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13fb76c | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 | """Virtual paper-trading engine. Uses live Deriv prices but never executes."""
from __future__ import annotations
from typing import Any, Optional
from datetime import datetime, timezone
import uuid
from . import supabase_client as sb
from .config import get_settings
from .schemas import PaperTradeRequest
async def get_or_create_portfolio(user_id: Optional[str], mode: str = "demo") -> dict:
rows = sb.select("portfolio", eq={"mode": mode, "user_id": user_id} if user_id
else {"mode": mode}, limit=1)
if rows:
return rows[0]
s = get_settings()
created = sb.insert("portfolio", {
"user_id": user_id, "mode": mode,
"balance": s.DEMO_STARTING_BALANCE,
"equity": s.DEMO_STARTING_BALANCE,
})
return created or {
"balance": s.DEMO_STARTING_BALANCE,
"equity": s.DEMO_STARTING_BALANCE,
"open_positions": 0, "realized_pnl": 0, "unrealized_pnl": 0,
}
async def open_paper_trade(req: PaperTradeRequest, current_price: float,
user_id: Optional[str] = None) -> dict[str, Any]:
portfolio = await get_or_create_portfolio(user_id, "demo")
entry = req.entry or current_price
row = sb.insert("trade_history", {
"id": str(uuid.uuid4()),
"user_id": user_id,
"prediction_id": req.prediction_id,
"mode": "demo",
"symbol": req.symbol,
"side": req.side,
"entry_price": entry,
"size": req.size,
"stop_loss": req.sl,
"take_profit": req.tp,
"status": "open",
"reason_opened": "AI signal accepted",
"opened_at": datetime.now(timezone.utc).isoformat(),
})
if portfolio.get("id"):
sb.update("portfolio", portfolio["id"], {
"open_positions": (portfolio.get("open_positions") or 0) + 1,
})
return row or {}
async def close_paper_trade(trade_id: str, exit_price: float,
reason: str = "manual close") -> dict[str, Any]:
rows = sb.select("trade_history", eq={"id": trade_id}, limit=1)
if not rows:
return {"ok": False, "message": "Trade not found"}
t = rows[0]
sign = 1 if t["side"] == "BUY" else -1
pnl = sign * (exit_price - float(t["entry_price"])) * float(t["size"])
sb.update("trade_history", trade_id, {
"exit_price": exit_price,
"pnl": pnl,
"status": "closed",
"reason_closed": reason,
"closed_at": datetime.now(timezone.utc).isoformat(),
})
pf = await get_or_create_portfolio(t.get("user_id"), "demo")
if pf.get("id"):
sb.update("portfolio", pf["id"], {
"realized_pnl": float(pf.get("realized_pnl") or 0) + pnl,
"balance": float(pf.get("balance") or 0) + pnl,
"equity": float(pf.get("equity") or 0) + pnl,
"open_positions": max(0, (pf.get("open_positions") or 1) - 1),
})
return {"ok": True, "pnl": pnl}
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