trading_bot_v4/lib/trading/smart-validation-queue.ts

/**
 * Smart Entry Validation Queue
 * 
 * Purpose: Monitor blocked signals (quality 50-89) and validate them using 1-minute price action.
 * Instead of hard-blocking marginal quality signals, we "Block & Watch" - enter if price confirms
 * the direction, abandon if price moves against us.
 * 
 * This system bridges the gap between:
 * - High quality signals (90+): Immediate execution
 * - Marginal quality signals (50-89): Block & Watch → Execute if confirmed
 * - Low quality signals (<50): Hard block, no validation
 */

import { getMarketDataCache } from './market-data-cache'
import { logger } from '../utils/logger'
import { getMergedConfig } from '../../config/trading'
import { sendValidationNotification } from '../notifications/telegram'

interface QueuedSignal {
  id: string
  symbol: string
  direction: 'long' | 'short'
  originalPrice: number
  originalSignalData: {
    atr?: number
    adx?: number
    rsi?: number
    volumeRatio?: number
    pricePosition?: number
    indicatorVersion?: string
    timeframe?: string
  }
  qualityScore: number
  blockedAt: number // Unix timestamp
  entryWindowMinutes: number // How long to watch (default: 10)
  confirmationThreshold: number // % move needed to confirm (default: 0.3%)
  maxDrawdown: number // % move against to abandon (default: -0.4%)
  highestPrice?: number // Track highest price seen (for longs)
  lowestPrice?: number // Track lowest price seen (for shorts)
  status: 'pending' | 'confirmed' | 'abandoned' | 'expired' | 'executed'
  validatedAt?: number
  executedAt?: number
  executionPrice?: number
  tradeId?: string
}

class SmartValidationQueue {
  private queue: Map<string, QueuedSignal> = new Map()
  private monitoringInterval?: NodeJS.Timeout
  private isMonitoring = false

  constructor() {
    logger.log('🧠 Smart Validation Queue initialized')
  }

  /**
   * Add a blocked signal to validation queue
   */
  async addSignal(params: {
    blockReason: string
    symbol: string
    direction: 'long' | 'short'
    originalPrice: number
    qualityScore: number
    atr?: number
    adx?: number
    rsi?: number
    volumeRatio?: number
    pricePosition?: number
    indicatorVersion?: string
    timeframe?: string
  }): Promise<QueuedSignal | null> {
    const config = getMergedConfig()

    // Only queue signals blocked for quality (not cooldown, rate limits, etc.)
    if (params.blockReason !== 'QUALITY_SCORE_TOO_LOW') {
      return null
    }

    // Only queue marginal quality signals (50-89)
    // Below 50: Too low quality, don't validate
    // 90+: Should have been executed, not blocked
    if (params.qualityScore < 50 || params.qualityScore >= 90) {
      return null
    }

    const signalId = `${params.symbol}_${params.direction}_${Date.now()}`
    
    const queuedSignal: QueuedSignal = {
      id: signalId,
      symbol: params.symbol,
      direction: params.direction,
      originalPrice: params.originalPrice,
      originalSignalData: {
        atr: params.atr,
        adx: params.adx,
        rsi: params.rsi,
        volumeRatio: params.volumeRatio,
        pricePosition: params.pricePosition,
        indicatorVersion: params.indicatorVersion,
        timeframe: params.timeframe,
      },
      qualityScore: params.qualityScore,
      blockedAt: Date.now(),
      entryWindowMinutes: 90, // Two-stage: watch for 90 minutes
      confirmationThreshold: 0.3, // Two-stage: need +0.3% move to confirm
      maxDrawdown: -1.0, // Abandon if -1.0% against direction (widened from 0.4%)
      highestPrice: params.originalPrice,
      lowestPrice: params.originalPrice,
      status: 'pending',
    }

    this.queue.set(signalId, queuedSignal)
    console.log(`⏰ Smart validation queued: ${params.symbol} ${params.direction.toUpperCase()} @ $${params.originalPrice.toFixed(2)} (quality: ${params.qualityScore})`)
    console.log(`   Two-stage watch ${queuedSignal.entryWindowMinutes}min: +${queuedSignal.confirmationThreshold}% confirms, ${queuedSignal.maxDrawdown}% abandons`)

    // Send Telegram notification
    await sendValidationNotification({
      event: 'queued',
      symbol: params.symbol,
      direction: params.direction,
      originalPrice: params.originalPrice,
      qualityScore: params.qualityScore,
    })

    // Start monitoring if not already running
    if (!this.isMonitoring) {
      this.startMonitoring()
    }

    return queuedSignal
  }

  /**
   * Start monitoring queued signals
   */
  private startMonitoring(): void {
    if (this.isMonitoring) {
      return
    }

    this.isMonitoring = true
    console.log('👁️ Smart validation monitoring started (checks every 30s)')

    // Check every 30 seconds
    this.monitoringInterval = setInterval(async () => {
      await this.checkValidations()
    }, 30000)
  }

  /**
   * Stop monitoring
   */
  stopMonitoring(): void {
    if (this.monitoringInterval) {
      clearInterval(this.monitoringInterval)
      this.monitoringInterval = undefined
    }
    this.isMonitoring = false
    console.log('⏸️ Smart validation monitoring stopped')
  }

  /**
   * Check all pending signals for validation
   */
  private async checkValidations(): Promise<void> {
    const pending = Array.from(this.queue.values()).filter(s => s.status === 'pending')

    if (pending.length === 0) {
      // No pending signals, stop monitoring to save resources
      this.stopMonitoring()
      return
    }

    console.log(`👁️ Smart validation check: ${pending.length} pending signals`)

    for (const signal of pending) {
      try {
        await this.validateSignal(signal)
      } catch (error) {
        console.error(`❌ Error validating signal ${signal.id}:`, error)
      }
    }

    // Clean up completed signals older than 1 hour
    this.cleanupOldSignals()
  }

  /**
   * Validate a single signal using current price
   */
  private async validateSignal(signal: QueuedSignal): Promise<void> {
    const now = Date.now()
    const ageMinutes = (now - signal.blockedAt) / (1000 * 60)

    // Check if expired (beyond entry window)
    if (ageMinutes > signal.entryWindowMinutes) {
      signal.status = 'expired'
      logger.log(`⏰ Signal expired: ${signal.symbol} ${signal.direction} (${ageMinutes.toFixed(1)}min old)`)
      
      // Send Telegram notification
      await sendValidationNotification({
        event: 'expired',
        symbol: signal.symbol,
        direction: signal.direction,
        originalPrice: signal.originalPrice,
        qualityScore: signal.qualityScore,
        validationTime: (now - signal.blockedAt) / 1000,
      })
      
      return
    }

    // CRITICAL FIX (Dec 11, 2025): Query database for latest 1-minute data instead of cache
    // Cache singleton issue: API routes and validation queue have separate instances
    // Database is single source of truth for market data
    let currentPrice: number
    let priceDataAge: number
    
    try {
      const { getPrismaClient } = await import('../database/trades')
      const prisma = getPrismaClient()
      
      // Get most recent market data within last 2 minutes
      const recentData = await prisma.marketData.findFirst({
        where: {
          symbol: signal.symbol,
          timestamp: {
            gte: new Date(Date.now() - 2 * 60 * 1000) // Last 2 minutes
          }
        },
        orderBy: {
          timestamp: 'desc'
        }
      })

      if (!recentData) {
        console.log(`⚠️ No recent market data for ${signal.symbol} in database (last 2 min), skipping validation`)
        return
      }

      currentPrice = recentData.price
      priceDataAge = Math.round((Date.now() - recentData.timestamp.getTime()) / 1000)
      
      console.log(`✅ Using database market data for ${signal.symbol} (${priceDataAge}s old, price: $${currentPrice.toFixed(2)})`)
    } catch (dbError) {
      console.error(`❌ Database query failed for ${signal.symbol}:`, dbError)
      return
    }

    const priceChange = ((currentPrice - signal.originalPrice) / signal.originalPrice) * 100
    
    console.log(`📊 ${signal.symbol} ${signal.direction.toUpperCase()}: Original $${signal.originalPrice.toFixed(2)} → Current $${currentPrice.toFixed(2)} = ${priceChange >= 0 ? '+' : ''}${priceChange.toFixed(2)}%`)

    // Update price extremes
    if (!signal.highestPrice || currentPrice > signal.highestPrice) {
      signal.highestPrice = currentPrice
    }
    if (!signal.lowestPrice || currentPrice < signal.lowestPrice) {
      signal.lowestPrice = currentPrice
    }

    // Validation logic based on direction
    if (signal.direction === 'long') {
      // LONG: Need price to move UP to confirm
      if (priceChange >= signal.confirmationThreshold) {
        // Price moved up enough - CONFIRMED!
        signal.status = 'confirmed'
        signal.validatedAt = now
        logger.log(`✅ LONG CONFIRMED: ${signal.symbol} moved +${priceChange.toFixed(2)}% ($${signal.originalPrice.toFixed(2)} → $${currentPrice.toFixed(2)})`)
        logger.log(`   Validation time: ${ageMinutes.toFixed(1)} minutes, executing trade...`)
        
        // Send Telegram notification
        await sendValidationNotification({
          event: 'confirmed',
          symbol: signal.symbol,
          direction: signal.direction,
          originalPrice: signal.originalPrice,
          currentPrice: currentPrice,
          qualityScore: signal.qualityScore,
          validationTime: (now - signal.blockedAt) / 1000,
          priceChange: priceChange,
        })
        
        // Execute the trade
        await this.executeTrade(signal, currentPrice)
      } else if (priceChange <= signal.maxDrawdown) {
        // Price moved down too much - ABANDON
        signal.status = 'abandoned'
        logger.log(`❌ LONG ABANDONED: ${signal.symbol} dropped ${priceChange.toFixed(2)}% ($${signal.originalPrice.toFixed(2)} → $${currentPrice.toFixed(2)})`)
        logger.log(`   Saved from potential loser after ${ageMinutes.toFixed(1)} minutes`)
        
        // Send Telegram notification
        await sendValidationNotification({
          event: 'abandoned',
          symbol: signal.symbol,
          direction: signal.direction,
          originalPrice: signal.originalPrice,
          currentPrice: currentPrice,
          qualityScore: signal.qualityScore,
          validationTime: (now - signal.blockedAt) / 1000,
          priceChange: priceChange,
        })
      } else {
        // Still pending, log progress
        logger.log(`⏳ LONG watching: ${signal.symbol} at ${priceChange.toFixed(2)}% (need +${signal.confirmationThreshold}%, abandon at ${signal.maxDrawdown}%) - ${ageMinutes.toFixed(1)}min`)
      }
    } else {
      // SHORT: Need price to move DOWN to confirm
      if (priceChange <= -signal.confirmationThreshold) {
        // Price moved down enough - CONFIRMED!
        signal.status = 'confirmed'
        signal.validatedAt = now
        logger.log(`✅ SHORT CONFIRMED: ${signal.symbol} moved ${priceChange.toFixed(2)}% ($${signal.originalPrice.toFixed(2)} → $${currentPrice.toFixed(2)})`)
        logger.log(`   Validation time: ${ageMinutes.toFixed(1)} minutes, executing trade...`)
        
        // Send Telegram notification
        await sendValidationNotification({
          event: 'confirmed',
          symbol: signal.symbol,
          direction: signal.direction,
          originalPrice: signal.originalPrice,
          currentPrice: currentPrice,
          qualityScore: signal.qualityScore,
          validationTime: (now - signal.blockedAt) / 1000,
          priceChange: priceChange,
        })
        
        // Execute the trade
        await this.executeTrade(signal, currentPrice)
      } else if (priceChange >= -signal.maxDrawdown) {
        // Price moved up too much - ABANDON
        signal.status = 'abandoned'
        logger.log(`❌ SHORT ABANDONED: ${signal.symbol} rose +${priceChange.toFixed(2)}% ($${signal.originalPrice.toFixed(2)} → $${currentPrice.toFixed(2)})`)
        logger.log(`   Saved from potential loser after ${ageMinutes.toFixed(1)} minutes`)
        
        // Send Telegram notification
        await sendValidationNotification({
          event: 'abandoned',
          symbol: signal.symbol,
          direction: signal.direction,
          originalPrice: signal.originalPrice,
          currentPrice: currentPrice,
          qualityScore: signal.qualityScore,
          validationTime: (now - signal.blockedAt) / 1000,
          priceChange: priceChange,
        })
      } else {
        // Still pending, log progress
        logger.log(`⏳ SHORT watching: ${signal.symbol} at ${priceChange.toFixed(2)}% (need ${-signal.confirmationThreshold}%, abandon at +${-signal.maxDrawdown}%) - ${ageMinutes.toFixed(1)}min`)
      }
    }
  }

  /**
   * Execute validated trade via API
   */
  private async executeTrade(signal: QueuedSignal, currentPrice: number): Promise<void> {
    try {
      // Call the execute endpoint with the validated signal
      const executeUrl = 'http://localhost:3000/api/trading/execute'
      
      const payload = {
        symbol: signal.symbol,
        direction: signal.direction,
        signalPrice: currentPrice,
        currentPrice: currentPrice,
        timeframe: signal.originalSignalData.timeframe || '5',
        atr: signal.originalSignalData.atr || 0,
        adx: signal.originalSignalData.adx || 0,
        rsi: signal.originalSignalData.rsi || 0,
        volumeRatio: signal.originalSignalData.volumeRatio || 0,
        pricePosition: signal.originalSignalData.pricePosition || 0,
        indicatorVersion: signal.originalSignalData.indicatorVersion || 'v9',
        validatedEntry: true, // Flag to indicate this is a validated entry
        originalQualityScore: signal.qualityScore,
        validationDelayMinutes: (Date.now() - signal.blockedAt) / (1000 * 60),
      }

      logger.log(`🚀 Executing validated trade: ${signal.symbol} ${signal.direction.toUpperCase()} @ $${currentPrice.toFixed(2)}`)
      logger.log(`   Original signal: $${signal.originalPrice.toFixed(2)}, Quality: ${signal.qualityScore}`)
      logger.log(`   Entry delay: ${payload.validationDelayMinutes.toFixed(1)} minutes`)

      const response = await fetch(executeUrl, {
        method: 'POST',
        headers: {
          'Content-Type': 'application/json',
          'Authorization': `Bearer ${process.env.API_SECRET_KEY}`,
        },
        body: JSON.stringify(payload),
      })

      const result = await response.json()

      if (response.ok && result.success) {
        signal.status = 'executed'
        signal.executedAt = Date.now()
        signal.executionPrice = currentPrice
        signal.tradeId = result.trade?.id
        logger.log(`✅ Trade executed successfully: ${signal.symbol} ${signal.direction}`)
        logger.log(`   Trade ID: ${signal.tradeId}`)
        logger.log(`   Entry: $${currentPrice.toFixed(2)}, Size: $${result.trade?.positionSizeUSD || 'unknown'}`)
        
        // Send execution notification
        const slippage = ((currentPrice - signal.originalPrice) / signal.originalPrice) * 100
        await sendValidationNotification({
          event: 'executed',
          symbol: signal.symbol,
          direction: signal.direction,
          originalPrice: signal.originalPrice,
          currentPrice: currentPrice,
          qualityScore: signal.qualityScore,
          validationTime: (signal.executedAt - signal.blockedAt) / 1000,
          priceChange: slippage,
        })
      } else {
        console.error(`❌ Trade execution failed: ${result.error || result.message}`)
        signal.status = 'abandoned' // Mark as abandoned if execution fails
      }
    } catch (error) {
      console.error(`❌ Error executing validated trade:`, error)
      signal.status = 'abandoned'
    }
  }

  /**
   * Clean up old signals to prevent memory leak
   */
  private cleanupOldSignals(): void {
    const oneHourAgo = Date.now() - (60 * 60 * 1000)
    let cleaned = 0

    for (const [id, signal] of this.queue) {
      if (signal.status !== 'pending' && signal.blockedAt < oneHourAgo) {
        this.queue.delete(id)
        cleaned++
      }
    }

    if (cleaned > 0) {
      logger.log(`🧹 Cleaned up ${cleaned} old validated signals`)
    }
  }

  /**
   * Get queue status
   */
  getStatus(): {
    pending: number
    confirmed: number
    abandoned: number
    expired: number
    executed: number
    total: number
  } {
    const signals = Array.from(this.queue.values())
    return {
      pending: signals.filter(s => s.status === 'pending').length,
      confirmed: signals.filter(s => s.status === 'confirmed').length,
      abandoned: signals.filter(s => s.status === 'abandoned').length,
      expired: signals.filter(s => s.status === 'expired').length,
      executed: signals.filter(s => s.status === 'executed').length,
      total: signals.length,
    }
  }

  /**
   * Get all queued signals (for debugging)
   */
  getQueue(): QueuedSignal[] {
    return Array.from(this.queue.values())
  }
}

// Singleton instance
let queueInstance: SmartValidationQueue | null = null

export function getSmartValidationQueue(): SmartValidationQueue {
  if (!queueInstance) {
    queueInstance = new SmartValidationQueue()
  }
  return queueInstance
}

export async function startSmartValidation(): Promise<void> {
  const queue = getSmartValidationQueue()
  
  // CRITICAL FIX (Dec 9, 2025): Load pending signals from database on startup
  // Bug: Queue is in-memory only, container restart loses all queued signals
  // Solution: Query BlockedSignal table for signals within entry window
  try {
    const { getPrismaClient } = await import('../database/trades')
    const prisma = getPrismaClient()
    
    // Find signals blocked within last 90 minutes (two-stage entry window)
    const ninetyMinutesAgo = new Date(Date.now() - 90 * 60 * 1000)
    
    const recentBlocked = await prisma.blockedSignal.findMany({
      where: {
        blockReason: 'SMART_VALIDATION_QUEUED', // FIXED Dec 12, 2025: Look for queued signals only
        createdAt: { gte: ninetyMinutesAgo }, // Match entry window (90 minutes)
      },
      orderBy: { createdAt: 'desc' },
    })
    
    console.log(`🔄 Restoring ${recentBlocked.length} pending signals from database`)
    
    // Re-queue each signal
    for (const signal of recentBlocked) {
      await queue.addSignal({
        blockReason: 'SMART_VALIDATION_QUEUED',
        symbol: signal.symbol,
        direction: signal.direction as 'long' | 'short',
        originalPrice: signal.signalPrice,
        qualityScore: signal.signalQualityScore || 0,
        atr: signal.atr || undefined,
        adx: signal.adx || undefined,
        rsi: signal.rsi || undefined,
        volumeRatio: signal.volumeRatio || undefined,
        pricePosition: signal.pricePosition || undefined,
        indicatorVersion: signal.indicatorVersion || 'v5',
        timeframe: signal.timeframe || '5',
      })
    }
    
    if (recentBlocked.length > 0) {
      console.log(`✅ Smart validation restored ${recentBlocked.length} signals, monitoring started`)
    } else {
      console.log('🧠 Smart validation system ready (no pending signals)')
    }
  } catch (error) {
    console.error('❌ Error restoring smart validation queue:', error)
    console.log('🧠 Smart validation system ready (error loading signals)')
  }
}