Update Quasar_axrvi_ranker.py

Quasar_axrvi_ranker.py

@@ -415,6 +415,7 @@ class Trade:
     unrealized_pnl: float = 0.0
     realized_pnl:   float = 0.0
     fees:           float = 0.0
+    contract_id:    Optional[str] = None   # Deriv contract ID — set on buy confirmation
 
     def compute_unrealized_pnl(self, current_price: float) -> float:
         if self.direction == TradeDirection.LONG:
@@ -3175,6 +3176,12 @@ class QuasarAXRVIBridge:
         # [S8] Per-trade tick counters for minimum holding check (optimal stopping)
         self._trade_tick_counts: Dict[str, int] = {}
 
+        # ── Deriv req_id → trade_id mapping (for contract_id binding) ────────
+        # When we send a buy, we record req_id→trade_id here so that when the
+        # buy confirmation arrives in _on_deriv_message we can bind the
+        # contract_id back to the correct Trade object.
+        self._pending_req_to_trade: Dict[int, str] = {}
+
         self._sync_thread:  Optional[threading.Thread]          = None
         self._sync_loop:    Optional[asyncio.AbstractEventLoop] = None
 
@@ -3318,7 +3325,25 @@ class QuasarAXRVIBridge:
             if "tick" in msg:
                 self._on_price_tick(msg["tick"])
             elif "buy" in msg:
-                logger.info(f"✅ Trade confirmed | contract_id={msg['buy'].get('contract_id')}")
+                contract_id = msg["buy"].get("contract_id")
+                req_id      = msg.get("req_id")
+                trade_id    = self._pending_req_to_trade.pop(req_id, None)
+                if trade_id and contract_id:
+                    # Bind the Deriv contract_id to the internal Trade object so
+                    # _close_position can send a sell for early exit
+                    with self.position_mgr._lock:
+                        trade = self.position_mgr._open_trades.get(trade_id)
+                        if trade:
+                            trade.contract_id = str(contract_id)
+                    logger.info(
+                        f"✅ Trade confirmed | trade_id={trade_id} | "
+                        f"contract_id={contract_id}"
+                    )
+                else:
+                    logger.info(
+                        f"✅ Buy confirmation received | contract_id={contract_id} | "
+                        f"req_id={req_id} (trade_id lookup: {trade_id})"
+                    )
             elif "error" in msg:
                 logger.error(f"⚠️  Deriv error: {msg['error']}")
                 if self.ranker_logger:
@@ -3389,6 +3414,47 @@ class QuasarAXRVIBridge:
         direction = TradeDirection.LONG if action == "BUY" else TradeDirection.SHORT
         self.position_mgr.open_trade(trade_id, asset, direction, price, quantity)
 
+        # ── Send actual buy order to Deriv API ────────────────────────────────
+        # Everything above is internal bookkeeping; THIS is what places the real
+        # trade on Deriv. Without this call the contract never exists on their end.
+        deriv_symbol = SYMBOL_MAP_REVERSE.get(asset)
+        if deriv_symbol and self.ws_client and self.ws_client.connected:
+            contract_type = "CALL" if action == "BUY" else "PUT"
+            buy_msg = {
+                "buy": "1",
+                "parameters": {
+                    "amount":        self.trade_config.amount,
+                    "basis":         "stake",
+                    "contract_type": contract_type,
+                    "currency":      "USD",
+                    "duration":      self.trade_config.expiry_time,
+                    "duration_unit": "s",
+                    "symbol":        deriv_symbol,
+                },
+            }
+            sent = await self.ws_client.send_message(buy_msg)
+            if sent:
+                # send_message stamps req_id on buy_msg in-place — record the
+                # mapping so _on_deriv_message can bind contract_id to this trade
+                self._pending_req_to_trade[buy_msg["req_id"]] = trade_id
+                logger.info(
+                    f"[{asset}] 📤 Deriv BUY sent | "
+                    f"contract={contract_type} | "
+                    f"amount={self.trade_config.amount} | "
+                    f"duration={self.trade_config.expiry_time}s | "
+                    f"req_id={buy_msg['req_id']}"
+                )
+            else:
+                logger.error(
+                    f"[{asset}] ❌ Deriv BUY send FAILED — ws_client.send_message returned False"
+                )
+        else:
+            logger.error(
+                f"[{asset}] ❌ Cannot send Deriv BUY — "
+                f"deriv_symbol={deriv_symbol} | "
+                f"ws_connected={self.ws_client.connected if self.ws_client else 'no client'}"
+            )
+
         # Register committed notional with risk manager
         self.portfolio_risk_mgr.register_open(trade_id, quantity * price)
 
@@ -3407,6 +3473,31 @@ class QuasarAXRVIBridge:
     # ── Position monitoring ──────────────────────────��─────────────────────────────────
 
     async def _close_position(self, trade_id: str, exit_price: float) -> None:
+        # ── Early-exit sell on Deriv ──────────────────────────────────────────
+        # Retrieve contract_id BEFORE close_trade() removes the trade from
+        # _open_trades.  price=0 means "sell at best available market price".
+        with self.position_mgr._lock:
+            open_trade = self.position_mgr._open_trades.get(trade_id)
+            cid = open_trade.contract_id if open_trade else None
+
+        if cid and self.ws_client and self.ws_client.connected:
+            sell_sent = await self.ws_client.send_message({
+                "sell":  cid,
+                "price": 0,   # 0 = market price / best available
+            })
+            if sell_sent:
+                logger.info(f"[{trade_id}] 📤 Deriv SELL sent | contract_id={cid}")
+            else:
+                logger.error(f"[{trade_id}] ❌ Deriv SELL send FAILED | contract_id={cid}")
+        elif not cid:
+            # contract_id was never bound — buy confirmation hasn't arrived yet
+            # or trade was opened before this fix was deployed.  Log and continue
+            # so internal bookkeeping still closes cleanly.
+            logger.warning(
+                f"[{trade_id}] ⚠️  No contract_id bound — cannot send Deriv SELL. "
+                f"Contract may expire naturally on Deriv side."
+            )
+
         fees  = exit_price * self.trade_config.commission_rate
         trade = self.position_mgr.close_trade(trade_id, exit_price, fees)
         if not trade: