Feat/improve bt

bots/controllers/directional_trading/dman_v3.py

@@ -48,6 +48,7 @@ class DManV3ControllerConfig(DirectionalTradingControllerConfigBase):
     )
     dca_spreads: List[Decimal] = Field(
         default="0.001,0.018,0.15,0.25",
+        validate_default=True,
         json_schema_extra={
             "prompt": "Enter the spreads for each DCA level (comma-separated) if dynamic_spread=True this value "
                       "will multiply the Bollinger Bands width, e.g. if the Bollinger Bands width is 0.1 (10%)"
@@ -56,6 +57,7 @@ class DManV3ControllerConfig(DirectionalTradingControllerConfigBase):
     )
     dca_amounts_pct: List[Decimal] = Field(
         default=None,
+        validate_default=True,
         json_schema_extra={
             "prompt": "Enter the amounts for each DCA level (as a percentage of the total balance, "
                       "comma-separated). Don't worry about the final sum, it will be normalized. ",

bots/controllers/generic/pmm.py

@@ -65,27 +65,31 @@ class PMMConfig(ControllerConfigBase):
     )
     buy_spreads: List[float] = Field(
         default="0.01,0.02",
+        validate_default=True,
         json_schema_extra={
             "prompt_on_new": True, "is_updatable": True,
             "prompt": "Enter a comma-separated list of buy spreads (e.g., '0.01, 0.02'):",
         }
     )
     sell_spreads: List[float] = Field(
         default="0.01,0.02",
+        validate_default=True,
         json_schema_extra={
             "prompt_on_new": True, "is_updatable": True,
             "prompt": "Enter a comma-separated list of sell spreads (e.g., '0.01, 0.02'):",
         }
     )
     buy_amounts_pct: Union[List[Decimal], None] = Field(
         default=None,
+        validate_default=True,
         json_schema_extra={
             "prompt_on_new": True, "is_updatable": True,
             "prompt": "Enter a comma-separated list of buy amounts as percentages (e.g., '50, 50'), or leave blank to distribute equally:",
         }
     )
     sell_amounts_pct: Union[List[Decimal], None] = Field(
         default=None,
+        validate_default=True,
         json_schema_extra={
             "prompt_on_new": True, "is_updatable": True,
             "prompt": "Enter a comma-separated list of sell amounts as percentages (e.g., '50, 50'), or leave blank to distribute equally:",
@@ -180,13 +184,17 @@ def parse_and_validate_amounts(cls, v, validation_info: ValidationInfo):
         field_name = validation_info.field_name
         if v is None or v == "":
             spread_field = field_name.replace('amounts_pct', 'spreads')
-            return [1 for _ in validation_info.data[spread_field]]
+            return [Decimal("1") for _ in validation_info.data[spread_field]]
         if isinstance(v, str):
-            return [float(x.strip()) for x in v.split(',')]
-        elif isinstance(v, list) and len(v) != len(validation_info.data[field_name.replace('amounts_pct', 'spreads')]):
+            parsed = [Decimal(x.strip()) for x in v.split(',')]
+        elif isinstance(v, list):
+            parsed = [Decimal(str(x)) for x in v]
+        else:
+            parsed = [Decimal(str(v))]
+        if len(parsed) != len(validation_info.data[field_name.replace('amounts_pct', 'spreads')]):
             raise ValueError(
                 f"The number of {field_name} must match the number of {field_name.replace('amounts_pct', 'spreads')}.")
-        return v
+        return parsed
 
     @field_validator('position_mode', mode="before")
     @classmethod

bots/controllers/generic/pmm_adjusted.py

@@ -69,27 +69,31 @@ class PMMAdjustedConfig(ControllerConfigBase):
     )
     buy_spreads: List[float] = Field(
         default="0.01,0.02",
+        validate_default=True,
         json_schema_extra={
             "prompt_on_new": True, "is_updatable": True,
             "prompt": "Enter a comma-separated list of buy spreads (e.g., '0.01, 0.02'):",
         }
     )
     sell_spreads: List[float] = Field(
         default="0.01,0.02",
+        validate_default=True,
         json_schema_extra={
             "prompt_on_new": True, "is_updatable": True,
             "prompt": "Enter a comma-separated list of sell spreads (e.g., '0.01, 0.02'):",
         }
     )
     buy_amounts_pct: Union[List[Decimal], None] = Field(
         default=None,
+        validate_default=True,
         json_schema_extra={
             "prompt_on_new": True, "is_updatable": True,
             "prompt": "Enter a comma-separated list of buy amounts as percentages (e.g., '50, 50'), or leave blank to distribute equally:",
         }
     )
     sell_amounts_pct: Union[List[Decimal], None] = Field(
         default=None,
+        validate_default=True,
         json_schema_extra={
             "prompt_on_new": True, "is_updatable": True,
             "prompt": "Enter a comma-separated list of sell amounts as percentages (e.g., '50, 50'), or leave blank to distribute equally:",
@@ -184,13 +188,17 @@ def parse_and_validate_amounts(cls, v, validation_info: ValidationInfo):
         field_name = validation_info.field_name
         if v is None or v == "":
             spread_field = field_name.replace('amounts_pct', 'spreads')
-            return [1 for _ in validation_info.data[spread_field]]
+            return [Decimal("1") for _ in validation_info.data[spread_field]]
         if isinstance(v, str):
-            return [float(x.strip()) for x in v.split(',')]
-        elif isinstance(v, list) and len(v) != len(validation_info.data[field_name.replace('amounts_pct', 'spreads')]):
+            parsed = [Decimal(x.strip()) for x in v.split(',')]
+        elif isinstance(v, list):
+            parsed = [Decimal(str(x)) for x in v]
+        else:
+            parsed = [Decimal(str(v))]
+        if len(parsed) != len(validation_info.data[field_name.replace('amounts_pct', 'spreads')]):
             raise ValueError(
                 f"The number of {field_name} must match the number of {field_name.replace('amounts_pct', 'spreads')}.")
-        return v
+        return parsed
 
     @field_validator('position_mode', mode="before")
     @classmethod

bots/controllers/generic/pmm_mister.py

@@ -25,10 +25,10 @@ class PMMisterConfig(ControllerConfigBase):
     target_base_pct: Decimal = Field(default=Decimal("0.5"), json_schema_extra={"is_updatable": True})
     min_base_pct: Decimal = Field(default=Decimal("0.3"), json_schema_extra={"is_updatable": True})
     max_base_pct: Decimal = Field(default=Decimal("0.7"), json_schema_extra={"is_updatable": True})
-    buy_spreads: List[float] = Field(default="0.0005", json_schema_extra={"is_updatable": True})
-    sell_spreads: List[float] = Field(default="0.0005", json_schema_extra={"is_updatable": True})
-    buy_amounts_pct: Union[List[Decimal], None] = Field(default="1", json_schema_extra={"is_updatable": True})
-    sell_amounts_pct: Union[List[Decimal], None] = Field(default="1", json_schema_extra={"is_updatable": True})
+    buy_spreads: List[float] = Field(default="0.0005", validate_default=True, json_schema_extra={"is_updatable": True})
+    sell_spreads: List[float] = Field(default="0.0005", validate_default=True, json_schema_extra={"is_updatable": True})
+    buy_amounts_pct: Union[List[Decimal], None] = Field(default="1", validate_default=True, json_schema_extra={"is_updatable": True})
+    sell_amounts_pct: Union[List[Decimal], None] = Field(default="1", validate_default=True, json_schema_extra={"is_updatable": True})
     executor_refresh_time: int = Field(default=30, json_schema_extra={"is_updatable": True})
 
     # Enhanced timing parameters
@@ -89,9 +89,10 @@ def parse_and_validate_amounts(cls, v, validation_info: ValidationInfo):
         field_name = validation_info.field_name
         if v is None or v == "":
             spread_field = field_name.replace('amounts_pct', 'spreads')
-            return [1 for _ in validation_info.data[spread_field]]
+            return [Decimal("1") for _ in validation_info.data[spread_field]]
         parsed = parse_comma_separated_list(v)
-        if isinstance(parsed, list) and len(parsed) != len(
+        parsed = [Decimal(str(x)) for x in parsed]
+        if len(parsed) != len(
                 validation_info.data[field_name.replace('amounts_pct', 'spreads')]):
             raise ValueError(
                 f"The number of {field_name} must match the number of {field_name.replace('amounts_pct', 'spreads')}.")

bots/controllers/market_making/dman_maker_v2.py

@@ -22,9 +22,11 @@ class DManMakerV2Config(MarketMakingControllerConfigBase):
     # DCA configuration
     dca_spreads: List[Decimal] = Field(
         default="0.01,0.02,0.04,0.08",
+        validate_default=True,
         json_schema_extra={"prompt": "Enter a comma-separated list of spreads for each DCA level: ", "prompt_on_new": True})
     dca_amounts: List[Decimal] = Field(
         default="0.1,0.2,0.4,0.8",
+        validate_default=True,
         json_schema_extra={"prompt": "Enter a comma-separated list of amounts for each DCA level: ", "prompt_on_new": True})
     top_executor_refresh_time: Optional[float] = Field(default=None, json_schema_extra={"is_updatable": True})
     executor_activation_bounds: Optional[List[Decimal]] = Field(default=None, json_schema_extra={"is_updatable": True})
@@ -55,13 +57,17 @@ def parse_dca_spreads(cls, v):
     @classmethod
     def parse_and_validate_dca_amounts(cls, v, validation_info):
         if v is None or v == "":
-            return [1 for _ in validation_info.data['dca_spreads']]
+            return [Decimal("1") for _ in validation_info.data['dca_spreads']]
         if isinstance(v, str):
-            return [float(x.strip()) for x in v.split(',')]
-        elif isinstance(v, list) and len(v) != len(validation_info.data['dca_spreads']):
+            parsed = [Decimal(x.strip()) for x in v.split(',')]
+        elif isinstance(v, list):
+            parsed = [Decimal(str(x)) for x in v]
+        else:
+            parsed = [Decimal(str(v))]
+        if len(parsed) != len(validation_info.data['dca_spreads']):
             raise ValueError(
                 f"The number of dca amounts must match the number of {validation_info.data['dca_spreads']}.")
-        return v
+        return parsed
 
 
 class DManMakerV2(MarketMakingControllerBase):

database/connection.py

@@ -69,6 +69,11 @@ async def _run_migrations(self, conn):
                 "executors", "error_log",
                 "ALTER TABLE executors ADD COLUMN error_log TEXT"
             ),
+            # Add cum_fees_quote to position_holds table for tracking fees
+            (
+                "position_holds", "cum_fees_quote",
+                "ALTER TABLE position_holds ADD COLUMN cum_fees_quote NUMERIC(30,18) NOT NULL DEFAULT 0"
+            ),
         ]
         for table, column, sql in migrations:
             try:

database/models.py

@@ -414,6 +414,7 @@ class PositionHoldRecord(Base):
     sell_amount_base = Column(Numeric(precision=30, scale=18), nullable=False, default=0)
     sell_amount_quote = Column(Numeric(precision=30, scale=18), nullable=False, default=0)
     realized_pnl_quote = Column(Numeric(precision=30, scale=18), nullable=False, default=0)
+    cum_fees_quote = Column(Numeric(precision=30, scale=18), nullable=False, default=0)
 
     # Tracking
     executor_ids = Column(Text, nullable=True)  # JSON array of executor IDs

database/repositories/executor_repository.py

@@ -195,10 +195,13 @@ async def upsert_position_hold(
             sell_amount_base: Decimal,
             sell_amount_quote: Decimal,
             realized_pnl_quote: Decimal,
-            executor_ids: List[str]
+            cum_fees_quote: Decimal = Decimal("0"),
+            executor_ids: List[str] = None
     ) -> PositionHoldRecord:
         """Create or update a position hold record."""
         import json as _json
+        if executor_ids is None:
+            executor_ids = []
 
         stmt = select(PositionHoldRecord).where(and_(
             PositionHoldRecord.account_name == account_name,
@@ -216,6 +219,7 @@ async def upsert_position_hold(
             record.sell_amount_base = sell_amount_base
             record.sell_amount_quote = sell_amount_quote
             record.realized_pnl_quote = realized_pnl_quote
+            record.cum_fees_quote = cum_fees_quote
             record.executor_ids = _json.dumps(executor_ids)
         else:
             record = PositionHoldRecord(
@@ -228,6 +232,7 @@ async def upsert_position_hold(
                 sell_amount_base=sell_amount_base,
                 sell_amount_quote=sell_amount_quote,
                 realized_pnl_quote=realized_pnl_quote,
+                cum_fees_quote=cum_fees_quote,
                 executor_ids=_json.dumps(executor_ids),
                 status="ACTIVE",
             )