trading_bot_v4

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Author	SHA1	Message	Date
mindesbunister	67dde80679	docs: Clarify orderbook shadow logging scope for next agent Key clarifications in ORDERBOOK_SHADOW_LOGGING.md: 1. Trade execution only (NOT periodic): - Orderbook captured in /api/trading/execute (lines 1037-1053) - NOT captured in /api/trading/market-data (1-minute feed) - Frequency: 3-5 orderbook snapshots per day (when trades execute) - vs. 1,440 market data updates per day (price/ATR/ADX/RSI) 2. Phase 1.5 declined (Dec 19, 2025): - User asked about 1-minute periodic orderbook capture - Agent explained tradeoffs: 1,440 API calls/day, more storage - User confirmed trade-time capture sufficient for now - Periodic monitoring not needed for Phase 1 validation 3. Scope clarity for resumption: - Phase 1 complete and deployed - Goal: Collect 50-100 trades with orderbook data - Phase 2: Real orderbook API integration (Hyperliquid/Jupiter) - Next agent: Monitor trade data collection, analyze patterns Status: ✅ All Phase 1 tasks complete, awaiting first trade validation	2025-12-19 09:07:46 +01:00
mindesbunister	6990f20d6f	feat: Orderbook shadow logging system - Phase 1 complete Implementation: - Added 7 orderbook fields to Trade model (spreadBps, imbalanceRatio, depths, impact, walls) - Oracle-based estimates with 2bps spread assumption - ENV flag: ENABLE_ORDERBOOK_LOGGING (defaults true) - Execute wrapper lines 1037-1053 guards orderbook logic Database: - Direct SQL ALTER TABLE (avoided migration drift issues) - All columns nullable DOUBLE PRECISION - Prisma schema synced via db pull + generate Deployment: - Container rebuilt and deployed successfully - All 7 columns verified accessible - System operational, ready for live trade validation Files changed: - config/trading.ts (enableOrderbookLogging flag, line 127) - types/trading.ts (orderbook interfaces) - lib/database/trades.ts (createTrade saves orderbook data) - app/api/trading/execute/route.ts (ENV wrapper lines 1037-1053) - prisma/schema.prisma (7 orderbook fields) - docs/ORDERBOOK_SHADOW_LOGGING.md (complete documentation) Status: ✅ PRODUCTION READY - awaiting first trade for validation	2025-12-19 08:51:36 +01:00

Author

SHA1

Message

Date

mindesbunister

67dde80679

docs: Clarify orderbook shadow logging scope for next agent

Key clarifications in ORDERBOOK_SHADOW_LOGGING.md:

1. Trade execution only (NOT periodic):
   - Orderbook captured in /api/trading/execute (lines 1037-1053)
   - NOT captured in /api/trading/market-data (1-minute feed)
   - Frequency: 3-5 orderbook snapshots per day (when trades execute)
   - vs. 1,440 market data updates per day (price/ATR/ADX/RSI)

2. Phase 1.5 declined (Dec 19, 2025):
   - User asked about 1-minute periodic orderbook capture
   - Agent explained tradeoffs: 1,440 API calls/day, more storage
   - User confirmed trade-time capture sufficient for now
   - Periodic monitoring not needed for Phase 1 validation

3. Scope clarity for resumption:
   - Phase 1 complete and deployed
   - Goal: Collect 50-100 trades with orderbook data
   - Phase 2: Real orderbook API integration (Hyperliquid/Jupiter)
   - Next agent: Monitor trade data collection, analyze patterns

Status: ✅ All Phase 1 tasks complete, awaiting first trade validation

2025-12-19 09:07:46 +01:00

mindesbunister

6990f20d6f

feat: Orderbook shadow logging system - Phase 1 complete

Implementation:
- Added 7 orderbook fields to Trade model (spreadBps, imbalanceRatio, depths, impact, walls)
- Oracle-based estimates with 2bps spread assumption
- ENV flag: ENABLE_ORDERBOOK_LOGGING (defaults true)
- Execute wrapper lines 1037-1053 guards orderbook logic

Database:
- Direct SQL ALTER TABLE (avoided migration drift issues)
- All columns nullable DOUBLE PRECISION
- Prisma schema synced via db pull + generate

Deployment:
- Container rebuilt and deployed successfully
- All 7 columns verified accessible
- System operational, ready for live trade validation

Files changed:
- config/trading.ts (enableOrderbookLogging flag, line 127)
- types/trading.ts (orderbook interfaces)
- lib/database/trades.ts (createTrade saves orderbook data)
- app/api/trading/execute/route.ts (ENV wrapper lines 1037-1053)
- prisma/schema.prisma (7 orderbook fields)
- docs/ORDERBOOK_SHADOW_LOGGING.md (complete documentation)

Status: ✅ PRODUCTION READY - awaiting first trade for validation

2025-12-19 08:51:36 +01:00

2 Commits