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Trader: add comprehensive loss detection logging #273

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27a24ca
Initial commit with task details for issue #200
konard Sep 11, 2025
6c37076
Remove CLAUDE.md - PR created successfully
konard Sep 11, 2025
73104e6
Add comprehensive loss detection logging to trader bot
konard Sep 11, 2025
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62 changes: 61 additions & 1 deletion csharp/TraderBot/TradingService.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -147,10 +147,29 @@ protected void UpdateCashBalance(OrderTrades orderTrades)
if(orderTrades.Direction == OrderDirection.Buy)
{
SetCashBalance(CashBalanceFree, CashBalanceLocked - cashBalanceDelta);
Logger.LogInformation($"Buy execution: {trade.Quantity} lots at {trade.Price}, total cost: {cashBalanceDelta}");
}
else if (orderTrades.Direction == OrderDirection.Sell)
{
SetCashBalance(CashBalanceFree + cashBalanceDelta, CashBalanceLocked);

// Track realized profit/loss for sell trades
if (ActiveSellOrderSourcePrice.TryGetValue(orderTrades.OrderId, out var sourcePrice))
{
var realizedProfitLoss = (trade.Price - sourcePrice) * trade.Quantity;
if (realizedProfitLoss < 0)
{
Logger.LogWarning($"Loss realized: SELL EXECUTED at LOSS. Source price: {sourcePrice}, execution price: {trade.Price}, lots: {trade.Quantity}, realized loss: {Math.Abs(realizedProfitLoss)}, total revenue: {cashBalanceDelta}");
}
else
{
Logger.LogInformation($"Profit realized: sell executed at profit. Source price: {sourcePrice}, execution price: {trade.Price}, lots: {trade.Quantity}, realized profit: {realizedProfitLoss}, total revenue: {cashBalanceDelta}");
}
}
else
{
Logger.LogInformation($"Sell execution: {trade.Quantity} lots at {trade.Price}, total revenue: {cashBalanceDelta} (source price not tracked)");
}
}
}
}
Expand Down Expand Up @@ -461,6 +480,17 @@ await marketDataStream.RequestStream.WriteAsync(new MarketDataRequest
var targetSellPrice = GetTargetSellPrice(minimumSellPrice, bestAsk);
var marketLotsAtTargetPrice = orderBook.Asks.FirstOrDefault(o => o.Price == targetSellPrice)?.Quantity ?? 0;
Logger.LogInformation($"marketLotsAtTargetPrice: {marketLotsAtTargetPrice}");

var actualProfitLoss = targetSellPrice - maxPrice;
if (actualProfitLoss < 0)
{
Logger.LogWarning($"Loss detection: placing sell order at LOSS. Source price: {maxPrice}, target sell price: {targetSellPrice}, actual loss: {Math.Abs(actualProfitLoss)}, lots: {totalAmount}");
}
else
{
Logger.LogInformation($"Profit tracking: placing sell order at profit. Source price: {maxPrice}, target sell price: {targetSellPrice}, profit: {actualProfitLoss}, lots: {totalAmount}");
}

var response = await PlaceSellOrder(totalAmount, targetSellPrice);
ActiveSellOrderSourcePrice[response.OrderId] = maxPrice;
Logger.LogInformation($"sell complete");
Expand Down Expand Up @@ -611,6 +641,15 @@ await marketDataStream.RequestStream.WriteAsync(new MarketDataRequest
continue;
}
// Place new order at top bid price
var earlySellProfitLoss = topBid - sourcePrice;
if (earlySellProfitLoss < 0)
{
Logger.LogWarning($"Loss detection: EARLY SELL at LOSS. Source price: {sourcePrice}, top bid price: {topBid}, actual loss: {Math.Abs(earlySellProfitLoss)}, lots: {activeSellOrder.LotsRequested}");
}
else
{
Logger.LogInformation($"Early sell profit tracking: source price: {sourcePrice}, top bid price: {topBid}, profit: {earlySellProfitLoss}, lots: {activeSellOrder.LotsRequested}");
}
var response = await PlaceSellOrder(activeSellOrder.LotsRequested, topBid);
SyncActiveOrders();
Logger.LogInformation($"early sell is complete");
Expand All @@ -636,6 +675,17 @@ await marketDataStream.RequestStream.WriteAsync(new MarketDataRequest
var targetSellPrice = GetTargetSellPrice(minimumSellPrice, bestAsk);
var marketLotsAtTargetPrice = orderBook.Asks.FirstOrDefault(o => o.Price == targetSellPrice)?.Quantity ?? 0;
Logger.LogInformation($"marketLotsAtTargetPrice: {marketLotsAtTargetPrice}");

var priceChangeProfitLoss = targetSellPrice - sourcePrice;
if (priceChangeProfitLoss < 0)
{
Logger.LogWarning($"Loss detection: PRICE CHANGE to LOSS position. Source price: {sourcePrice}, new target price: {targetSellPrice}, actual loss: {Math.Abs(priceChangeProfitLoss)}, lots: {activeSellOrder.LotsRequested}");
}
else
{
Logger.LogInformation($"Price change profit tracking: source price: {sourcePrice}, new target price: {targetSellPrice}, profit: {priceChangeProfitLoss}, lots: {activeSellOrder.LotsRequested}");
}

var response = await PlaceSellOrder(activeSellOrder.LotsRequested, targetSellPrice);
ActiveSellOrderSourcePrice[response.OrderId] = sourcePrice;
SyncActiveOrders();
Expand Down Expand Up @@ -680,7 +730,17 @@ private void SetCashBalance(decimal free, decimal locked)
private decimal GetMinimumSellPrice(decimal sourcePrice)
{
var minimumSellPrice = sourcePrice + Settings.MinimumProfitSteps * PriceStep;
// Logger.LogInformation($"minimumSellPrice: {minimumSellPrice}");
var profitLoss = minimumSellPrice - sourcePrice;

if (Settings.MinimumProfitSteps < 0)
{
Logger.LogWarning($"Loss detection: selling at loss allowed. Source price: {sourcePrice}, minimum sell price: {minimumSellPrice}, potential loss: {Math.Abs(profitLoss)} ({Settings.MinimumProfitSteps} price steps)");
}
else
{
Logger.LogInformation($"Profit calculation: source price: {sourcePrice}, minimum sell price: {minimumSellPrice}, minimum profit: {profitLoss} ({Settings.MinimumProfitSteps} price steps)");
}

return minimumSellPrice;
}

Expand Down
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