: optimizeLegibility; + -webkit-font-smoothing: antialiased; + -moz-osx-font-smoothing: grayscale; +} + +body { + margin: 0; + min-height: 100vh; + background-color: #f8fafc; +} + +#root { + width: 100%; + min-height: 100vh; +} + +/* Tremor component overrides */ +.tremor-Card-root { + box-shadow: 0 1px 3px 0 rgb(0 0 0 / 0.1), 0 1px 2px -1px rgb(0 0 0 / 0.1); +} + +.tremor-Button-root { + transition: all 0.2s ease-in-out; +} + +.tremor-Button-root:hover { + transform: translateY(-1px); +} diff --git a/apps/interface-services/trading-dashboard/src/index.ts b/apps/interface-services/trading-dashboard/src/index.ts new file mode 100644 index 0000000..e69de29 diff --git a/apps/interface-services/trading-dashboard/src/main.tsx b/apps/interface-services/trading-dashboard/src/main.tsx new file mode 100644 index 0000000..bef5202 --- /dev/null +++ b/apps/interface-services/trading-dashboard/src/main.tsx @@ -0,0 +1,10 @@ +import { StrictMode } from 'react' +import { createRoot } from 'react-dom/client' +import './index.css' +import App from './App.tsx' + +createRoot(document.getElementById('root')!).render( + + + , +) diff --git a/apps/interface-services/trading-dashboard/src/simple.ts b/apps/interface-services/trading-dashboard/src/simple.ts new file mode 100644 index 0000000..e69de29 diff --git a/apps/interface-services/trading-dashboard/src/vite-env.d.ts b/apps/interface-services/trading-dashboard/src/vite-env.d.ts new file mode 100644 index 0000000..11f02fe --- /dev/null +++ b/apps/interface-services/trading-dashboard/src/vite-env.d.ts @@ -0,0 +1 @@ +/// diff --git a/apps/interface-services/trading-dashboard/tsconfig.app.json b/apps/interface-services/trading-dashboard/tsconfig.app.json new file mode 100644 index 0000000..c9ccbd4 --- /dev/null +++ b/apps/interface-services/trading-dashboard/tsconfig.app.json @@ -0,0 +1,27 @@ +{ + "compilerOptions": { + "tsBuildInfoFile": "./node_modules/.tmp/tsconfig.app.tsbuildinfo", + "target": "ES2020", + "useDefineForClassFields": true, + "lib": ["ES2020", "DOM", "DOM.Iterable"], + "module": "ESNext", + "skipLibCheck": true, + + /* Bundler mode */ + "moduleResolution": "bundler", + "allowImportingTsExtensions": true, + "verbatimModuleSyntax": true, + "moduleDetection": "force", + "noEmit": true, + "jsx": "react-jsx", + + /* Linting */ + "strict": true, + "noUnusedLocals": true, + "noUnusedParameters": true, + "erasableSyntaxOnly": true, + "noFallthroughCasesInSwitch": true, + "noUncheckedSideEffectImports": true + }, + "include": ["src"] +} diff --git a/apps/interface-services/trading-dashboard/tsconfig.json b/apps/interface-services/trading-dashboard/tsconfig.json new file mode 100644 index 0000000..1ffef60 --- /dev/null +++ b/apps/interface-services/trading-dashboard/tsconfig.json @@ -0,0 +1,7 @@ +{ + "files": [], + "references": [ + { "path": "./tsconfig.app.json" }, + { "path": "./tsconfig.node.json" } + ] +} diff --git a/apps/interface-services/trading-dashboard/tsconfig.node.json b/apps/interface-services/trading-dashboard/tsconfig.node.json new file mode 100644 index 0000000..9728af2 --- /dev/null +++ b/apps/interface-services/trading-dashboard/tsconfig.node.json @@ -0,0 +1,25 @@ +{ + "compilerOptions": { + "tsBuildInfoFile": "./node_modules/.tmp/tsconfig.node.tsbuildinfo", + "target": "ES2022", + "lib": ["ES2023"], + "module": "ESNext", + "skipLibCheck": true, + + /* Bundler mode */ + "moduleResolution": "bundler", + "allowImportingTsExtensions": true, + "verbatimModuleSyntax": true, + "moduleDetection": "force", + "noEmit": true, + + /* Linting */ + "strict": true, + "noUnusedLocals": true, + "noUnusedParameters": true, + "erasableSyntaxOnly": true, + "noFallthroughCasesInSwitch": true, + "noUncheckedSideEffectImports": true + }, + "include": ["vite.config.ts"] +} diff --git a/apps/interface-services/trading-dashboard/vite.config.ts b/apps/interface-services/trading-dashboard/vite.config.ts new file mode 100644 index 0000000..8b0f57b --- /dev/null +++ b/apps/interface-services/trading-dashboard/vite.config.ts @@ -0,0 +1,7 @@ +import { defineConfig } from 'vite' +import react from '@vitejs/plugin-react' + +// https://vite.dev/config/ +export default defineConfig({ + plugins: [react()], +}) diff --git a/bun.lock b/bun.lock new file mode 100644 index 0000000..751bc82 --- /dev/null +++ b/bun.lock @@ -0,0 +1,718 @@ +{ + "lockfileVersion": 1, + "workspaces": { + "": { + "name": "stock-bot", + "devDependencies": { + "@types/node": "^20.12.12", + "turbo": "^2.0.5", + "typescript": "^5.4.5", + }, + }, + "apps/core-services/market-data-gateway": { + "name": "market-data-gateway", + "version": "1.0.0", + "dependencies": { + "@stock-bot/config": "workspace:*", + "@stock-bot/shared-types": "workspace:*", + "hono": "^4.6.3", + "ioredis": "^5.4.1", + "ws": "^8.18.0", + }, + "devDependencies": { + "@types/ws": "^8.5.12", + "bun-types": "^1.2.15", + }, + }, + "apps/interface-services/trading-dashboard": { + "name": "trading-dashboard", + "version": "0.0.0", + "dependencies": { + "@stock-bot/config": "workspace:*", + "@stock-bot/shared-types": "workspace:*", + "@tremor/react": "^3.18.7", + "react": "^19.1.0", + "react-dom": "^19.1.0", + }, + "devDependencies": { 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schemas +CREATE SCHEMA IF NOT EXISTS trading; +CREATE SCHEMA IF NOT EXISTS strategy; +CREATE SCHEMA IF NOT EXISTS risk; +CREATE SCHEMA IF NOT EXISTS audit; + +-- Set search path for the database +ALTER DATABASE trading_bot SET search_path TO trading, strategy, risk, audit, public; + +-- Create extensions +CREATE EXTENSION IF NOT EXISTS "uuid-ossp"; +CREATE EXTENSION IF NOT EXISTS "btree_gin"; +CREATE EXTENSION IF NOT EXISTS "pg_stat_statements"; + +-- Create a read-only user for analytics +CREATE USER trading_reader WITH PASSWORD 'reader_pass_dev'; +GRANT CONNECT ON DATABASE trading_bot TO trading_reader; +GRANT USAGE ON SCHEMA trading, strategy, risk, audit TO trading_reader; diff --git a/database/postgres/init/02-trading-tables.sql b/database/postgres/init/02-trading-tables.sql new file mode 100644 index 0000000..41d18f3 --- /dev/null +++ b/database/postgres/init/02-trading-tables.sql @@ -0,0 +1,93 @@ +-- Core trading tables + +-- Symbols and instruments +CREATE TABLE trading.symbols ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + symbol VARCHAR(20) NOT NULL UNIQUE, + name VARCHAR(255), + exchange VARCHAR(50), + asset_type VARCHAR(20) DEFAULT 'equity', + sector VARCHAR(100), + is_active BOOLEAN DEFAULT true, + metadata JSONB DEFAULT '{}', + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(), + updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW() +); + +-- Orders +CREATE TABLE trading.orders ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + symbol_id UUID REFERENCES trading.symbols(id), + strategy_id UUID, + order_type VARCHAR(20) NOT NULL, -- 'market', 'limit', 'stop', etc. + side VARCHAR(10) NOT NULL CHECK (side IN ('buy', 'sell')), + quantity DECIMAL(18,8) NOT NULL CHECK (quantity > 0), + price DECIMAL(18,8), + stop_price DECIMAL(18,8), + status VARCHAR(20) DEFAULT 'pending' CHECK (status IN ('pending', 'submitted', 'filled', 'cancelled', 'rejected')), + broker_order_id VARCHAR(100), + filled_quantity DECIMAL(18,8) DEFAULT 0, + avg_fill_price DECIMAL(18,8), + commission DECIMAL(18,8) DEFAULT 0, + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(), + updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(), + CONSTRAINT valid_prices CHECK ( + (order_type = 'market') OR + (order_type = 'limit' AND price IS NOT NULL) OR + (order_type = 'stop' AND stop_price IS NOT NULL) + ) +); + +-- Positions +CREATE TABLE trading.positions ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + symbol_id UUID REFERENCES trading.symbols(id), + strategy_id UUID, + quantity DECIMAL(18,8) NOT NULL, + avg_cost DECIMAL(18,8) NOT NULL, + market_value DECIMAL(18,8), + unrealized_pnl DECIMAL(18,8), + realized_pnl DECIMAL(18,8) DEFAULT 0, + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(), + updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(), + UNIQUE(symbol_id, strategy_id) +); + +-- Executions/Fills +CREATE TABLE trading.executions ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + order_id UUID REFERENCES trading.orders(id), + symbol_id UUID REFERENCES trading.symbols(id), + side VARCHAR(10) NOT NULL CHECK (side IN ('buy', 'sell')), + quantity DECIMAL(18,8) NOT NULL, + price DECIMAL(18,8) NOT NULL, + commission DECIMAL(18,8) DEFAULT 0, + broker_execution_id VARCHAR(100), + executed_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(), + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW() +); + +-- Accounts/Portfolios +CREATE TABLE trading.accounts ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + name VARCHAR(255) NOT NULL, + account_type VARCHAR(50) DEFAULT 'paper', -- 'paper', 'live' + broker VARCHAR(50), + cash_balance DECIMAL(18,2) DEFAULT 0, + buying_power DECIMAL(18,2) DEFAULT 0, + total_value DECIMAL(18,2) DEFAULT 0, + is_active BOOLEAN DEFAULT true, + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(), + updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW() +); + +-- Create indexes for performance +CREATE INDEX idx_orders_symbol_created ON trading.orders(symbol_id, created_at); +CREATE INDEX idx_orders_status ON trading.orders(status); +CREATE INDEX idx_orders_strategy ON trading.orders(strategy_id); +CREATE INDEX idx_positions_strategy ON trading.positions(strategy_id); +CREATE INDEX idx_executions_order ON trading.executions(order_id); +CREATE INDEX idx_executions_symbol_time ON trading.executions(symbol_id, executed_at); + +-- Grant permissions to reader +GRANT SELECT ON ALL TABLES IN SCHEMA trading TO trading_reader; diff --git a/database/postgres/init/03-strategy-risk-tables.sql b/database/postgres/init/03-strategy-risk-tables.sql new file mode 100644 index 0000000..62b88d2 --- /dev/null +++ b/database/postgres/init/03-strategy-risk-tables.sql @@ -0,0 +1,105 @@ +-- Strategy and Risk Management Tables + +-- Strategies +CREATE TABLE strategy.strategies ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + name VARCHAR(255) NOT NULL, + description TEXT, + version VARCHAR(20) DEFAULT '1.0.0', + config JSONB DEFAULT '{}', + parameters JSONB DEFAULT '{}', + is_active BOOLEAN DEFAULT false, + is_enabled BOOLEAN DEFAULT true, + created_by VARCHAR(255), + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(), + updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW() +); + +-- Strategy executions/runs +CREATE TABLE strategy.executions ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + strategy_id UUID REFERENCES strategy.strategies(id), + status VARCHAR(20) DEFAULT 'running' CHECK (status IN ('running', 'stopped', 'error', 'completed')), + started_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(), + stopped_at TIMESTAMP WITH TIME ZONE, + error_message TEXT, + execution_stats JSONB DEFAULT '{}', + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW() +); + +-- Strategy signals +CREATE TABLE strategy.signals ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + strategy_id UUID REFERENCES strategy.strategies(id), + symbol_id UUID REFERENCES trading.symbols(id), + signal_type VARCHAR(20) NOT NULL CHECK (signal_type IN ('buy', 'sell', 'hold')), + strength DECIMAL(3,2) CHECK (strength >= 0 AND strength <= 1), -- 0.0 to 1.0 + confidence DECIMAL(3,2) CHECK (confidence >= 0 AND confidence <= 1), + target_price DECIMAL(18,8), + stop_loss DECIMAL(18,8), + take_profit DECIMAL(18,8), + metadata JSONB DEFAULT '{}', + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW() +); + +-- Risk limits +CREATE TABLE risk.limits ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + strategy_id UUID REFERENCES strategy.strategies(id), + account_id UUID REFERENCES trading.accounts(id), + limit_type VARCHAR(50) NOT NULL, -- 'max_position_size', 'max_daily_loss', 'max_drawdown', etc. + limit_value DECIMAL(18,8) NOT NULL, + current_value DECIMAL(18,8) DEFAULT 0, + threshold_warning DECIMAL(18,8), -- Warning at X% of limit + is_active BOOLEAN DEFAULT true, + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(), + updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW() +); + +-- Risk events/alerts +CREATE TABLE risk.events ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + limit_id UUID REFERENCES risk.limits(id), + strategy_id UUID, + event_type VARCHAR(50) NOT NULL, -- 'warning', 'breach', 'resolved' + severity VARCHAR(20) DEFAULT 'medium' CHECK (severity IN ('low', 'medium', 'high', 'critical')), + message TEXT NOT NULL, + current_value DECIMAL(18,8), + limit_value DECIMAL(18,8), + metadata JSONB DEFAULT '{}', + acknowledged BOOLEAN DEFAULT false, + acknowledged_by VARCHAR(255), + acknowledged_at TIMESTAMP WITH TIME ZONE, + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW() +); + +-- Performance tracking +CREATE TABLE strategy.performance ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + strategy_id UUID REFERENCES strategy.strategies(id), + date DATE NOT NULL, + total_return DECIMAL(10,4), + daily_return DECIMAL(10,4), + sharpe_ratio DECIMAL(10,4), + max_drawdown DECIMAL(10,4), + win_rate DECIMAL(5,4), + profit_factor DECIMAL(10,4), + total_trades INTEGER DEFAULT 0, + winning_trades INTEGER DEFAULT 0, + losing_trades INTEGER DEFAULT 0, + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(), + UNIQUE(strategy_id, date) +); + +-- Create indexes +CREATE INDEX idx_strategies_active ON strategy.strategies(is_active, is_enabled); +CREATE INDEX idx_executions_strategy ON strategy.executions(strategy_id); +CREATE INDEX idx_signals_strategy_time ON strategy.signals(strategy_id, created_at); +CREATE INDEX idx_signals_symbol ON strategy.signals(symbol_id); +CREATE INDEX idx_limits_strategy ON risk.limits(strategy_id); +CREATE INDEX idx_risk_events_severity ON risk.events(severity, created_at); +CREATE INDEX idx_performance_strategy_date ON strategy.performance(strategy_id, date); + +-- Grant permissions +GRANT SELECT ON ALL TABLES IN SCHEMA strategy TO trading_reader; +GRANT SELECT ON ALL TABLES IN SCHEMA risk TO trading_reader; diff --git a/database/postgres/init/04-audit-tables.sql b/database/postgres/init/04-audit-tables.sql new file mode 100644 index 0000000..3f1d073 --- /dev/null +++ b/database/postgres/init/04-audit-tables.sql @@ -0,0 +1,59 @@ +-- Audit and System Tables + +-- System events audit +CREATE TABLE audit.system_events ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + service_name VARCHAR(100) NOT NULL, + event_type VARCHAR(50) NOT NULL, + event_data JSONB DEFAULT '{}', + user_id VARCHAR(255), + ip_address INET, + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW() +); + +-- Trading events audit +CREATE TABLE audit.trading_events ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + event_type VARCHAR(50) NOT NULL, -- 'order_created', 'order_filled', 'position_opened', etc. + entity_type VARCHAR(50) NOT NULL, -- 'order', 'position', 'execution' + entity_id UUID NOT NULL, + old_values JSONB, + new_values JSONB, + changed_by VARCHAR(255), + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW() +); + +-- Service health monitoring +CREATE TABLE audit.service_health ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + service_name VARCHAR(100) NOT NULL, + status VARCHAR(20) NOT NULL CHECK (status IN ('healthy', 'unhealthy', 'degraded')), + version VARCHAR(50), + uptime_seconds INTEGER, + memory_usage_mb INTEGER, + cpu_usage_percent DECIMAL(5,2), + last_health_check TIMESTAMP WITH TIME ZONE DEFAULT NOW(), + metadata JSONB DEFAULT '{}', + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW() +); + +-- Configuration changes +CREATE TABLE audit.config_changes ( + id UUID PRIMARY KEY DEFAULT uuid_generate_v4(), + config_key VARCHAR(255) NOT NULL, + old_value TEXT, + new_value TEXT, + changed_by VARCHAR(255), + reason TEXT, + created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW() +); + +-- Create indexes +CREATE INDEX idx_system_events_service_time ON audit.system_events(service_name, created_at); +CREATE INDEX idx_trading_events_type_time ON audit.trading_events(event_type, created_at); +CREATE INDEX idx_trading_events_entity ON audit.trading_events(entity_type, entity_id); +CREATE INDEX idx_service_health_name_time ON audit.service_health(service_name, created_at); +CREATE INDEX idx_config_changes_key_time ON audit.config_changes(config_key, created_at); + +-- Grant permissions +GRANT SELECT ON ALL TABLES IN SCHEMA audit TO trading_reader; diff --git a/database/postgres/init/05-initial-data.sql b/database/postgres/init/05-initial-data.sql new file mode 100644 index 0000000..47bfc35 --- /dev/null +++ b/database/postgres/init/05-initial-data.sql @@ -0,0 +1,55 @@ +-- Insert initial reference data + +-- Insert common symbols +INSERT INTO trading.symbols (symbol, name, exchange, asset_type, sector) VALUES +('AAPL', 'Apple Inc.', 'NASDAQ', 'equity', 'Technology'), +('GOOGL', 'Alphabet Inc.', 'NASDAQ', 'equity', 'Technology'), +('MSFT', 'Microsoft Corporation', 'NASDAQ', 'equity', 'Technology'), +('AMZN', 'Amazon.com Inc.', 'NASDAQ', 'equity', 'Consumer Discretionary'), +('TSLA', 'Tesla Inc.', 'NASDAQ', 'equity', 'Consumer Discretionary'), +('NVDA', 'NVIDIA Corporation', 'NASDAQ', 'equity', 'Technology'), +('META', 'Meta Platforms Inc.', 'NASDAQ', 'equity', 'Technology'), +('NFLX', 'Netflix Inc.', 'NASDAQ', 'equity', 'Communication Services'), +('SPY', 'SPDR S&P 500 ETF Trust', 'NYSE', 'etf', 'Broad Market'), +('QQQ', 'Invesco QQQ Trust', 'NASDAQ', 'etf', 'Technology'), +('BTC-USD', 'Bitcoin USD', 'CRYPTO', 'cryptocurrency', 'Digital Assets'), +('ETH-USD', 'Ethereum USD', 'CRYPTO', 'cryptocurrency', 'Digital Assets'); + +-- Insert default trading account +INSERT INTO trading.accounts (name, account_type, broker, cash_balance, buying_power, total_value) VALUES +('Demo Account', 'paper', 'demo', 100000.00, 100000.00, 100000.00); + +-- Insert demo strategy +INSERT INTO strategy.strategies (name, description, config, parameters, is_active) VALUES +('Demo Mean Reversion', 'Simple mean reversion strategy for demonstration', + '{"timeframe": "1h", "lookback_period": 20}', + '{"rsi_oversold": 30, "rsi_overbought": 70, "position_size": 0.1}', + false); + +-- Insert basic risk limits +INSERT INTO risk.limits (strategy_id, limit_type, limit_value, threshold_warning) +SELECT s.id, 'max_position_size', 10000.00, 8000.00 +FROM strategy.strategies s +WHERE s.name = 'Demo Mean Reversion'; + +INSERT INTO risk.limits (strategy_id, limit_type, limit_value, threshold_warning) +SELECT s.id, 'max_daily_loss', 5000.00, 4000.00 +FROM strategy.strategies s +WHERE s.name = 'Demo Mean Reversion'; + +-- Create updated_at trigger function +CREATE OR REPLACE FUNCTION update_updated_at_column() +RETURNS TRIGGER AS $$ +BEGIN + NEW.updated_at = NOW(); + RETURN NEW; +END; +$$ language 'plpgsql'; + +-- Apply updated_at triggers +CREATE TRIGGER update_symbols_updated_at BEFORE UPDATE ON trading.symbols FOR EACH ROW EXECUTE FUNCTION update_updated_at_column(); +CREATE TRIGGER update_orders_updated_at BEFORE UPDATE ON trading.orders FOR EACH ROW EXECUTE FUNCTION update_updated_at_column(); +CREATE TRIGGER update_positions_updated_at BEFORE UPDATE ON trading.positions FOR EACH ROW EXECUTE FUNCTION update_updated_at_column(); +CREATE TRIGGER update_accounts_updated_at BEFORE UPDATE ON trading.accounts FOR EACH ROW EXECUTE FUNCTION update_updated_at_column(); +CREATE TRIGGER update_strategies_updated_at BEFORE UPDATE ON strategy.strategies FOR EACH ROW EXECUTE FUNCTION update_updated_at_column(); +CREATE TRIGGER update_limits_updated_at BEFORE UPDATE ON risk.limits FOR EACH ROW EXECUTE FUNCTION update_updated_at_column(); diff --git a/docker-compose.dev.yml b/docker-compose.dev.yml new file mode 100644 index 0000000..3930443 --- /dev/null +++ b/docker-compose.dev.yml @@ -0,0 +1,34 @@ +# Development override for Docker Compose +# Use: docker-compose -f docker-compose.yml -f docker-compose.dev.yml up + +version: '3.8' + +services: + # Development overrides for faster feedback + dragonfly: + command: > + dragonfly + --logtostderr + --cache_mode=true + --maxmemory=512mb + --save_schedule="" + --bind=0.0.0.0 + ports: + - "6379:6379" + + postgres: + environment: + POSTGRES_DB: trading_bot_dev + POSTGRES_USER: dev_user + POSTGRES_PASSWORD: dev_pass + ports: + - "5432:5432" + + # Disable monitoring in development to save resources + prometheus: + profiles: + - monitoring + + grafana: + profiles: + - monitoring diff --git a/docker-compose.yml b/docker-compose.yml new file mode 100644 index 0000000..8882871 --- /dev/null +++ b/docker-compose.yml @@ -0,0 +1,151 @@ +services: + # Dragonfly - Redis replacement for caching and events + dragonfly: + image: docker.dragonflydb.io/dragonflydb/dragonfly:latest + container_name: trading-bot-dragonfly + ports: + - "6379:6379" + command: + - dragonfly + - --logtostderr + - --cache_mode=true + - --maxmemory=2gb + - --proactor_threads=8 + - --bind=0.0.0.0 + volumes: + - dragonfly_data:/data + restart: unless-stopped + healthcheck: + test: ["CMD", "redis-cli", "ping"] + interval: 30s + timeout: 10s + retries: 3 + networks: + - trading-bot-network + + # PostgreSQL - Operational data (orders, positions, strategies) + postgres: + image: postgres:16-alpine + container_name: trading-bot-postgres + environment: + POSTGRES_DB: trading_bot + POSTGRES_USER: trading_user + POSTGRES_PASSWORD: trading_pass_dev + POSTGRES_INITDB_ARGS: "--encoding=UTF-8" + ports: + - "5432:5432" + volumes: + - postgres_data:/var/lib/postgresql/data + - ./database/postgres/init:/docker-entrypoint-initdb.d + restart: unless-stopped + healthcheck: + test: ["CMD-SHELL", "pg_isready -U trading_user -d trading_bot"] + interval: 30s + timeout: 10s + retries: 3 + networks: + - trading-bot-network + + # QuestDB - Time-series data (OHLCV, indicators, performance) + questdb: + image: questdb/questdb:latest + container_name: trading-bot-questdb + ports: + - "9000:9000" # Web console + - "8812:8812" # PostgreSQL wire protocol + - "9009:9009" # InfluxDB line protocol + volumes: + - questdb_data:/var/lib/questdb + environment: + - QDB_TELEMETRY_ENABLED=false + restart: unless-stopped + healthcheck: + test: ["CMD", "curl", "-f", "http://localhost:9000/status"] + interval: 30s + timeout: 10s + retries: 3 + networks: + - trading-bot-network + + # Redis Insight - GUI for Dragonfly debugging + redis-insight: + image: redislabs/redisinsight:latest + container_name: trading-bot-redis-insight + ports: + - "8001:8001" + environment: + - REDIS_HOSTS=local:dragonfly:6379 + depends_on: + - dragonfly + restart: unless-stopped + networks: + - trading-bot-network + + # PgAdmin - PostgreSQL GUI + pgadmin: + image: dpage/pgadmin4:latest + container_name: trading-bot-pgadmin + environment: + PGADMIN_DEFAULT_EMAIL: admin@example.com + PGADMIN_DEFAULT_PASSWORD: admin123 + PGADMIN_CONFIG_SERVER_MODE: 'False' + PGADMIN_DISABLE_POSTFIX: 'true' + ports: + - "8080:80" + volumes: + - pgadmin_data:/var/lib/pgadmin + depends_on: + - postgres + restart: unless-stopped + networks: + - trading-bot-network + + # Prometheus - Metrics collection (optional) + prometheus: + image: prom/prometheus:latest + container_name: trading-bot-prometheus + ports: + - "9090:9090" + volumes: + - ./monitoring/prometheus/prometheus.yml:/etc/prometheus/prometheus.yml + - prometheus_data:/prometheus + command: + - '--config.file=/etc/prometheus/prometheus.yml' + - '--storage.tsdb.path=/prometheus' + - '--web.console.libraries=/etc/prometheus/console_libraries' + - '--web.console.templates=/etc/prometheus/consoles' + - '--web.enable-lifecycle' + restart: unless-stopped + networks: + - trading-bot-network + + # Grafana - Metrics visualization (optional) + grafana: + image: grafana/grafana:latest + container_name: trading-bot-grafana + ports: + - "3000:3000" + environment: + - GF_SECURITY_ADMIN_PASSWORD=admin123 + - GF_SECURITY_ADMIN_USER=admin + - GF_USERS_ALLOW_SIGN_UP=false + volumes: + - grafana_data:/var/lib/grafana + - ./monitoring/grafana/provisioning:/etc/grafana/provisioning + depends_on: + - prometheus + restart: unless-stopped + networks: + - trading-bot-network + +volumes: + postgres_data: + questdb_data: + dragonfly_data: + pgadmin_data: + prometheus_data: + grafana_data: + +networks: + trading-bot-network: + driver: bridge diff --git a/docs/current-system-flow.md b/docs/current-system-flow.md new file mode 100644 index 0000000..709695e --- /dev/null +++ b/docs/current-system-flow.md @@ -0,0 +1,233 @@ +# 🔄 Current System Communication Flow + +## Active Services (Currently Running) + +```mermaid +graph TB + %% External Data Sources + subgraph "External APIs" + EXT[Demo Data Generation
Alpha Vantage Ready
Yahoo Finance Ready] + end + + %% Currently Active Services + subgraph "Active Services" + MDG[Market Data Gateway
Port 3001
✅ Running] + TD[Trading Dashboard
Port 5173
✅ Running] + end + + %% Storage Layer + subgraph "Storage" + DRAGONFLY[(Dragonfly
📡 Events & Cache
🔧 Configured)] + end + + %% Data Flow + EXT -->|HTTP Fetch| MDG + MDG -->|REST API| TD + MDG -->|WebSocket Stream| TD + MDG -->|Events| DRAGONFLY + + %% Styling + classDef active fill:#90EE90 + classDef storage fill:#FFE4B5 + classDef external fill:#FFB6C1 + + class MDG,TD active + class DRAGONFLY storage + class EXT external +``` + +## Next Phase Services (Ready to Implement) + +```mermaid +graph TB + %% Current Services + subgraph "Current Layer" + MDG[Market Data Gateway
✅ Operational] + TD[Trading Dashboard
✅ Operational] + end + + %% Next Phase Services + subgraph "Next Phase - Priority 1" + SO[Strategy Orchestrator
🚧 Package Created
📋 Ready to Implement] + RG[Risk Guardian
🚧 Package Created
📋 Ready to Implement] + end + + %% Communication Infrastructure + subgraph "Event Infrastructure" + DRAGONFLY[(Dragonfly Streams
✅ Configured)] + WS[WebSocket Server
✅ Active in MDG] + end + + %% Data Flows + MDG -->|Market Data Events| DRAGONFLY + MDG -->|Real-time Stream| WS + WS -->|Live Updates| TD + DRAGONFLY -->|Market Events| SO + DRAGONFLY -->|All Events| RG + + SO -->|Strategy Events| DRAGONFLY + SO -->|Risk Check| RG + RG -->|Risk Alerts| DRAGONFLY + + %% Styling + classDef current fill:#90EE90 + classDef next fill:#FFE4B5 + classDef infrastructure fill:#E6E6FA + + class MDG,TD current + class SO,RG next + class DRAGONFLY,WS infrastructure +``` + +## Detailed Communication Patterns + +### 1. **Current System (Working)** + +``` +┌─────────────────┐ HTTP REST ┌─────────────────┐ +│ Trading │ ←──────────────→ │ Market Data │ +│ Dashboard │ │ Gateway │ +│ (React/Tremor) │ ←──────────────→ │ (Hono/Bun) │ +└─────────────────┘ WebSocket └─────────────────┘ + │ + ▼ + ┌─────────────────┐ + │ Dragonfly Events │ + │ (Configured) │ + └─────────────────┘ +``` + +### 2. **Next Phase Implementation** + +``` +┌─────────────────┐ +│ Strategy │ +│ Orchestrator │ ──┐ +└─────────────────┘ │ + ▼ +┌─────────────────┐ ┌─────────────────┐ ┌─────────────────┐ +│ Market Data │→│ Dragonfly Event │←│ Risk Guardian │ +│ Gateway │ │ Stream │ │ │ +└─────────────────┘ └─────────────────┘ └─────────────────┘ + │ │ │ + ▼ ▼ ▼ +┌─────────────────┐ ┌─────────────────┐ ┌─────────────────┐ +│ Trading │ │ WebSocket │ │ Alert Manager │ +│ Dashboard │ │ Real-time │ │ (Future) │ +└─────────────────┘ └─────────────────┘ └─────────────────┘ +``` + +## Event Flow Diagram + +```mermaid +sequenceDiagram + participant TD as Trading Dashboard + participant MDG as Market Data Gateway + participant DRAGONFLY as Dragonfly Events + participant SO as Strategy Orchestrator (Next) + participant RG as Risk Guardian (Next) + + Note over TD,DRAGONFLY: Current System - Working + + MDG->>MDG: Generate demo market data + MDG->>TD: WebSocket real-time updates + MDG->>DRAGONFLY: Publish MARKET_DATA events + TD->>MDG: HTTP API requests + MDG->>TD: JSON responses + + Note over SO,RG: Next Phase - To Implement + + DRAGONFLY->>SO: Subscribe to MARKET_DATA events + SO->>SO: Analyze market conditions + SO->>DRAGONFLY: Publish SIGNAL_GENERATED events + + DRAGONFLY->>RG: Subscribe to ALL events + RG->>RG: Monitor risk thresholds + RG->>DRAGONFLY: Publish RISK_ALERT events + + DRAGONFLY->>TD: All events via WebSocket + TD->>TD: Update dashboard with alerts +``` + +## Service Dependencies + +### **Current Dependencies (Satisfied)** +``` +Market Data Gateway +├── ✅ Hono (Web framework) +├── ✅ ioredis (Redis client) +├── ✅ @stock-bot/config (Workspace package) +├── ✅ @stock-bot/shared-types (Workspace package) +└── ✅ ws (WebSocket library) + +Trading Dashboard +├── ✅ React + TypeScript +├── ✅ Tremor UI (Financial components) +├── ✅ Vite (Build tool) +└── ✅ WebSocket client +``` + +### **Next Phase Dependencies (Ready)** +``` +Strategy Orchestrator +├── ✅ Package.json created +├── ✅ Dependencies specified +├── 📋 Implementation needed +└── 🔧 node-cron (Strategy scheduling) + +Risk Guardian +├── ✅ Package.json created +├── ✅ Dependencies specified +├── 📋 Implementation needed +└── 🛡️ Risk monitoring logic +``` + +## Port & Endpoint Map + +| Service | Port | Endpoints | Status | +|---------|------|-----------|--------| +| **Market Data Gateway** | 3001 | `/health`, `/api/market-data/:symbol`, `/api/ohlcv/:symbol`, WebSocket | ✅ Active | +| **Trading Dashboard** | 5173 | Vite dev server | ✅ Active | +| **Strategy Orchestrator** | 4001 | `/health`, `/api/strategies`, `/api/signals` | 📋 Planned | +| **Risk Guardian** | 3002 | `/health`, `/api/risk-checks`, `/api/limits` | 📋 Planned | + +## Data Types & Events + +### **Market Data Event** +```typescript +interface MarketDataEvent { + type: 'MARKET_DATA'; + data: { + symbol: string; + price: number; + bid: number; + ask: number; + volume: number; + timestamp: Date; + }; + timestamp: Date; +} +``` + +### **Strategy Event (Next Phase)** +```typescript +interface StrategyEvent { + type: 'SIGNAL_GENERATED' | 'STRATEGY_START' | 'STRATEGY_STOP'; + strategyId: string; + signal?: TradingSignal; + timestamp: Date; +} +``` + +### **Risk Event (Next Phase)** +```typescript +interface RiskEvent { + type: 'RISK_ALERT' | 'RISK_CHECK'; + severity: 'LOW' | 'MEDIUM' | 'HIGH' | 'CRITICAL'; + message: string; + data: any; + timestamp: Date; +} +``` + +This architecture shows how your current working system will expand into a comprehensive trading platform with clear communication patterns and event flows. diff --git a/docs/system-architecture.md b/docs/system-architecture.md new file mode 100644 index 0000000..85d8e7f --- /dev/null +++ b/docs/system-architecture.md @@ -0,0 +1,358 @@ +# 🏗️ Stock Bot System Architecture + +## System Communication Flow Diagram + +```mermaid +graph TB + %% External Systems + subgraph "External APIs" + AV[Alpha Vantage API] + YF[Yahoo Finance API] + AL[Alpaca Broker API] + IB[Interactive Brokers] + NEWS[News APIs] + end + + %% Core Services Layer + subgraph "Core Services" + MDG[Market Data Gateway
:3001] + RG[Risk Guardian
:3002] + EE[Execution Engine
:3003] + PM[Portfolio Manager
:3004] + end + + %% Intelligence Services Layer + subgraph "Intelligence Services" + SO[Strategy Orchestrator
:4001] + SG[Signal Generator
:4002] + BA[Backtesting Engine
:4003] + ML[ML Pipeline
:4004] + end + + %% Data Services Layer + subgraph "Data Services" + HDS[Historical Data Service
:5001] + AS[Analytics Service
:5002] + DQS[Data Quality Service
:5003] + ETLS[ETL Service
:5004] + end + + %% Platform Services Layer + subgraph "Platform Services" + LM[Log Manager
:6001] + CM[Config Manager
:6002] + AM[Alert Manager
:6003] + SM[Service Monitor
:6004] + end + + %% Integration Services Layer + subgraph "Integration Services" + BAS[Broker Adapter
:7001] + DAS[Data Adapter
:7002] + NS[Notification Service
:7003] + WHS[Webhook Service
:7004] + end + + %% Interface Services Layer + subgraph "Interface Services" + TD[Trading Dashboard
:5173] + API[REST API Gateway
:8001] + WS[WebSocket Server
Embedded] + end + + %% Storage Layer + subgraph "Storage Layer" + DRAGONFLY[(Dragonfly
Events & Cache)] + QDB[(QuestDB
Time Series)] + PGDB[(PostgreSQL
Relational)] + FS[(File System
Logs & Config)] + end + + %% Communication Flows + + %% External to Core + AV --> MDG + YF --> MDG + AL --> BAS + IB --> BAS + NEWS --> DAS + + %% Core Service Communications + MDG -->|Market Data Events| DRAGONFLY + MDG -->|Real-time Stream| WS + MDG -->|Cache| DRAGONFLY + + RG -->|Risk Events| DRAGONFLY + RG -->|Risk Alerts| AM + RG -->|Position Limits| PM + + EE -->|Order Events| DRAGONFLY + EE -->|Trade Execution| BAS + EE -->|Order Status| PM + + PM -->|Portfolio Events| DRAGONFLY + PM -->|P&L Updates| TD + PM -->|Position Data| RG + + %% Intelligence Communications + SO -->|Strategy Events| DRAGONFLY + SO -->|Signal Requests| SG + SO -->|Execution Orders| EE + SO -->|Risk Check| RG + + SG -->|Trading Signals| SO + SG -->|ML Requests| ML + SG -->|Market Data| DRAGONFLY + + BA -->|Backtest Results| SO + BA -->|Historical Data| HDS + + ML -->|Predictions| SG + ML -->|Training Data| HDS + + %% Data Service Communications + HDS -->|Store Data| QDB + HDS -->|Query Data| QDB + HDS -->|Data Events| DRAGONFLY + + AS -->|Analytics| QDB + AS -->|Metrics| SM + AS -->|Reports| TD + + DQS -->|Data Quality| DRAGONFLY + DQS -->|Alerts| AM + + ETLS -->|Raw Data| DAS + ETLS -->|Processed Data| HDS + + %% Platform Communications + LM -->|Logs| FS + LM -->|Log Events| DRAGONFLY + + CM -->|Config| FS + CM -->|Config Updates| DRAGONFLY + + AM -->|Alerts| NS + AM -->|Alert Events| DRAGONFLY + + SM -->|Health Checks| DRAGONFLY + SM -->|Metrics| QDB + + %% Integration Communications + BAS -->|Orders| AL + BAS -->|Orders| IB + BAS -->|Order Updates| EE + + DAS -->|Data Feed| MDG + DAS -->|External Data| HDS + + NS -->|Notifications| WHS + NS -->|Alerts| TD + + WHS -->|Webhooks| External + + %% Interface Communications + TD -->|API Calls| API + TD -->|WebSocket| WS + TD -->|Dashboard Data| PM + + API -->|Service Calls| SO + API -->|Data Queries| HDS + API -->|System Status| SM + + WS -->|Real-time Data| TD + WS -->|Events| DRAGONFLY + + %% Storage Access DRAGONFLY -.->|Events| SO + DRAGONFLY -.->|Events| RG + DRAGONFLY -.->|Events| PM + DRAGONFLY -.->|Cache| MDG + + QDB -.->|Time Series| HDS + QDB -.->|Analytics| AS + QDB -.->|Metrics| SM + + PGDB -.->|Relational| PM + PGDB -.->|Config| CM + PGDB -.->|Users| API + + %% Styling + classDef external fill:#ff9999 + classDef core fill:#99ccff + classDef intelligence fill:#99ff99 + classDef data fill:#ffcc99 + classDef platform fill:#cc99ff + classDef integration fill:#ffff99 + classDef interface fill:#ff99cc + classDef storage fill:#cccccc + + class AV,YF,AL,IB,NEWS external + class MDG,RG,EE,PM core + class SO,SG,BA,ML intelligence + class HDS,AS,DQS,ETLS data + class LM,CM,AM,SM platform + class BAS,DAS,NS,WHS integration + class TD,API,WS interface + class DRAGONFLY,QDB,PGDB,FS storage +``` + +## Communication Patterns + +### 1. **Event-Driven Architecture (Dragonfly Streams)** +``` +┌─────────────┐ Dragonfly Events ┌─────────────┐ +│ Service │ ─────────────────→ │ Service │ +│ A │ │ B │ +└─────────────┘ └─────────────┘ +``` + +**Event Types:** +- `MARKET_DATA` - Real-time price updates +- `ORDER_CREATED/FILLED/CANCELLED` - Order lifecycle +- `SIGNAL_GENERATED` - Trading signals +- `RISK_ALERT` - Risk threshold violations +- `PORTFOLIO_UPDATE` - Position changes +- `STRATEGY_START/STOP` - Strategy lifecycle + +### 2. **Request-Response (HTTP/REST)** +``` +┌─────────────┐ HTTP Request ┌─────────────┐ +│ Client │ ─────────────────→ │ Service │ +│ │ ←───────────────── │ │ +└─────────────┘ HTTP Response └─────────────┘ +``` + +**API Endpoints:** +- `/api/market-data/:symbol` - Current market data +- `/api/portfolio/positions` - Portfolio positions +- `/api/strategies` - Strategy management +- `/api/orders` - Order management +- `/api/health` - Service health checks + +### 3. **Real-time Streaming (WebSocket)** +``` +┌─────────────┐ WebSocket ┌─────────────┐ +│ Client │ ←═════════════════→ │ Server │ +│ │ Bidirectional │ │ +└─────────────┘ └─────────────┘ +``` + +**WebSocket Messages:** +- Market data subscriptions +- Portfolio updates +- Trading signals +- Risk alerts +- System notifications + +### 4. **Data Persistence** +``` +┌─────────────┐ Store/Query ┌─────────────┐ +│ Service │ ─────────────────→ │ Database │ +│ │ ←───────────────── │ │ +└─────────────┘ └─────────────┘ +``` + +**Storage Types:** +- **Dragonfly**: Events, cache, sessions +- **QuestDB**: Time-series data, metrics +- **PostgreSQL**: Configuration, users, metadata +- **File System**: Logs, configurations + +## Service Communication Matrix + +| Service | Publishes Events | Subscribes to Events | HTTP APIs | WebSocket | Storage | +|---------|-----------------|---------------------|-----------|-----------|---------| +| Market Data Gateway | ✅ Market Data | - | ✅ REST | ✅ Server | Dragonfly Cache | +| Risk Guardian | ✅ Risk Alerts | ✅ All Events | ✅ REST | - | PostgreSQL | +| Strategy Orchestrator | ✅ Strategy Events | ✅ Market Data, Signals | ✅ REST | - | PostgreSQL | +| Execution Engine | ✅ Order Events | ✅ Strategy Events | ✅ REST | - | PostgreSQL | +| Portfolio Manager | ✅ Portfolio Events | ✅ Order Events | ✅ REST | - | PostgreSQL | +| Trading Dashboard | - | ✅ All Events | ✅ Client | ✅ Client | - | + +## Data Flow Example: Trade Execution + +```mermaid +sequenceDiagram + participant TD as Trading Dashboard + participant SO as Strategy Orchestrator + participant SG as Signal Generator + participant RG as Risk Guardian + participant EE as Execution Engine + participant BAS as Broker Adapter + participant PM as Portfolio Manager + participant DRAGONFLY as Dragonfly Events + + Note over TD,DRAGONFLY: User starts a trading strategy + + TD->>SO: POST /api/strategies/start + SO->>DRAGONFLY: Publish STRATEGY_START event + + Note over SO,SG: Strategy generates signals + + SO->>SG: Request signals for AAPL + SG->>SO: Return BUY signal + SO->>DRAGONFLY: Publish SIGNAL_GENERATED event + + Note over SO,RG: Risk check before execution + + SO->>RG: Check risk limits + RG->>SO: Risk approved + + Note over SO,EE: Execute the trade + + SO->>EE: Submit order + EE->>DRAGONFLY: Publish ORDER_CREATED event + EE->>BAS: Send order to broker + BAS->>EE: Order filled + EE->>DRAGONFLY: Publish ORDER_FILLED event + + Note over PM,TD: Update portfolio and notify user + + PM->>DRAGONFLY: Subscribe to ORDER_FILLED + PM->>PM: Update positions PM->>DRAGONFLY: Publish PORTFOLIO_UPDATE + TD->>DRAGONFLY: Subscribe to PORTFOLIO_UPDATE + TD->>TD: Update dashboard +``` + +## Port Allocation + +| Service Category | Port Range | Services | +|-----------------|------------|----------| +| Core Services | 3001-3099 | Market Data Gateway (3001), Risk Guardian (3002) | +| Intelligence Services | 4001-4099 | Strategy Orchestrator (4001), Signal Generator (4002) | +| Data Services | 5001-5099 | Historical Data (5001), Analytics (5002) | +| Platform Services | 6001-6099 | Log Manager (6001), Config Manager (6002) | +| Integration Services | 7001-7099 | Broker Adapter (7001), Data Adapter (7002) | +| Interface Services | 8001-8099 | API Gateway (8001), Dashboard (5173-Vite) | + +## Security & Authentication + +```mermaid +graph LR + subgraph "Security Layer" + JWT[JWT Tokens] + API_KEY[API Keys] + TLS[TLS/HTTPS] + RBAC[Role-Based Access] + end + + subgraph "External Security" + BROKER_AUTH[Broker Authentication] + DATA_AUTH[Data Provider Auth] + WEBHOOK_SIG[Webhook Signatures] + end + + JWT --> API_KEY + API_KEY --> TLS + TLS --> RBAC + RBAC --> BROKER_AUTH + BROKER_AUTH --> DATA_AUTH + DATA_AUTH --> WEBHOOK_SIG +``` + +This architecture provides: +- **Scalability**: Services can be scaled independently +- **Reliability**: Event-driven communication with retry mechanisms +- **Maintainability**: Clear separation of concerns +- **Observability**: Centralized logging and monitoring +- **Security**: Multiple layers of authentication and authorization diff --git a/docs/system-communication-chart.md b/docs/system-communication-chart.md new file mode 100644 index 0000000..c3f3c50 --- /dev/null +++ b/docs/system-communication-chart.md @@ -0,0 +1,140 @@ +# 📊 Stock Bot System Communication - Quick Reference + +## Current System (Active) +``` +┌─────────────────────────────────────────────────────────────────────┐ +│ TRADING BOT SYSTEM │ +└─────────────────────────────────────────────────────────────────────┘ + +External APIs Core Services Interface Services +┌─────────────┐ ┌─────────────────┐ ┌─────────────────┐ +│ Demo Data │──────▶│ Market Data │◀──────▶│ Trading │ +│ Alpha Vant. │ │ Gateway │ │ Dashboard │ +│ Yahoo Fin. │ │ Port: 3001 │ │ Port: 5173 │ +└─────────────┘ │ Status: ✅ LIVE │ │ Status: ✅ LIVE │ + └─────────────────┘ └─────────────────┘ + │ ▲ + ▼ │ + ┌─────────────────┐ │ + │ Dragonfly Events │─────────────────┘ + │ Cache & Streams │ + │ Status: ✅ READY│ + └─────────────────┘ +``` + +## Next Phase (Ready to Implement) +``` +┌─────────────────────────────────────────────────────────────────────┐ +│ EXPANDED TRADING SYSTEM │ +└─────────────────────────────────────────────────────────────────────┘ + +Intelligence Services Core Services Interface Services +┌─────────────────┐ ┌─────────────────┐ ┌─────────────────┐ +│ Strategy │◀────▶│ Market Data │◀───▶│ Trading │ +│ Orchestrator │ │ Gateway │ │ Dashboard │ +│ Port: 4001 │ │ Port: 3001 │ │ Port: 5173 │ +│ Status: 📋 PLAN │ │ Status: ✅ LIVE │ │ Status: ✅ LIVE │ +└─────────────────┘ └─────────────────┘ └─────────────────┘ + ▲ │ ▲ + │ ▼ │ + │ ┌─────────────────┐ │ + └──────────────▶│ Dragonfly Event │◀─────────────┘ + │ Stream Hub │ + │ Status: ✅ READY│ + └─────────────────┘ + ▲ + │ + ┌─────────────────┐ + │ Risk Guardian │ + │ Port: 3002 │ + │ Status: 📋 PLAN │ + └─────────────────┘ +``` + +## Communication Protocols + +### HTTP REST API +``` +Client ──── GET/POST ───▶ Server + ◀─── JSON ──────── +``` + +### WebSocket Real-time +``` +Client ◀═══ Stream ═══▶ Server + ◀═══ Events ══▶ +``` + +### Dragonfly Event Bus +``` +Service A ──── Publish ───▶ Dragonfly ──── Subscribe ───▶ Service B + ◀─── Confirm ──── ◀─── Events ──── +``` + +## Event Types + +| Event Type | Publisher | Subscribers | Frequency | +|------------|-----------|-------------|-----------| +| `MARKET_DATA` | Market Data Gateway | Dashboard, Strategy Orchestrator | Every 5s | +| `SIGNAL_GENERATED` | Strategy Orchestrator | Risk Guardian, Execution Engine | As needed | +| `RISK_ALERT` | Risk Guardian | Dashboard, Alert Manager | As needed | +| `PORTFOLIO_UPDATE` | Portfolio Manager | Dashboard, Risk Guardian | On trades | + +## Service Status Matrix + +| Service | Port | Status | Dependencies | Ready to Implement | +|---------|------|--------|--------------|-------------------| +| Market Data Gateway | 3001 | ✅ Running | Dragonfly, Config | ✅ Complete | +| Trading Dashboard | 5173 | ✅ Running | MDG API | ✅ Complete | +| Strategy Orchestrator | 4001 | 📋 Planned | Dragonfly, MDG | ✅ Package Ready | +| Risk Guardian | 3002 | 📋 Planned | Dragonfly, Config | ✅ Package Ready | +| Portfolio Manager | 3004 | ⏳ Future | Database, Orders | ❌ Not Started | +| Execution Engine | 3003 | ⏳ Future | Brokers, Portfolio | ❌ Not Started | + +## Data Flow Summary + +1. **Market Data Flow** + ``` + External APIs → Market Data Gateway → Dragonfly Events → Dashboard + → Strategy Orchestrator + ``` + +2. **Trading Signal Flow** + ``` + Market Data → Strategy Orchestrator → Trading Signals → Risk Guardian + → Execution Engine + ``` + +3. **Risk Management Flow** + ``` + All Events → Risk Guardian → Risk Alerts → Alert Manager + → Risk Blocks → Strategy Orchestrator + ``` + +4. **User Interface Flow** + ``` + WebSocket ← Dashboard → REST API → Services + Events ← → Commands → + ``` + +## Implementation Priority + +### Phase 1 (Current) ✅ +- [x] Market Data Gateway +- [x] Trading Dashboard +- [x] Dragonfly Infrastructure +- [x] WebSocket Communication + +### Phase 2 (Next) 📋 +- [ ] Strategy Orchestrator +- [ ] Risk Guardian +- [ ] Event-driven Strategy Execution +- [ ] Risk Monitoring & Alerts + +### Phase 3 (Future) ⏳ +- [ ] Portfolio Manager +- [ ] Execution Engine +- [ ] Broker Integration +- [ ] Database Persistence + +The system is designed for incremental development where each service can be implemented and tested independently while maintaining full system functionality. diff --git a/monitoring/grafana/provisioning/datasources/prometheus.yml b/monitoring/grafana/provisioning/datasources/prometheus.yml new file mode 100644 index 0000000..1a57b69 --- /dev/null +++ b/monitoring/grafana/provisioning/datasources/prometheus.yml @@ -0,0 +1,9 @@ +apiVersion: 1 + +datasources: + - name: Prometheus + type: prometheus + access: proxy + url: http://prometheus:9090 + isDefault: true + editable: true diff --git a/monitoring/prometheus.yml b/monitoring/prometheus.yml new file mode 100644 index 0000000..21f6a74 --- /dev/null +++ b/monitoring/prometheus.yml @@ -0,0 +1,45 @@ +global: + scrape_interval: 15s + evaluation_interval: 15s + +rule_files: + # - "first_rules.yml" + # - "second_rules.yml" + +scrape_configs: + # Prometheus itself + - job_name: 'prometheus' + static_configs: + - targets: ['localhost:9090'] + + # Trading Bot Services + - job_name: 'market-data-gateway' + static_configs: + - targets: ['host.docker.internal:3001'] + metrics_path: '/metrics' + scrape_interval: 5s + + - job_name: 'strategy-orchestrator' + static_configs: + - targets: ['host.docker.internal:4001'] + metrics_path: '/metrics' + scrape_interval: 10s + + - job_name: 'risk-guardian' + static_configs: + - targets: ['host.docker.internal:3002'] + metrics_path: '/metrics' + scrape_interval: 10s + + # Infrastructure + - job_name: 'dragonfly' + static_configs: + - targets: ['dragonfly:6379'] + + - job_name: 'postgres' + static_configs: + - targets: ['postgres:5432'] + + - job_name: 'questdb' + static_configs: + - targets: ['questdb:9000'] diff --git a/monitoring/prometheus/prometheus.yml b/monitoring/prometheus/prometheus.yml new file mode 100644 index 0000000..aec7c80 --- /dev/null +++ b/monitoring/prometheus/prometheus.yml @@ -0,0 +1,26 @@ +global: + scrape_interval: 15s + evaluation_interval: 15s + +rule_files: + # - "first_rules.yml" + # - "second_rules.yml" + +scrape_configs: + # The job name is added as a label `job=` to any timeseries scraped from this config. + - job_name: 'prometheus' + static_configs: + - targets: ['localhost:9090'] + + # Add other services as they become available + # - job_name: 'trading-bot' + # static_configs: + # - targets: ['localhost:3001'] + + # - job_name: 'market-data-gateway' + # static_configs: + # - targets: ['localhost:3002'] + + # - job_name: 'risk-guardian' + # static_configs: + # - targets: ['localhost:3003'] diff --git a/package.json b/package.json new file mode 100644 index 0000000..8b273fa --- /dev/null +++ b/package.json @@ -0,0 +1,43 @@ +{ + "name": "stock-bot", + "private": true, + "version": "1.0.0", + "description": "Advanced trading bot with microservice architecture", "scripts": { + "dev": "turbo run dev", + "build": "turbo run build", + "test": "turbo run test", + "lint": "turbo run lint", + "clean": "turbo run clean", + "start": "turbo run start", + "backtest": "turbo run backtest", + + "docker:start": "pwsh ./scripts/docker.ps1 start", + "docker:stop": "pwsh ./scripts/docker.ps1 stop", + "docker:restart": "pwsh ./scripts/docker.ps1 restart", + "docker:status": "pwsh ./scripts/docker.ps1 status", + "docker:logs": "pwsh ./scripts/docker.ps1 logs", + "docker:reset": "pwsh ./scripts/docker.ps1 reset", + "docker:admin": "pwsh ./scripts/docker.ps1 admin", + "docker:monitoring": "pwsh ./scripts/docker.ps1 monitoring", + + "infra:up": "docker-compose up -d dragonfly postgres questdb", + "infra:down": "docker-compose down", + "infra:reset": "docker-compose down -v && docker-compose up -d dragonfly postgres questdb", + + "dev:full": "npm run infra:up && npm run docker:admin && turbo run dev", + "dev:clean": "npm run infra:reset && npm run dev:full" + },"workspaces": [ + "packages/*", + "apps/*/*" + ], + "devDependencies": { + "@types/node": "^20.12.12", + "turbo": "^2.0.5", + "typescript": "^5.4.5" + }, + "packageManager": "bun@1.1.12", + "engines": { + "node": ">=18.0.0", + "bun": ">=1.1.0" + } +} diff --git a/packages/config/package.json b/packages/config/package.json new file mode 100644 index 0000000..9f6fc77 --- /dev/null +++ b/packages/config/package.json @@ -0,0 +1,21 @@ +{ + "name": "@stock-bot/config", + "version": "1.0.0", + "description": "Shared configuration for the trading bot", + "main": "dist/index.js", + "types": "dist/index.d.ts", + "scripts": { + "build": "tsc", + "dev": "tsc --watch", + "clean": "rm -rf dist", + "test": "echo \"No tests yet\"" + }, + "dependencies": { + "@stock-bot/shared-types": "workspace:*", + "dotenv": "^16.4.5" + }, + "devDependencies": { + "typescript": "^5.4.5", + "@types/node": "^20.12.12" + } +} diff --git a/packages/config/src/index.ts b/packages/config/src/index.ts new file mode 100644 index 0000000..e7ebf30 --- /dev/null +++ b/packages/config/src/index.ts @@ -0,0 +1,156 @@ +import { config } from 'dotenv'; +import type { DatabaseConfig, BrokerConfig, DataProviderConfig } from '@stock-bot/shared-types'; + +// Load environment variables +config(); + +export const env = { + NODE_ENV: process.env.NODE_ENV || 'development', + PORT: parseInt(process.env.PORT || '3000'), + // Database URLs + QUESTDB_URL: process.env.QUESTDB_URL || 'postgresql://admin:quest@localhost:8812/qdb', + POSTGRES_URL: process.env.POSTGRES_URL || 'postgresql://postgres:password@localhost:5432/stockbot', + DRAGONFLY_URL: process.env.DRAGONFLY_URL || 'redis://localhost:6379', + + // API Keys + ALPHA_VANTAGE_API_KEY: process.env.ALPHA_VANTAGE_API_KEY || '', + ALPACA_API_KEY: process.env.ALPACA_API_KEY || '', + ALPACA_SECRET_KEY: process.env.ALPACA_SECRET_KEY || '', + + // Trading Configuration + PAPER_TRADING: process.env.PAPER_TRADING === 'true', + MAX_POSITION_SIZE: parseFloat(process.env.MAX_POSITION_SIZE || '0.1'), + MAX_DAILY_LOSS: parseFloat(process.env.MAX_DAILY_LOSS || '1000'), + + // Logging + LOG_LEVEL: process.env.LOG_LEVEL || 'info', + + // Feature Flags + ENABLE_ML_SIGNALS: process.env.ENABLE_ML_SIGNALS === 'true', + ENABLE_SENTIMENT_ANALYSIS: process.env.ENABLE_SENTIMENT_ANALYSIS === 'true', +} as const; + +export const databaseConfig: DatabaseConfig = { + questdb: { + host: process.env.QUESTDB_HOST || 'localhost', + port: parseInt(process.env.QUESTDB_PORT || '9000'), + database: process.env.QUESTDB_DATABASE || 'qdb', + }, + postgres: { + host: process.env.POSTGRES_HOST || 'localhost', + port: parseInt(process.env.POSTGRES_PORT || '5432'), + database: process.env.POSTGRES_DATABASE || 'stockbot', + username: process.env.POSTGRES_USERNAME || 'postgres', + password: process.env.POSTGRES_PASSWORD || 'password', + }, dragonfly: { + host: process.env.DRAGONFLY_HOST || 'localhost', + port: parseInt(process.env.DRAGONFLY_PORT || '6379'), + password: process.env.DRAGONFLY_PASSWORD, + }, +}; + +export const brokerConfigs: Record = { + alpaca: { + name: 'Alpaca', + apiKey: env.ALPACA_API_KEY, + secretKey: env.ALPACA_SECRET_KEY, + baseUrl: env.PAPER_TRADING + ? 'https://paper-api.alpaca.markets' + : 'https://api.alpaca.markets', + sandbox: env.PAPER_TRADING, + }, +}; + +export const dataProviderConfigs: Record = { + alphaVantage: { + name: 'Alpha Vantage', + apiKey: env.ALPHA_VANTAGE_API_KEY, + baseUrl: 'https://www.alphavantage.co', + rateLimits: { + requestsPerSecond: 5, + requestsPerDay: 500, + }, + }, +}; + +export const serviceDefaults = { + healthCheckInterval: 30000, // 30 seconds + retryAttempts: 3, + requestTimeout: 10000, // 10 seconds + circuitBreakerThreshold: 5, + circuitBreakerTimeout: 60000, // 1 minute +}; + +export const tradingHours = { + market: { + open: '09:30', + close: '16:00', + timezone: 'America/New_York', + }, + premarket: { + open: '04:00', + close: '09:30', + timezone: 'America/New_York', + }, + afterHours: { + open: '16:00', + close: '20:00', + timezone: 'America/New_York', + }, +}; + +export const riskDefaults = { + maxPositionSize: 0.1, // 10% of portfolio + maxDailyLoss: 0.02, // 2% of portfolio + maxDrawdown: 0.1, // 10% of portfolio + stopLossPercent: 0.05, // 5% + takeProfitPercent: 0.15, // 15% +}; + +// Environment-specific configurations +export const getConfig = () => { + const base = { + env: env.NODE_ENV, + port: env.PORT, + database: databaseConfig, + brokers: brokerConfigs, + dataProviders: dataProviderConfigs, + services: serviceDefaults, + trading: { + hours: tradingHours, + risk: riskDefaults, + paperTrading: env.PAPER_TRADING, + }, + }; + + switch (env.NODE_ENV) { + case 'development': + return { + ...base, + logging: { + level: 'debug', + console: true, + file: false, + }, + cache: { + ttl: 300, // 5 minutes + }, + }; + + case 'production': + return { + ...base, + logging: { + level: 'info', + console: false, + file: true, + }, + cache: { + ttl: 60, // 1 minute + }, + }; + + default: + return base; + } +}; diff --git a/packages/config/tsconfig.json b/packages/config/tsconfig.json new file mode 100644 index 0000000..62d9619 --- /dev/null +++ b/packages/config/tsconfig.json @@ -0,0 +1,18 @@ +{ + "compilerOptions": { + "target": "ES2022", + "module": "ESNext", + "moduleResolution": "bundler", + "declaration": true, + "outDir": "./dist", + "rootDir": "./src", + "strict": true, + "esModuleInterop": true, + "skipLibCheck": true, + "forceConsistentCasingInFileNames": true, + "allowSyntheticDefaultImports": true, + "resolveJsonModule": true + }, + "include": ["src/**/*"], + "exclude": ["node_modules", "dist"] +} diff --git a/packages/shared-types/package.json b/packages/shared-types/package.json new file mode 100644 index 0000000..b131355 --- /dev/null +++ b/packages/shared-types/package.json @@ -0,0 +1,23 @@ +{ + "name": "@stock-bot/shared-types", + "version": "1.0.0", + "description": "Shared TypeScript definitions for the trading bot", + "main": "dist/index.js", + "types": "dist/index.d.ts", + "scripts": { + "build": "tsc", + "dev": "tsc --watch", + "clean": "rm -rf dist", + "test": "echo \"No tests yet\"" + }, + "devDependencies": { + "typescript": "^5.4.5" + }, + "exports": { + ".": { + "types": "./dist/index.d.ts", + "import": "./dist/index.js", + "require": "./dist/index.js" + } + } +} diff --git a/packages/shared-types/src/index.ts b/packages/shared-types/src/index.ts new file mode 100644 index 0000000..47eeda8 --- /dev/null +++ b/packages/shared-types/src/index.ts @@ -0,0 +1,204 @@ +// Market Data Types +export interface OHLCV { + symbol: string; + timestamp: Date; + open: number; + high: number; + low: number; + close: number; + volume: number; +} + +export interface MarketData { + symbol: string; + price: number; + bid: number; + ask: number; + volume: number; + timestamp: Date; +} + +export interface OrderBook { + symbol: string; + bids: [number, number][]; // [price, size] + asks: [number, number][]; // [price, size] + timestamp: Date; +} + +// Trading Types +export type OrderSide = 'BUY' | 'SELL'; +export type OrderType = 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_LIMIT'; +export type OrderStatus = 'PENDING' | 'FILLED' | 'PARTIALLY_FILLED' | 'CANCELLED' | 'REJECTED'; + +export interface Order { + id: string; + symbol: string; + side: OrderSide; + type: OrderType; + quantity: number; + price?: number; + stopPrice?: number; + status: OrderStatus; + timestamp: Date; + strategyId: string; +} + +export interface Position { + symbol: string; + quantity: number; + averagePrice: number; + marketValue: number; + unrealizedPnL: number; + timestamp: Date; +} + +export interface Portfolio { + cash: number; + totalValue: number; + positions: Position[]; + dayPnL: number; + totalPnL: number; + timestamp: Date; +} + +// Strategy Types +export type SignalType = 'BUY' | 'SELL' | 'HOLD'; + +export interface TradingSignal { + symbol: string; + type: SignalType; + strength: number; // 0-1 + price: number; + timestamp: Date; + strategyId: string; + metadata?: Record; +} + +export interface Strategy { + id: string; + name: string; + description: string; + isActive: boolean; + riskLimits: RiskLimits; + parameters: Record; +} + +export interface RiskLimits { + maxPositionSize: number; + maxDailyLoss: number; + maxDrawdown: number; + allowedSymbols?: string[]; +} + +// Event Types +export interface MarketDataEvent { + type: 'MARKET_DATA'; + data: MarketData; + timestamp: Date; +} + +export interface OrderEvent { + type: 'ORDER_CREATED' | 'ORDER_FILLED' | 'ORDER_CANCELLED'; + order: Order; + timestamp: Date; +} + +export interface SignalEvent { + type: 'SIGNAL_GENERATED'; + signal: TradingSignal; + timestamp: Date; +} + +export type TradingEvent = MarketDataEvent | OrderEvent | SignalEvent; + +// Service Types +export interface ServiceConfig { + name: string; + version: string; + environment: 'development' | 'staging' | 'production'; + port?: number; + dependencies?: string[]; +} + +export interface HealthStatus { + service: string; + status: 'healthy' | 'unhealthy' | 'degraded'; + timestamp: Date; + details?: Record; +} + +// API Response Types +export interface ApiResponse { + success: boolean; + data?: T; + error?: string; + timestamp: Date; +} + +export interface PaginatedResponse { + data: T[]; + total: number; + page: number; + limit: number; + hasNext: boolean; +} + +// Fundamental Data Types +export interface CompanyFundamentals { + symbol: string; + marketCap: number; + peRatio?: number; + pbRatio?: number; + roe?: number; + revenue: number; + netIncome: number; + lastUpdated: Date; +} + +export interface NewsItem { + id: string; + headline: string; + summary: string; + sentiment: number; // -1 to 1 + symbols: string[]; + source: string; + publishedAt: Date; +} + +// Configuration Types +export interface DatabaseConfig { + questdb: { + host: string; + port: number; + database: string; + }; + postgres: { + host: string; + port: number; + database: string; + username: string; + password: string; + }; dragonfly: { + host: string; + port: number; + password?: string; + }; +} + +export interface BrokerConfig { + name: string; + apiKey: string; + secretKey: string; + baseUrl: string; + sandbox: boolean; +} + +export interface DataProviderConfig { + name: string; + apiKey: string; + baseUrl: string; + rateLimits: { + requestsPerSecond: number; + requestsPerDay: number; + }; +} diff --git a/packages/shared-types/tsconfig.json b/packages/shared-types/tsconfig.json new file mode 100644 index 0000000..62d9619 --- /dev/null +++ b/packages/shared-types/tsconfig.json @@ -0,0 +1,18 @@ +{ + "compilerOptions": { + "target": "ES2022", + "module": "ESNext", + "moduleResolution": "bundler", + "declaration": true, + "outDir": "./dist", + "rootDir": "./src", + "strict": true, + "esModuleInterop": true, + "skipLibCheck": true, + "forceConsistentCasingInFileNames": true, + "allowSyntheticDefaultImports": true, + "resolveJsonModule": true + }, + "include": ["src/**/*"], + "exclude": ["node_modules", "dist"] +} diff --git a/scripts/docker.ps1 b/scripts/docker.ps1 new file mode 100644 index 0000000..a6a7132 --- /dev/null +++ b/scripts/docker.ps1 @@ -0,0 +1,143 @@ +#!/usr/bin/env pwsh + +# Trading Bot Docker Management Script + +param( + [Parameter(Mandatory=$true)] + [ValidateSet("start", "stop", "restart", "status", "logs", "reset", "admin", "monitoring", "help")] + [string]$Action, + + [Parameter(Mandatory=$false)] + [string]$Service = "", + + [Parameter(Mandatory=$false)] + [switch]$Dev = $false +) + +$ComposeFiles = if ($Dev) { + "-f docker-compose.yml -f docker-compose.dev.yml" +} else { + "-f docker-compose.yml" +} + +switch ($Action) { + "start" { + Write-Host "🚀 Starting Trading Bot infrastructure..." -ForegroundColor Green + if ($Service) { + Invoke-Expression "docker-compose $ComposeFiles up -d $Service" + } else { + Invoke-Expression "docker-compose $ComposeFiles up -d dragonfly postgres questdb" + } + Write-Host "✅ Infrastructure started!" -ForegroundColor Green + Write-Host "" + Write-Host "🔗 Access Points:" -ForegroundColor Cyan + Write-Host " Dragonfly: localhost:6379" + Write-Host " PostgreSQL: localhost:5432" + Write-Host " QuestDB Console: http://localhost:9000" + Write-Host "" + Write-Host "💡 Use './scripts/docker.ps1 admin' to start admin interfaces" + } + + "stop" { + Write-Host "🛑 Stopping Trading Bot infrastructure..." -ForegroundColor Yellow + if ($Service) { + Invoke-Expression "docker-compose $ComposeFiles stop $Service" + } else { + Invoke-Expression "docker-compose $ComposeFiles down" + } + Write-Host "✅ Infrastructure stopped!" -ForegroundColor Green + } + + "restart" { + Write-Host "🔄 Restarting Trading Bot infrastructure..." -ForegroundColor Yellow + if ($Service) { + Invoke-Expression "docker-compose $ComposeFiles restart $Service" + } else { + Invoke-Expression "docker-compose $ComposeFiles restart" + } + Write-Host "✅ Infrastructure restarted!" -ForegroundColor Green + } + + "status" { + Write-Host "📊 Trading Bot Infrastructure Status:" -ForegroundColor Cyan + Invoke-Expression "docker-compose $ComposeFiles ps" + Write-Host "" + Write-Host "🔍 Health Checks:" -ForegroundColor Cyan + docker ps --filter "name=trading-bot" --format "table {{.Names}}\t{{.Status}}\t{{.Ports}}" + } + + "logs" { + if ($Service) { + Write-Host "📋 Logs for $Service:" -ForegroundColor Cyan + Invoke-Expression "docker-compose $ComposeFiles logs -f $Service" + } else { + Write-Host "📋 All service logs:" -ForegroundColor Cyan + Invoke-Expression "docker-compose $ComposeFiles logs -f" + } + } + + "reset" { + Write-Host "⚠️ Resetting Trading Bot infrastructure (will delete all data)..." -ForegroundColor Red + $confirm = Read-Host "Are you sure? Type 'yes' to confirm" + if ($confirm -eq "yes") { + Invoke-Expression "docker-compose $ComposeFiles down -v" + Write-Host "🗑️ Volumes removed" + Invoke-Expression "docker-compose $ComposeFiles up -d dragonfly postgres questdb" + Write-Host "✅ Infrastructure reset complete!" -ForegroundColor Green + } else { + Write-Host "❌ Reset cancelled" -ForegroundColor Yellow + } + } + + "admin" { + Write-Host "🔧 Starting admin interfaces..." -ForegroundColor Green + Invoke-Expression "docker-compose $ComposeFiles up -d redis-insight pgadmin" + Write-Host "✅ Admin interfaces started!" -ForegroundColor Green + Write-Host "" + Write-Host "🔗 Admin Access:" -ForegroundColor Cyan + Write-Host " Redis Insight: http://localhost:8001" + Write-Host " PgAdmin: http://localhost:8080" + Write-Host " Email: admin@tradingbot.local" + Write-Host " Password: admin123" + } + + "monitoring" { + Write-Host "📊 Starting monitoring stack..." -ForegroundColor Green + Invoke-Expression "docker-compose $ComposeFiles --profile monitoring up -d" + Write-Host "✅ Monitoring started!" -ForegroundColor Green + Write-Host "" + Write-Host "🔗 Monitoring Access:" -ForegroundColor Cyan + Write-Host " Prometheus: http://localhost:9090" + Write-Host " Grafana: http://localhost:3000" + Write-Host " Username: admin" + Write-Host " Password: admin123" + } + + "help" { + Write-Host "" + Write-Host "🤖 Trading Bot Docker Management" -ForegroundColor Green + Write-Host "" + Write-Host "Usage: ./scripts/docker.ps1 [options]" -ForegroundColor Cyan + Write-Host "" + Write-Host "Actions:" -ForegroundColor Yellow + Write-Host " start Start infrastructure services" + Write-Host " stop Stop infrastructure services" + Write-Host " restart Restart infrastructure services" + Write-Host " status Show service status" + Write-Host " logs Show service logs" + Write-Host " reset Reset all data (destructive)" + Write-Host " admin Start admin interfaces" + Write-Host " monitoring Start monitoring stack" + Write-Host " help Show this help" + Write-Host "" + Write-Host "Options:" -ForegroundColor Yellow + Write-Host " -Service Specify a specific service" + Write-Host " -Dev Use development configuration" + Write-Host "" + Write-Host "Examples:" -ForegroundColor Cyan + Write-Host " ./scripts/docker.ps1 start" + Write-Host " ./scripts/docker.ps1 start -Dev" + Write-Host " ./scripts/docker.ps1 logs -Service dragonfly" + Write-Host " ./scripts/docker.ps1 admin" + } +} diff --git a/turbo.json b/turbo.json new file mode 100644 index 0000000..8a8b159 --- /dev/null +++ b/turbo.json @@ -0,0 +1,33 @@ +{ + "$schema": "https://turbo.build/schema.json", + "ui": "tui", + "tasks": { + "build": { + "dependsOn": ["^build"], + "outputs": ["dist/**", ".next/**", "!.next/cache/**"] + }, + "dev": { + "cache": false, + "persistent": true + }, + "test": { + "dependsOn": ["build"], + "outputs": ["coverage/**"] + }, + "lint": { + "dependsOn": ["^lint"] + }, + "clean": { + "cache": false + }, + "start": { + "dependsOn": ["build"], + "cache": false, + "persistent": true + }, + "backtest": { + "dependsOn": ["build"], + "cache": false + } + } +}