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ACTIVITY_LOG.md

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Activity Log

Completed Tasks

Phase 1: Core Infrastructure

  • Project structure setup
    • Created directory structure following the design
    • Added necessary init.py files
    • Added setup.py for package installation
    • Configured Python package structure
  • Configuration management
    • Created requirements.txt with all dependencies
    • Implemented .env.example template
    • Created settings.py for configuration handling
    • Added configuration validation
    • Added complete WebSocket configuration
    • Added performance settings
  • Logging system
    • Implemented structured logging with rotation
    • Added separate error logging
    • Configured JSON formatting for machine readability
  • Database implementation
    • Created SQLAlchemy models for Orders, TradePairs, and SystemState tables
    • Implemented database operations module with CRUD operations
    • Added session management and error handling
    • Created initial unit tests for database operations
    • Added OrderStatus and SystemStatus enums
    • Enhanced order update operations

Phase 2: Price Management & Order Calculation

  1. Implemented base WebSocket manager for handling connections
  2. Implemented market data stream for real-time price updates
  3. Refactored to align with design doc:
    • Integrated WebSocket functionality directly into price_manager.py
    • Added REST API fallback for reliability
  4. Implemented profit calculator:
    • Added minimum sell price calculation with fee handling
    • Added order size validation
    • Added net profit calculation
    • Added comprehensive test coverage
  5. Added user data stream:
    • Implemented listen key management
    • Added order execution report handling
    • Added account update processing
    • Integrated with WebSocket reconnection logic
    • Added comprehensive test coverage
  6. Implemented order manager:
    • Added order placement (BUY/SELL)
    • Added partial fill handling
    • Added position duration tracking
    • Added order status updates
    • Added comprehensive test coverage
  7. Implemented state manager:
    • Added system state persistence
    • Added graceful shutdown handling
    • Added state recovery on startup
    • Added health monitoring
    • Added comprehensive test coverage
  8. Implemented CLI utility:
    • Added position listing and viewing
    • Added manual order placement
    • Added system status display
    • Added graceful shutdown handling
    • Added error handling and formatting
  9. Added comprehensive performance tests:
    • WebSocket message throughput
    • Price update latency
    • Order processing performance
    • Calculation precision
    • State management performance
    • Concurrent operations testing

Phase 3: Order Management (Current Focus)

  1. Order tracking system implementation:
    • BUY order monitoring
      • Added comprehensive order state tracking
      • Implemented fill quantity validation
      • Added partial fill handling
      • Added monitoring cleanup
      • Added test coverage
    • SELL order placement
      • Added strict quantity validation
      • Added profit calculation with fees
      • Added existing orders validation
      • Added comprehensive test coverage
      • Added performance benchmarking
    • Partial fill handling
      • Added independent trade records for each fill
      • Added strict quantity tracking
      • Added fill validation
      • Added comprehensive test coverage
      • Added performance benchmarking
    • Position duration tracking
      • Added real-time duration monitoring
      • Added duration-based alerts
      • Added partial fill duration tracking
      • Added comprehensive test coverage
      • Added performance benchmarking
    • Order state transitions
      • Added state transition validation
      • Added transition history tracking
      • Added invalid transition handling
      • Added comprehensive test coverage
      • Added performance benchmarking
    • Database integration
      • Enhanced order creation and updates
      • Added order chain tracking
      • Added position summary calculation
      • Added comprehensive test coverage
      • Added performance benchmarking
  2. Implement order validation system:
    • New order validation (symbol, side, size limits)
    • Order update validation (status transitions, fill quantities)
    • SELL order placement validation (quantity matching, duplicates)
    • Strict size limit enforcement (max 100 USDC)
    • Comprehensive test coverage for all validation scenarios
  3. Error handling
  • WebSocket disconnection handling with exponential backoff
  • REST API fallback for price and order updates
  • State persistence and recovery
  • Graceful shutdown and cleanup
  • Comprehensive test coverage

Pending Tasks

Phase 2: Price Management (Remaining)

  • User data stream implementation
    • Order update WebSocket client
    • Fill event handling
    • Account update processing
  • Price update system completion
    • Price validation rules
    • Additional error handling
    • Integration with order management

Phase 4: Testing & Hardening

  1. Implemented integration tests:
    • Added complete trading flow tests
    • Added system recovery tests
    • Added error handling tests
    • Added WebSocket behavior tests
    • Added state transition tests

Phase 5: Documentation & Cleanup

[x] Code documentation

  • Function and class documentation
  • Architecture overview
  • Component interaction diagrams [x] User guide
  • Installation instructions
  • Configuration guide
  • Troubleshooting guide [x] API documentation
  • Internal API documentation
  • External API usage guide [x] Deployment guide
  • Environment setup
  • Production deployment steps
  • Monitoring setup [x] Maintenance procedures
  • Backup procedures
  • Recovery procedures
  • Update procedures

Next Steps:

  1. Final testing
  2. Production deployment
  3. Monitoring setup

Notes:

  • All documentation completed and organized in docs/ directory
  • README.md updated with comprehensive project overview
  • Deployment procedures documented with step-by-step instructions
  • Maintenance and recovery procedures detailed
  • API documentation includes all core components and examples

Features Added

  • WebSocket price monitoring with REST fallback
  • Profit calculation with fee consideration
  • BUY order monitoring with fill tracking
  • SELL order placement with profit targets
  • Partial fill handling as independent trades
  • Position duration tracking with alerts
  • Order state transition validation
  • Database integration with order chain tracking
  • Comprehensive order validation system:
    • New order validation (symbol, side, size limits)
    • Order update validation (status transitions, fill quantities)
    • SELL order placement validation (quantity matching, duplicates)
    • Strict size limit enforcement (max 100 USDC)
    • Comprehensive test coverage for all validation scenarios
  • Enhanced position management system:
    • Real-time position monitoring
    • Duration tracking and alerts
    • Position status updates
    • Profit/loss calculation
    • Position summary reporting
    • Comprehensive test coverage
  • Enhanced WebSocket error handling:
    • Exponential backoff for reconnection attempts (max 15 minutes)
    • REST API fallback during disconnections
    • State persistence in database
    • Connection monitoring and health checks
    • Graceful shutdown with cleanup
  • Improved error recovery:
    • Automatic state recovery after reconnection
    • Order state validation and reconciliation
    • Partial fill tracking preservation
    • Listen key management for user data stream
  • Comprehensive test coverage:
    • WebSocket reconnection scenarios
    • REST API fallback functionality
    • Invalid message handling
    • Connection monitoring
    • Graceful shutdown process

Notes

  • Successfully implemented BUY order monitoring with comprehensive test coverage
  • Added fill quantity validation to prevent quantity mismatches
  • Enhanced order state tracking with cleanup for completed orders
  • Implemented SELL order placement with strict validation and profit requirements
  • Added comprehensive test coverage for order management
  • Enhanced partial fill handling to treat each fill as independent trade
  • Added strict quantity tracking and validation for partial fills
  • Implemented real-time position duration tracking with alerts
  • Added performance benchmarks for duration tracking
  • Added state transition validation and history tracking
  • Added comprehensive test coverage for state transitions
  • Enhanced database operations with order chain tracking
  • Added position summary calculation with profit tracking
  • Added comprehensive test coverage for database operations
  • Maintained strict adherence to design requirements for order handling
  • Added centralized order validation system with comprehensive checks
  • Enhanced test coverage for all validation scenarios
  • Implemented strict size limits and duplicate prevention
  • Added real-time position monitoring with status updates
  • Enhanced position tracking with profit calculation
  • Added comprehensive position management test coverage
  • All error handling follows requirements from PRODUCTION_DESIGN.md
  • Added performance benchmarks for reconnection times
  • Enhanced logging for better debugging
  • Improved state persistence for system recovery
  • User data stream enhancements and testing completed

Phase 4: Application Setup & Initialization

[x] Created main.py as application entry point

  • Implemented Application class with proper component initialization
  • Added signal handling (SIGINT, SIGTERM)
  • Implemented graceful shutdown
  • Added comprehensive error handling and logging

[x] Environment Setup

  • Created data/ and data/logs/ directories
  • Created .env from .env.example template
  • Configured logging paths and rotation settings
  • Set default trading parameters (TRUMPUSDC, 0.3% min profit)

[x] Component Integration

  • Proper initialization order (config -> logging -> db -> components)
  • WebSocket connection management
  • Component lifecycle management (start/stop)
  • Inter-component communication (callbacks)

Next Steps:

  1. Update API credentials in .env with valid Binance API keys
  2. Verify trading parameters match requirements
  3. Run initial system test
  4. Complete end-to-end testing
  5. Add final documentation

Notes:

  • All core components implemented and tested
  • Database models and operations in place
  • WebSocket handling and error recovery implemented
  • System ready for initial testing once API credentials are configured