134 lines
4.2 KiB
Python
134 lines
4.2 KiB
Python
from fastapi import APIRouter, HTTPException
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from typing import Dict
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from datetime import datetime, timezone
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from app.services.risk import validate_order
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router = APIRouter(prefix="/trading", tags=["Trading"])
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# In-memory simulation state (for MVP - will use DB in future)
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simulation_state = {
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"cash": 100000.0,
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"initial_capital": 100000.0,
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"position": None,
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"trades": [],
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"equity_history": [], # list of {time: epoch_sec, equity: float}
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}
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def _compute_equity_at_price(price: float) -> float:
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pos = simulation_state.get("position")
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qty = pos["quantity"] if pos else 0.0
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return float(simulation_state.get("cash", 0.0) + qty * price)
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@router.post("/execute")
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async def execute_trade(trade: Dict):
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"""
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Execute a trade in the simulation.
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- Validates simple risk rules (position cap, anti-stacking)
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- Updates cash/position
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- Records trade with timestamp
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- Appends equity snapshot after execution
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"""
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try:
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action = trade.get("action")
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quantity = float(trade.get("quantity")) if trade.get("quantity") is not None else None
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price = float(trade.get("price")) if trade.get("price") is not None else None
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if not all([action, quantity is not None, price is not None]):
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raise HTTPException(status_code=400, detail="Missing required fields")
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# Risk validation prior to execution
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try:
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validate_order(simulation_state, action, quantity, price)
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except ValueError as ve:
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raise HTTPException(status_code=400, detail=str(ve))
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total = quantity * price
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if action == "BUY":
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if total > simulation_state["cash"]:
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raise HTTPException(status_code=400, detail="Insufficient funds")
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simulation_state["cash"] -= total
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if simulation_state["position"] is None:
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simulation_state["position"] = {
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"symbol": "XAU/USD",
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"quantity": quantity,
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"avg_price": price,
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}
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else:
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# Update average price for additional buy
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pos = simulation_state["position"]
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new_qty = pos["quantity"] + quantity
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new_avg = (
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pos["avg_price"] * pos["quantity"] + price * quantity
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) / new_qty
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pos["quantity"] = new_qty
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pos["avg_price"] = new_avg
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elif action == "SELL":
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if (
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simulation_state["position"] is None
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or quantity > simulation_state["position"]["quantity"]
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):
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raise HTTPException(status_code=400, detail="Insufficient position")
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simulation_state["cash"] += total
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pnl = (price - simulation_state["position"]["avg_price"]) * quantity
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simulation_state["position"]["quantity"] -= quantity
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if simulation_state["position"]["quantity"] == 0:
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simulation_state["position"] = None
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trade["pnl"] = pnl
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else:
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raise HTTPException(status_code=400, detail="Unsupported action")
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now_ts = int(datetime.now(timezone.utc).timestamp())
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trade["id"] = len(simulation_state["trades"]) + 1
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trade["timestamp"] = now_ts
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simulation_state["trades"].append(trade)
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# Append equity snapshot post trade using trade price
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equity = _compute_equity_at_price(price)
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simulation_state["equity_history"].append({"time": now_ts, "equity": equity})
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return trade
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except HTTPException:
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raise
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except Exception as e:
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raise HTTPException(status_code=500, detail=str(e))
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@router.get("/portfolio")
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async def get_portfolio():
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"""Get current portfolio state"""
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return simulation_state
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@router.post("/reset")
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async def reset_simulation():
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"""Reset simulation to initial state"""
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global simulation_state
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simulation_state = {
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"cash": 100000.0,
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"initial_capital": 100000.0,
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"position": None,
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"trades": [],
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"equity_history": [],
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}
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return {"message": "Simulation reset successfully"}
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@router.get("/history")
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async def get_trade_history():
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"""Get trade history"""
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return simulation_state["trades"]
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