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Add detailed spread volatility metric logging to DcaProcessor #80

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Add detailed spread volatility metric logging to DcaProcessor #80

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8 changes: 5 additions & 3 deletions IntelliTrader.Trading/Processors/DcaProcessor.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -32,12 +32,14 @@ public void Process(ITradingPair tradingPair, IPairConfig pairConfig, Concurrent
baseSpread = safety.MaxTrailingSpread;
}

decimal spreadRatio = baseSpread > 0 ? tradingPair.CurrentSpread / baseSpread : 0m;

// Extra safety boundary check: extremely high spread (> 3x base spread)
if (tradingPair.CurrentSpread > 3 * baseSpread)
{
if (task.LoggingEnabled)
{
loggingService.Info($"DCA postponed for {tradingPair.FormattedName} due to extremely high spread: {tradingPair.CurrentSpread:0.00}% (Threshold: {3 * baseSpread:0.00}%)");
loggingService.Info($"DCA postponed for {tradingPair.FormattedName} due to extremely high spread: {tradingPair.CurrentSpread:0.00}% (Base: {baseSpread:0.00}%, Spread Ratio: {spreadRatio:0.00}x, Threshold: {3 * baseSpread:0.00}%)");
}
return;
}
Expand All @@ -49,7 +51,7 @@ public void Process(ITradingPair tradingPair, IPairConfig pairConfig, Concurrent
{
if (task.LoggingEnabled)
{
loggingService.Info($"DCA paused for {tradingPair.FormattedName} due to high spread: {tradingPair.CurrentSpread:0.00}%");
loggingService.Info($"DCA paused for {tradingPair.FormattedName} due to high spread: {tradingPair.CurrentSpread:0.00}% (Base: {baseSpread:0.00}%, Spread Ratio: {spreadRatio:0.00}x)");
}
return;
}
Expand Down Expand Up @@ -138,7 +140,7 @@ public void Process(ITradingPair tradingPair, IPairConfig pairConfig, Concurrent
{
loggingService.Info($"DCA triggered for {tradingPair.FormattedName}. Margin: {tradingPair.CurrentMargin:0.00}, " +
$"Level (Base): {pairConfig.NextDCAMargin:0.00}, Level (Effective): {effectiveNextDCAMargin:0.00}, " +
$"Volatility Factor: {volatilityFactor:0.00} (Spread: {tradingPair.CurrentSpread:0.00}%, Signal Vol: {maxSignalVolatility:0.00}), " +
$"Volatility Factor: {volatilityFactor:0.00} (Spread: {tradingPair.CurrentSpread:0.00}%, Base Spread: {baseSpread:0.00}%, Spread Ratio: {spreadRatio:0.00}x, Spread Factor: {spreadFactor:0.00}, Signal Vol: {maxSignalVolatility:0.00}, Signal Vol Factor: {signalVolatilityFactor:0.00}, Max Vol Cap: {maxVolatilityCap:0.00}), " +
$"Multiplier: {pairConfig.BuyMultiplier}, " +
$"Global Rating: {(globalRating.HasValue ? globalRating.Value.ToString("0.00") : "N/A")}, " +
$"Scaling Factor: {scalingFactor:0.00}, Base Cost: {tradingPair.Cost * pairConfig.BuyMultiplier:0.00}, Scaled Cost: {buyOptions.MaxCost:0.00}");
Expand Down
17 changes: 16 additions & 1 deletion magda_agent_system/agent_tasks.json
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Original file line number Diff line number Diff line change
Expand Up @@ -491,7 +491,7 @@
},
{
"id": "trading-spread-volatility-logging",
"status": "todo",
"status": "done",
"area": "trading",
"risk": "low",
"title": "Add detailed spread volatility metric logging to DcaProcessor",
Expand All @@ -503,6 +503,21 @@
"acceptance": [
"DcaProcessor outputs structured log entries with spread ratios and volatility scaling factors."
]
},
{
"id": "trading-processor-metrics-logging",
"status": "todo",
"area": "trading",
"risk": "low",
"title": "Add structured execution timing diagnostic logging to SellProcessor",
"description": "Add diagnostic timing and parameter logging to SellProcessor execution routines for performance tracking.",
"allowed_paths": [
"IntelliTrader.Trading/Processors/SellProcessor.cs",
"magda_agent_system/agent_tasks.json"
],
"acceptance": [
"SellProcessor outputs structured timing diagnostic logs under debug/info mode."
]
}
]
}