running prettier for cleanup
This commit is contained in:
parent
fe7733aeb5
commit
d85cd58acd
151 changed files with 29158 additions and 27966 deletions
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@ -1,94 +1,94 @@
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import { Order, OrderResult, OrderStatus } from '@stock-bot/types';
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export interface BrokerInterface {
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/**
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* Execute an order with the broker
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*/
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executeOrder(order: Order): Promise<OrderResult>;
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/**
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* Get order status from broker
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*/
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getOrderStatus(orderId: string): Promise<OrderStatus>;
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/**
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* Cancel an order
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*/
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cancelOrder(orderId: string): Promise<boolean>;
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/**
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* Get current positions
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*/
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getPositions(): Promise<Position[]>;
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/**
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* Get account balance
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*/
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getAccountBalance(): Promise<AccountBalance>;
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}
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export interface Position {
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symbol: string;
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quantity: number;
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averagePrice: number;
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currentPrice: number;
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unrealizedPnL: number;
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side: 'long' | 'short';
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}
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export interface AccountBalance {
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totalValue: number;
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availableCash: number;
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buyingPower: number;
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marginUsed: number;
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}
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export class MockBroker implements BrokerInterface {
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private orders: Map<string, OrderResult> = new Map();
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private positions: Position[] = [];
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async executeOrder(order: Order): Promise<OrderResult> {
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const orderId = `mock_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
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const result: OrderResult = {
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orderId,
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symbol: order.symbol,
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quantity: order.quantity,
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side: order.side,
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status: 'filled',
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executedPrice: order.price || 100, // Mock price
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executedAt: new Date(),
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commission: 1.0
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};
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this.orders.set(orderId, result);
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return result;
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}
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async getOrderStatus(orderId: string): Promise<OrderStatus> {
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const order = this.orders.get(orderId);
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return order?.status || 'unknown';
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}
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async cancelOrder(orderId: string): Promise<boolean> {
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const order = this.orders.get(orderId);
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if (order && order.status === 'pending') {
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order.status = 'cancelled';
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return true;
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}
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return false;
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}
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async getPositions(): Promise<Position[]> {
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return this.positions;
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}
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async getAccountBalance(): Promise<AccountBalance> {
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return {
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totalValue: 100000,
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availableCash: 50000,
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buyingPower: 200000,
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marginUsed: 0
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};
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}
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}
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import { Order, OrderResult, OrderStatus } from '@stock-bot/types';
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export interface BrokerInterface {
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/**
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* Execute an order with the broker
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*/
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executeOrder(order: Order): Promise<OrderResult>;
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/**
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* Get order status from broker
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*/
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getOrderStatus(orderId: string): Promise<OrderStatus>;
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/**
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* Cancel an order
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*/
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cancelOrder(orderId: string): Promise<boolean>;
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/**
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* Get current positions
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*/
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getPositions(): Promise<Position[]>;
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/**
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* Get account balance
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*/
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getAccountBalance(): Promise<AccountBalance>;
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}
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export interface Position {
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symbol: string;
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quantity: number;
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averagePrice: number;
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currentPrice: number;
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unrealizedPnL: number;
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side: 'long' | 'short';
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}
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export interface AccountBalance {
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totalValue: number;
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availableCash: number;
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buyingPower: number;
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marginUsed: number;
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}
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export class MockBroker implements BrokerInterface {
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private orders: Map<string, OrderResult> = new Map();
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private positions: Position[] = [];
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async executeOrder(order: Order): Promise<OrderResult> {
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const orderId = `mock_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
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const result: OrderResult = {
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orderId,
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symbol: order.symbol,
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quantity: order.quantity,
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side: order.side,
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status: 'filled',
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executedPrice: order.price || 100, // Mock price
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executedAt: new Date(),
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commission: 1.0,
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};
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this.orders.set(orderId, result);
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return result;
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}
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async getOrderStatus(orderId: string): Promise<OrderStatus> {
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const order = this.orders.get(orderId);
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return order?.status || 'unknown';
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}
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async cancelOrder(orderId: string): Promise<boolean> {
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const order = this.orders.get(orderId);
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if (order && order.status === 'pending') {
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order.status = 'cancelled';
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return true;
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}
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return false;
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}
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async getPositions(): Promise<Position[]> {
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return this.positions;
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}
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async getAccountBalance(): Promise<AccountBalance> {
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return {
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totalValue: 100000,
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availableCash: 50000,
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buyingPower: 200000,
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marginUsed: 0,
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};
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}
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}
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@ -1,57 +1,58 @@
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import { Order, OrderResult } from '@stock-bot/types';
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import { logger } from '@stock-bot/logger';
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import { BrokerInterface } from '../broker/interface.ts';
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export class OrderManager {
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private broker: BrokerInterface;
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private pendingOrders: Map<string, Order> = new Map();
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constructor(broker: BrokerInterface) {
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this.broker = broker;
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}
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async executeOrder(order: Order): Promise<OrderResult> {
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try {
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logger.info(`Executing order: ${order.symbol} ${order.side} ${order.quantity} @ ${order.price}`);
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// Add to pending orders
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const orderId = `order_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
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this.pendingOrders.set(orderId, order);
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// Execute with broker
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const result = await this.broker.executeOrder(order);
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// Remove from pending
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this.pendingOrders.delete(orderId);
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logger.info(`Order executed successfully: ${result.orderId}`);
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return result;
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} catch (error) {
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logger.error('Order execution failed', error);
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throw error;
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}
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}
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async cancelOrder(orderId: string): Promise<boolean> {
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try {
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const success = await this.broker.cancelOrder(orderId);
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if (success) {
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this.pendingOrders.delete(orderId);
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logger.info(`Order cancelled: ${orderId}`);
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}
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return success;
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} catch (error) {
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logger.error('Order cancellation failed', error);
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throw error;
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}
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}
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async getOrderStatus(orderId: string) {
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return await this.broker.getOrderStatus(orderId);
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}
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getPendingOrders(): Order[] {
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return Array.from(this.pendingOrders.values());
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}
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}
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import { logger } from '@stock-bot/logger';
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import { Order, OrderResult } from '@stock-bot/types';
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import { BrokerInterface } from '../broker/interface.ts';
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export class OrderManager {
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private broker: BrokerInterface;
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private pendingOrders: Map<string, Order> = new Map();
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constructor(broker: BrokerInterface) {
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this.broker = broker;
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}
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async executeOrder(order: Order): Promise<OrderResult> {
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try {
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logger.info(
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`Executing order: ${order.symbol} ${order.side} ${order.quantity} @ ${order.price}`
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);
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// Add to pending orders
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const orderId = `order_${Date.now()}_${Math.random().toString(36).substr(2, 9)}`;
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this.pendingOrders.set(orderId, order);
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// Execute with broker
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const result = await this.broker.executeOrder(order);
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// Remove from pending
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this.pendingOrders.delete(orderId);
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logger.info(`Order executed successfully: ${result.orderId}`);
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return result;
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} catch (error) {
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logger.error('Order execution failed', error);
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throw error;
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}
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}
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async cancelOrder(orderId: string): Promise<boolean> {
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try {
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const success = await this.broker.cancelOrder(orderId);
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if (success) {
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this.pendingOrders.delete(orderId);
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logger.info(`Order cancelled: ${orderId}`);
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}
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return success;
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} catch (error) {
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logger.error('Order cancellation failed', error);
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throw error;
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}
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}
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async getOrderStatus(orderId: string) {
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return await this.broker.getOrderStatus(orderId);
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}
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getPendingOrders(): Order[] {
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return Array.from(this.pendingOrders.values());
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}
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}
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@ -1,111 +1,113 @@
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import { Order } from '@stock-bot/types';
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import { getLogger } from '@stock-bot/logger';
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export interface RiskRule {
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name: string;
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validate(order: Order, context: RiskContext): Promise<RiskValidationResult>;
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}
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export interface RiskContext {
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currentPositions: Map<string, number>;
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accountBalance: number;
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totalExposure: number;
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maxPositionSize: number;
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maxDailyLoss: number;
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}
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export interface RiskValidationResult {
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isValid: boolean;
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reason?: string;
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severity: 'info' | 'warning' | 'error';
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}
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export class RiskManager {
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private logger = getLogger('risk-manager');
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private rules: RiskRule[] = [];
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constructor() {
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this.initializeDefaultRules();
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}
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addRule(rule: RiskRule): void {
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this.rules.push(rule);
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}
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async validateOrder(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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for (const rule of this.rules) {
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const result = await rule.validate(order, context);
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if (!result.isValid) {
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logger.warn(`Risk rule violation: ${rule.name}`, {
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order,
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reason: result.reason
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});
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return result;
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}
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}
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return { isValid: true, severity: 'info' };
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}
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private initializeDefaultRules(): void {
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// Position size rule
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this.addRule({
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name: 'MaxPositionSize',
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async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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const orderValue = order.quantity * (order.price || 0);
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if (orderValue > context.maxPositionSize) {
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return {
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isValid: false,
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reason: `Order size ${orderValue} exceeds maximum position size ${context.maxPositionSize}`,
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severity: 'error'
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};
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}
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return { isValid: true, severity: 'info' };
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}
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});
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// Balance check rule
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this.addRule({
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name: 'SufficientBalance',
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async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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const orderValue = order.quantity * (order.price || 0);
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if (order.side === 'buy' && orderValue > context.accountBalance) {
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return {
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isValid: false,
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reason: `Insufficient balance: need ${orderValue}, have ${context.accountBalance}`,
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severity: 'error'
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};
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}
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return { isValid: true, severity: 'info' };
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}
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});
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// Concentration risk rule
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this.addRule({
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name: 'ConcentrationLimit',
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async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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const currentPosition = context.currentPositions.get(order.symbol) || 0;
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const newPosition = order.side === 'buy' ?
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currentPosition + order.quantity :
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currentPosition - order.quantity;
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const positionValue = Math.abs(newPosition) * (order.price || 0);
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const concentrationRatio = positionValue / context.accountBalance;
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if (concentrationRatio > 0.25) { // 25% max concentration
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return {
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isValid: false,
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reason: `Position concentration ${(concentrationRatio * 100).toFixed(2)}% exceeds 25% limit`,
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severity: 'warning'
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};
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}
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return { isValid: true, severity: 'info' };
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}
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});
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}
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}
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import { getLogger } from '@stock-bot/logger';
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import { Order } from '@stock-bot/types';
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export interface RiskRule {
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name: string;
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validate(order: Order, context: RiskContext): Promise<RiskValidationResult>;
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}
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export interface RiskContext {
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currentPositions: Map<string, number>;
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accountBalance: number;
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totalExposure: number;
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maxPositionSize: number;
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maxDailyLoss: number;
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}
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export interface RiskValidationResult {
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isValid: boolean;
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reason?: string;
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severity: 'info' | 'warning' | 'error';
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}
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export class RiskManager {
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private logger = getLogger('risk-manager');
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private rules: RiskRule[] = [];
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constructor() {
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this.initializeDefaultRules();
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}
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addRule(rule: RiskRule): void {
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this.rules.push(rule);
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}
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async validateOrder(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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for (const rule of this.rules) {
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const result = await rule.validate(order, context);
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if (!result.isValid) {
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logger.warn(`Risk rule violation: ${rule.name}`, {
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order,
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reason: result.reason,
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});
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return result;
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}
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}
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return { isValid: true, severity: 'info' };
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}
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private initializeDefaultRules(): void {
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// Position size rule
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this.addRule({
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name: 'MaxPositionSize',
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async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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const orderValue = order.quantity * (order.price || 0);
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if (orderValue > context.maxPositionSize) {
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return {
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isValid: false,
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reason: `Order size ${orderValue} exceeds maximum position size ${context.maxPositionSize}`,
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severity: 'error',
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};
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}
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return { isValid: true, severity: 'info' };
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},
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});
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// Balance check rule
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this.addRule({
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name: 'SufficientBalance',
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async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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const orderValue = order.quantity * (order.price || 0);
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if (order.side === 'buy' && orderValue > context.accountBalance) {
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return {
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isValid: false,
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reason: `Insufficient balance: need ${orderValue}, have ${context.accountBalance}`,
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severity: 'error',
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};
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}
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return { isValid: true, severity: 'info' };
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},
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});
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// Concentration risk rule
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this.addRule({
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name: 'ConcentrationLimit',
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async validate(order: Order, context: RiskContext): Promise<RiskValidationResult> {
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const currentPosition = context.currentPositions.get(order.symbol) || 0;
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const newPosition =
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order.side === 'buy'
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? currentPosition + order.quantity
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: currentPosition - order.quantity;
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const positionValue = Math.abs(newPosition) * (order.price || 0);
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const concentrationRatio = positionValue / context.accountBalance;
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if (concentrationRatio > 0.25) {
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// 25% max concentration
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return {
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isValid: false,
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reason: `Position concentration ${(concentrationRatio * 100).toFixed(2)}% exceeds 25% limit`,
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severity: 'warning',
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};
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}
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return { isValid: true, severity: 'info' };
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},
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});
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}
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}
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@ -1,97 +1,101 @@
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import { Hono } from 'hono';
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import { serve } from '@hono/node-server';
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import { getLogger } from '@stock-bot/logger';
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import { config } from '@stock-bot/config';
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// import { BrokerInterface } from './broker/interface.ts';
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// import { OrderManager } from './execution/order-manager.ts';
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// import { RiskManager } from './execution/risk-manager.ts';
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const app = new Hono();
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const logger = getLogger('execution-service');
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// Health check endpoint
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app.get('/health', (c) => {
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return c.json({
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status: 'healthy',
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service: 'execution-service',
|
||||
timestamp: new Date().toISOString()
|
||||
});
|
||||
});
|
||||
|
||||
// Order execution endpoints
|
||||
app.post('/orders/execute', async (c) => {
|
||||
try {
|
||||
const orderRequest = await c.req.json();
|
||||
logger.info('Received order execution request', orderRequest);
|
||||
|
||||
// TODO: Validate order and execute
|
||||
return c.json({
|
||||
orderId: `order_${Date.now()}`,
|
||||
status: 'pending',
|
||||
message: 'Order submitted for execution'
|
||||
});
|
||||
} catch (error) {
|
||||
logger.error('Order execution failed', error);
|
||||
return c.json({ error: 'Order execution failed' }, 500);
|
||||
}
|
||||
});
|
||||
|
||||
app.get('/orders/:orderId/status', async (c) => {
|
||||
const orderId = c.req.param('orderId');
|
||||
|
||||
try {
|
||||
// TODO: Get order status from broker
|
||||
return c.json({
|
||||
orderId,
|
||||
status: 'filled',
|
||||
executedAt: new Date().toISOString()
|
||||
});
|
||||
} catch (error) {
|
||||
logger.error('Failed to get order status', error);
|
||||
return c.json({ error: 'Failed to get order status' }, 500);
|
||||
}
|
||||
});
|
||||
|
||||
app.post('/orders/:orderId/cancel', async (c) => {
|
||||
const orderId = c.req.param('orderId');
|
||||
|
||||
try {
|
||||
// TODO: Cancel order with broker
|
||||
return c.json({
|
||||
orderId,
|
||||
status: 'cancelled',
|
||||
cancelledAt: new Date().toISOString()
|
||||
});
|
||||
} catch (error) {
|
||||
logger.error('Failed to cancel order', error);
|
||||
return c.json({ error: 'Failed to cancel order' }, 500);
|
||||
}
|
||||
});
|
||||
|
||||
// Risk management endpoints
|
||||
app.get('/risk/position/:symbol', async (c) => {
|
||||
const symbol = c.req.param('symbol');
|
||||
|
||||
try {
|
||||
// TODO: Get position risk metrics
|
||||
return c.json({
|
||||
symbol,
|
||||
position: 100,
|
||||
exposure: 10000,
|
||||
risk: 'low'
|
||||
});
|
||||
} catch (error) {
|
||||
logger.error('Failed to get position risk', error);
|
||||
return c.json({ error: 'Failed to get position risk' }, 500);
|
||||
}
|
||||
});
|
||||
|
||||
const port = config.EXECUTION_SERVICE_PORT || 3004;
|
||||
|
||||
logger.info(`Starting execution service on port ${port}`);
|
||||
|
||||
serve({
|
||||
fetch: app.fetch,
|
||||
port
|
||||
}, (info) => {
|
||||
logger.info(`Execution service is running on port ${info.port}`);
|
||||
});
|
||||
import { serve } from '@hono/node-server';
|
||||
import { Hono } from 'hono';
|
||||
import { config } from '@stock-bot/config';
|
||||
import { getLogger } from '@stock-bot/logger';
|
||||
|
||||
// import { BrokerInterface } from './broker/interface.ts';
|
||||
// import { OrderManager } from './execution/order-manager.ts';
|
||||
// import { RiskManager } from './execution/risk-manager.ts';
|
||||
|
||||
const app = new Hono();
|
||||
const logger = getLogger('execution-service');
|
||||
// Health check endpoint
|
||||
app.get('/health', c => {
|
||||
return c.json({
|
||||
status: 'healthy',
|
||||
service: 'execution-service',
|
||||
timestamp: new Date().toISOString(),
|
||||
});
|
||||
});
|
||||
|
||||
// Order execution endpoints
|
||||
app.post('/orders/execute', async c => {
|
||||
try {
|
||||
const orderRequest = await c.req.json();
|
||||
logger.info('Received order execution request', orderRequest);
|
||||
|
||||
// TODO: Validate order and execute
|
||||
return c.json({
|
||||
orderId: `order_${Date.now()}`,
|
||||
status: 'pending',
|
||||
message: 'Order submitted for execution',
|
||||
});
|
||||
} catch (error) {
|
||||
logger.error('Order execution failed', error);
|
||||
return c.json({ error: 'Order execution failed' }, 500);
|
||||
}
|
||||
});
|
||||
|
||||
app.get('/orders/:orderId/status', async c => {
|
||||
const orderId = c.req.param('orderId');
|
||||
|
||||
try {
|
||||
// TODO: Get order status from broker
|
||||
return c.json({
|
||||
orderId,
|
||||
status: 'filled',
|
||||
executedAt: new Date().toISOString(),
|
||||
});
|
||||
} catch (error) {
|
||||
logger.error('Failed to get order status', error);
|
||||
return c.json({ error: 'Failed to get order status' }, 500);
|
||||
}
|
||||
});
|
||||
|
||||
app.post('/orders/:orderId/cancel', async c => {
|
||||
const orderId = c.req.param('orderId');
|
||||
|
||||
try {
|
||||
// TODO: Cancel order with broker
|
||||
return c.json({
|
||||
orderId,
|
||||
status: 'cancelled',
|
||||
cancelledAt: new Date().toISOString(),
|
||||
});
|
||||
} catch (error) {
|
||||
logger.error('Failed to cancel order', error);
|
||||
return c.json({ error: 'Failed to cancel order' }, 500);
|
||||
}
|
||||
});
|
||||
|
||||
// Risk management endpoints
|
||||
app.get('/risk/position/:symbol', async c => {
|
||||
const symbol = c.req.param('symbol');
|
||||
|
||||
try {
|
||||
// TODO: Get position risk metrics
|
||||
return c.json({
|
||||
symbol,
|
||||
position: 100,
|
||||
exposure: 10000,
|
||||
risk: 'low',
|
||||
});
|
||||
} catch (error) {
|
||||
logger.error('Failed to get position risk', error);
|
||||
return c.json({ error: 'Failed to get position risk' }, 500);
|
||||
}
|
||||
});
|
||||
|
||||
const port = config.EXECUTION_SERVICE_PORT || 3004;
|
||||
|
||||
logger.info(`Starting execution service on port ${port}`);
|
||||
|
||||
serve(
|
||||
{
|
||||
fetch: app.fetch,
|
||||
port,
|
||||
},
|
||||
info => {
|
||||
logger.info(`Execution service is running on port ${info.port}`);
|
||||
}
|
||||
);
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue