Enhance EVMTrader with volume and PnL metrics

Author: expertdicer

sai-trading/cmd/trader/main.go

@@ -620,6 +620,9 @@ func setupConfig(requireAuth bool) (evmtrader.Config, error) {
 	// Load Slack webhook from environment variable
 	cfg.SlackWebhook = os.Getenv("SLACK_WEBHOOK")
 
+	// Optional
+	cfg.KeeperDBDSN = os.Getenv("KEEPER_DB_DSN")
+
 	return cfg, nil
 }
 

sai-trading/services/evmtrader/auto_trader.go

@@ -518,17 +518,21 @@ func (t *EVMTrader) runHealthCheck(ctx context.Context, cfg AutoTradingConfig, c
 		fields["balance_"+denom] = balance.String()
 	}
 
-	// 24h metrics derived from CSV logs.
+	// 24h metrics derived from CSV logs and sai-keeper.
 	nowUTC := time.Now().UTC()
-	metrics := compute24hMetrics(nowUTC, "logs")
+	metrics := compute24hMetrics(ctx, nowUTC, "logs", t.keeper, t.ethAddrBech32)
 	fields["positions_opened_24h"] = metrics.positionsOpened24h
 	fields["positions_closed_24h"] = metrics.positionsClosed24h
 	fields["failed_txs_24h"] = metrics.failedTxs24h
 	fields["failed_reason_types"] = metrics.failedReasonsBlock
 	fields["failed_reason"] = metrics.failedReasonsBlock
-	// TODO: Add volume generated and realized PnL
-	fields["volume_generated"] = "N/A"
-	fields["realized_pnl"] = "N/A"
+	if t.keeper != nil {
+		fields["volume_generated"] = fmt.Sprintf("%.2f USD", metrics.volumeUSD)
+		fields["realized_pnl"] = fmt.Sprintf("%.2f USD", metrics.realizedPnL)
+	} else {
+		fields["volume_generated"] = "N/A"
+		fields["realized_pnl"] = "N/A"
+	}
 
 	// Best-effort market pair labels for Slack readability.
 	marketPairs := make([]string, 0, len(marketIndices))

sai-trading/services/evmtrader/config.go

@@ -44,6 +44,8 @@ type Config struct {
 
 	// Static JSON file for trades
 	TradeJSONFile string // Path to JSON file with open_trade parameters
+
+	KeeperDBDSN string
 }
 
 // ContractAddresses stores addresses/ids loaded from localnet_contracts.env

sai-trading/services/evmtrader/evm_trader.go

@@ -44,6 +44,8 @@ type EVMTrader struct {
 
 	tradeLogMu sync.Mutex
 	openTrades map[uint64]*tradeLifecycle
+
+	keeper *KeeperClient
 }
 
 // tradeLifecycle stores metadata about an open trade so that when it closes,
@@ -162,6 +164,14 @@ func New(ctx context.Context, cfg Config) (*EVMTrader, error) {
 		openTrades:          make(map[uint64]*tradeLifecycle),
 	}
 
+	if cfg.KeeperDBDSN != "" {
+		if kc, err := NewKeeperClient(cfg.KeeperDBDSN); err != nil {
+			fmt.Printf("Warning: failed to init keeper client: %v\n", err)
+		} else {
+			trader.keeper = kc
+		}
+	}
+
 	return trader, nil
 }
 
@@ -176,6 +186,12 @@ func (t *EVMTrader) Close() {
 			t.logWarn("Failed to close gRPC connection", "error", err.Error())
 		}
 	}
+
+	if t.keeper != nil {
+		if err := t.keeper.Close(); err != nil {
+			t.logWarn("Failed to close keeper DB", "error", err.Error())
+		}
+	}
 }
 
 // OpenTradeFromConfig opens a trade using the trader's configuration

sai-trading/services/evmtrader/keeper_client.go

@@ -0,0 +1,65 @@
+package evmtrader
+
+import (
+	"context"
+	"database/sql"
+	"fmt"
+	"time"
+
+	_ "github.com/lib/pq"
+)
+
+type KeeperClient struct {
+	db *sql.DB
+}
+
+type KeeperUser24hStats struct {
+	VolumeUSD   float64
+	RealizedPnL float64
+}
+
+func NewKeeperClient(dsn string) (*KeeperClient, error) {
+	db, err := sql.Open("postgres", dsn)
+	if err != nil {
+		return nil, fmt.Errorf("open keeper db: %w", err)
+	}
+
+	db.SetMaxOpenConns(1)
+	db.SetMaxIdleConns(1)
+	db.SetConnMaxLifetime(30 * time.Minute)
+
+	return &KeeperClient{db: db}, nil
+}
+
+func (kc *KeeperClient) ComputeUser24hStats(ctx context.Context, trader string) (KeeperUser24hStats, error) {
+	var out KeeperUser24hStats
+
+	const q = `
+WITH recent AS (
+  SELECT h.*
+  FROM perp_trade_history h
+  JOIN block b ON b.block = h.block
+  WHERE h.trader = $1
+    AND b.block_ts >= now() - interval '24 hours'
+    AND h.trade_change_type IN ('position_closed', 'position_closed_liquidation')
+)
+SELECT
+  COALESCE(SUM(notional_usd), 0)     AS volume_usd,
+  COALESCE(SUM(realized_pnl_usd), 0) AS realized_pnl_usd
+FROM recent;
+`
+
+	row := kc.db.QueryRowContext(ctx, q, trader)
+	if err := row.Scan(&out.VolumeUSD, &out.RealizedPnL); err != nil {
+		return KeeperUser24hStats{}, fmt.Errorf("scan keeper stats: %w", err)
+	}
+
+	return out, nil
+}
+
+func (kc *KeeperClient) Close() error {
+	if kc.db != nil {
+		return kc.db.Close()
+	}
+	return nil
+}

sai-trading/services/evmtrader/status_report.go

@@ -1,6 +1,7 @@
 package evmtrader
 
 import (
+	"context"
 	"encoding/csv"
 	"os"
 	"path/filepath"
@@ -15,9 +16,11 @@ type status24hMetrics struct {
 	positionsClosed24h int
 	failedTxs24h       int
 	failedReasonsBlock string
+	volumeUSD          float64
+	realizedPnL        float64
 }
 
-func compute24hMetrics(now time.Time, logsDir string) status24hMetrics {
+func compute24hMetrics(ctx context.Context, now time.Time, logsDir string, keeper *KeeperClient, traderAddr string) status24hMetrics {
 	cutoff := now.Add(-24 * time.Hour)
 	out := status24hMetrics{}
 
@@ -94,6 +97,13 @@ func compute24hMetrics(now time.Time, logsDir string) status24hMetrics {
 
 	out.failedReasonsBlock = formatFailedReasonsBlock(reasonCounts)
 
+	if keeper != nil && ctx != nil && ctx.Err() == nil && traderAddr != "" {
+		if stats, err := keeper.ComputeUser24hStats(ctx, traderAddr); err == nil {
+			out.volumeUSD = stats.VolumeUSD
+			out.realizedPnL = stats.RealizedPnL
+		}
+	}
+
 	return out
 }