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AI Trading Backend — FastAPI entry point.
Endpoints:
GET /health
GET /models
GET /portfolio?mode=demo
GET /history?mode=demo&limit=50
GET /performance?mode=demo
GET /confidence?symbol=R_10
POST /predict
POST /reason
POST /paper-trade
POST /trade (live, requires DERIV_API_TOKEN)
POST /feedback
POST /retrain-request
"""
from __future__ import annotations
import logging
from typing import Optional
from fastapi import FastAPI, HTTPException, Query
from fastapi.middleware.cors import CORSMiddleware
from . import supabase_client as sb
from .config import get_settings
from .deriv_client import DerivClient, DerivError
from .paper_trader import (open_paper_trade, close_paper_trade,
get_or_create_portfolio)
from .prediction_engine import ensemble, heuristic_forecast
from .qwen_reasoner import reason as qwen_reason
from .risk import validate_trade
from .schemas import (PredictRequest, ReasonRequest, PaperTradeRequest,
TradeRequest, TradeResponse, FeedbackRequest,
RetrainRequest, StrategySignal)
from .strategy_ob_fvg import generate_signal
log = logging.getLogger("uvicorn.error")
settings = get_settings()
app = FastAPI(title="AI Trading Backend", version="0.1.0")
app.add_middleware(
CORSMiddleware,
allow_origins=settings.CORS_ORIGINS,
allow_credentials=True,
allow_methods=["*"],
allow_headers=["*"],
)
# -------------------------- system ------------------------------------------
@app.get("/health")
async def health():
return {
"ok": True,
"qwen_configured": bool(settings.HF_TOKEN),
"supabase_configured": bool(sb.sb()),
"deriv_live_enabled": bool(settings.DERIV_API_TOKEN),
"model": settings.QWEN_MODEL,
}
@app.get("/models")
async def models():
return {
"reasoner": settings.QWEN_MODEL,
"forecasters": ["heuristic-momentum-v1", "lstm-stub", "xgboost-stub",
"ensemble-v1"],
"strategies": ["ob_fvg"],
}
# -------------------------- portfolio / history ------------------------------
@app.get("/portfolio")
async def portfolio(mode: str = "demo"):
return await get_or_create_portfolio(None, mode)
@app.get("/history")
async def history(mode: str = "demo", limit: int = 50):
return sb.select("trade_history", eq={"mode": mode},
order="opened_at", desc=True, limit=limit)
@app.get("/performance")
async def performance(mode: str = "demo"):
trades = sb.select("trade_history", eq={"mode": mode, "status": "closed"},
order="closed_at", desc=True, limit=500)
if not trades:
return {"total_trades": 0, "win_rate": 0, "total_pnl": 0,
"profit_factor": 0}
wins = [t for t in trades if (t.get("pnl") or 0) > 0]
losses = [t for t in trades if (t.get("pnl") or 0) < 0]
gross_win = sum(t["pnl"] for t in wins) or 0.0
gross_loss = abs(sum(t["pnl"] for t in losses)) or 1e-9
return {
"total_trades": len(trades),
"winning_trades": len(wins),
"losing_trades": len(losses),
"win_rate": len(wins) / len(trades),
"total_pnl": sum(t["pnl"] or 0 for t in trades),
"profit_factor": gross_win / gross_loss,
}
@app.get("/confidence")
async def confidence(symbol: str = "R_10"):
rows = sb.select("predictions", eq={"symbol": symbol},
order="created_at", desc=True, limit=20)
if not rows:
return {"symbol": symbol, "avg_confidence": 0, "samples": 0}
avg = sum(float(r.get("confidence") or 0) for r in rows) / len(rows)
return {"symbol": symbol, "avg_confidence": avg, "samples": len(rows)}
# -------------------------- core AI loop ------------------------------------
@app.post("/predict", response_model=StrategySignal)
async def predict(req: PredictRequest):
"""Run OB+FVG strategy on latest Deriv candles and emit a signal."""
granularity = _granularity_seconds(req.timeframe)
client = DerivClient()
try:
candles = await client.candles(req.symbol, granularity=granularity,
count=req.lookback)
except DerivError as e:
raise HTTPException(502, f"Deriv error: {e}")
signal = generate_signal(req.symbol, req.timeframe, candles)
forecast = ensemble(candles)
# persist
pred = sb.insert("predictions", {
"symbol": req.symbol,
"timeframe": req.timeframe,
"decision": signal.decision,
"confidence": round(signal.confidence, 3),
"risk_score": round(1 - signal.confidence, 3),
"success_probability": round(signal.confidence, 3),
"reasoning": signal.rationale,
"trade_plan": {"entry": signal.entry, "sl": signal.sl, "tp": signal.tp},
"indicators": signal.indicators,
"market_state": {"forecast": forecast},
"suggested_entry": signal.entry,
"suggested_sl": signal.sl,
"suggested_tp": signal.tp,
"model_version": "ob_fvg-v1",
})
sb.insert("live_signals", {
"symbol": req.symbol,
"decision": signal.decision,
"confidence": round(signal.confidence, 3),
"price": signal.price,
"ob_zone": signal.ob.model_dump() if signal.ob else None,
"fvg_zone": signal.fvg.model_dump() if signal.fvg else None,
"reasoning": signal.rationale,
})
return signal
@app.post("/reason")
async def reason_endpoint(req: ReasonRequest):
return await qwen_reason(req.symbol, req.timeframe,
req.indicators, req.prediction, req.market_state)
# -------------------------- trading ------------------------------------------
@app.post("/paper-trade", response_model=TradeResponse)
async def paper_trade(req: PaperTradeRequest):
client = DerivClient()
tick = await client.tick(req.symbol)
price = float(tick.get("quote") or 0)
if not price:
raise HTTPException(502, "Could not fetch current price")
pf = await get_or_create_portfolio(None, "demo")
check = validate_trade(
balance=float(pf.get("balance") or 0),
open_positions=int(pf.get("open_positions") or 0),
today_pnl=float(pf.get("realized_pnl") or 0),
trade_size=req.size,
confidence=0.7, # passed when called from /predict; user override OK
max_daily_loss=settings.MAX_DAILY_LOSS_DEFAULT,
max_open_trades=settings.MAX_OPEN_TRADES_DEFAULT,
risk_percent=2.0,
)
if not check.ok:
return TradeResponse(ok=False, message=check.reason or "Rejected")
row = await open_paper_trade(req, current_price=price)
return TradeResponse(ok=True, trade_id=row.get("id"),
message="Paper trade opened")
@app.post("/trade", response_model=TradeResponse)
async def live_trade(req: TradeRequest):
if not settings.DERIV_API_TOKEN:
raise HTTPException(403,
"Live trading disabled: set DERIV_API_TOKEN in Space secrets.")
client = DerivClient(token=settings.DERIV_API_TOKEN)
contract_type = "CALL" if req.side == "BUY" else "PUT"
try:
buy = await client.buy_contract(
symbol=req.symbol, contract_type=contract_type,
amount=req.size, duration=5, duration_unit="m",
)
except DerivError as e:
raise HTTPException(502, f"Deriv: {e}")
row = sb.insert("trade_history", {
"mode": "live",
"symbol": req.symbol,
"side": req.side,
"entry_price": float(buy.get("buy_price") or 0),
"size": req.size,
"stop_loss": req.sl,
"take_profit": req.tp,
"status": "open",
"deriv_contract_id": str(buy.get("contract_id") or ""),
"prediction_id": req.prediction_id,
})
return TradeResponse(ok=True, trade_id=(row or {}).get("id"),
contract_id=str(buy.get("contract_id") or ""),
message="Live contract bought")
# -------------------------- feedback / retrain -------------------------------
@app.post("/feedback")
async def feedback(req: FeedbackRequest):
sb.insert("feedback", req.model_dump())
return {"ok": True}
@app.post("/retrain-request")
async def retrain(req: RetrainRequest):
sb.insert("logs", {
"level": "info", "source": "retrain",
"message": f"Retrain requested for {req.model_name}",
"meta": req.model_dump(),
})
return {"ok": True, "queued": True}
# -------------------------- helpers ------------------------------------------
def _granularity_seconds(tf: str) -> int:
table = {"1m": 60, "5m": 300, "15m": 900, "30m": 1800,
"1h": 3600, "4h": 14400, "1d": 86400}
return table.get(tf, 60)
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