| Implement real LONG/SHORT trading on Binance Testnet with full visibility in the Testnet tab. |
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| ## Context |
| - The DRL trading bot already makes LONG/SHORT decisions (PPO agent + composite scorer + 3-tier decision system) |
| - Currently the bot's trades are DRY RUN only (logged but not executed on the exchange) |
| - Binance Testnet API keys are in .env: BINANCE_TESTNET_API_KEY and BINANCE_TESTNET_API_SECRET |
| - The testnet connects to https://testnet.binance.vision/ |
| - The server runs locally and can reach Binance testnet directly (no proxy needed) |
| - The BinanceConnector class in src/api/binance.py handles exchange connectivity |
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| ## Requirements |
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| ### 1. Testnet Trade Execution |
| - Mirror the EXACT same trading logic the bot uses for dry-run trades (from live_trading_multi.py) |
| - When the bot decides to OPEN_LONG, OPEN_SHORT, CLOSE_LONG, CLOSE_SHORT — execute the same trade on Binance testnet |
| - Use the same position sizing, SL/TP logic, split entry (50% market + 50% limit) |
| - Store testnet trades separately from the bot's dry-run trades (different MongoDB collection: testnet_trades) |
| - Each testnet trade should record: symbol, action, side, price, amount, order_id, timestamp, pnl, sl, tp, confidence |
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| ### 2. Testnet Trade API Endpoints (add to api_server.py) |
| - GET /api/testnet/trades — all testnet trade history |
| - GET /api/testnet/positions — current open positions on testnet |
| - GET /api/testnet/pnl — realized + unrealized PNL from testnet trades |
| - POST /api/testnet/execute — manually trigger a testnet trade (for testing) |
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| ### 3. Testnet Tab UI (update app.py testnet section) |
| Show full visibility: |
| - **Open Positions table**: symbol, side (LONG/SHORT), entry price, current price, unrealized PNL, SL, TP |
| - **Trade History table**: all executed testnet trades with timestamp, symbol, action, price, amount, PNL, order_id |
| - **PNL Summary**: total realized PNL, total unrealized PNL, win rate, total trades |
| - **Equity Curve chart**: plot cumulative PNL over time from testnet trades |
| - **Live Order Book**: show any open/pending orders on testnet |
| - Make sure ALL data comes from the API endpoints (client-mode compatible) |
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| ### 4. Auto-Execution Hook |
| - Add a hook in the trading loop (live_trading_multi.py or api_server.py) that: |
| - Listens for bot trade decisions |
| - Mirrors each decision to testnet in real-time |
| - Logs both the bot's dry-run result and the testnet execution result |
| - This should be toggleable via env var: TESTNET_MIRROR=true/false |
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| ### 5. Integration Tests |
| - Test testnet trade execution (place a small market buy on testnet) |
| - Test /api/testnet/trades returns trade history |
| - Test /api/testnet/positions returns open positions |
| - Test PNL calculation from testnet trades |
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| ## Important Rules |
| - NO mock/fake data — all trades must be real testnet executions |
| - NO hardcoded values — all prices, amounts from real API responses |
| - Guard all None values in f-strings (ui-type-safety skill) |
| - Push to HF dev space after changes |
| - Check container logs — auto-fix loop until zero errors |
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| ## Git/Deploy |
| - Work on hf-clean branch |
| - Push to chen470/drl-trading-bot-dev2 |
| - HF_TOKEN from .env |
| - Factory restart after push |
| - Verify container logs clean |
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| Write plan to TESTNET_TRADING_PLAN.md first, then implement. |
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