Add monitor module

polymarket_bot/monitor.py

@@ -0,0 +1,175 @@
+"""
+Module de monitoring: logs, métriques, alertes, dashboard.
+"""
+import json
+import logging
+import time
+from dataclasses import dataclass, field, asdict
+from datetime import datetime
+from typing import Optional
+
+logger = logging.getLogger("polybot.monitor")
+
+
+@dataclass
+class MetricSnapshot:
+    timestamp: float
+    balance_usd: float
+    total_exposure: float
+    total_pnl: float
+    daily_pnl: float
+    num_positions: int
+    num_trades: int
+    max_drawdown: float
+    arb_opportunities: int = 0
+    value_bet_signals: int = 0
+    lf_signals: int = 0
+
+
+@dataclass
+class AlertEvent:
+    timestamp: float
+    level: str          # "INFO", "WARN", "ERROR"
+    title: str
+    message: str
+    strategy: str = ""
+    metadata: dict = field(default_factory=dict)
+
+
+class BotMonitor:
+    """
+    Moniteur du bot avec historique des métriques et système d'alertes.
+    """
+
+    def __init__(self):
+        self.metrics_history: list[MetricSnapshot] = []
+        self.alerts: list[AlertEvent] = []
+        self.start_time: float = time.time()
+        self._daily_reset_time: float = time.time()
+
+    def record_metrics(self, snapshot: MetricSnapshot):
+        """Enregistre un snapshot de métriques."""
+        self.metrics_history.append(snapshot)
+        logger.info(
+            f"📊 Balance: ${snapshot.balance_usd:.2f} | "
+            f"PnL: ${snapshot.total_pnl:+.2f} | "
+            f"Positions: {snapshot.num_positions} | "
+            f"Trades: {snapshot.num_trades} | "
+            f"Drawdown: {snapshot.max_drawdown*100:.2f}%"
+        )
+
+    def alert(self, level: str, title: str, message: str,
+              strategy: str = "", metadata: dict = None):
+        """Enregistre et logue une alerte."""
+        event = AlertEvent(
+            timestamp=time.time(),
+            level=level,
+            title=title,
+            message=message,
+            strategy=strategy,
+            metadata=metadata or {},
+        )
+        self.alerts.append(event)
+
+        log_func = {
+            "INFO": logger.info,
+            "WARN": logger.warning,
+            "ERROR": logger.error,
+        }.get(level, logger.info)
+
+        log_func(f"🚨 [{level}] {title}: {message}")
+
+    def check_risk_alerts(self, portfolio_summary: dict, config):
+        """Vérifie les conditions d'alerte basées sur le portefeuille."""
+
+        # Alerte perte journalière
+        daily_pnl = portfolio_summary.get("daily_pnl", 0)
+        if daily_pnl < -config.max_daily_loss_usd * 0.5:
+            self.alert(
+                "WARN",
+                "Daily Loss Warning",
+                f"Daily PnL: ${daily_pnl:.2f} — approaching daily limit of ${config.max_daily_loss_usd:.2f}. "
+                f"Consider reducing position sizes.",
+                metadata={"daily_pnl": daily_pnl}
+            )
+
+        if daily_pnl < -config.max_daily_loss_usd:
+            self.alert(
+                "ERROR",
+                "Daily Loss Limit Reached",
+                f"Daily PnL: ${daily_pnl:.2f} — HALTING trading. "
+                f"All new positions blocked until daily reset.",
+                metadata={"daily_pnl": daily_pnl}
+            )
+
+        # Alerte drawdown
+        dd_str = portfolio_summary.get("max_drawdown", "0%")
+        dd = float(dd_str.replace("%", "")) / 100
+        if dd > 0.10:
+            self.alert(
+                "WARN",
+                "High Drawdown",
+                f"Max drawdown: {dd*100:.2f}% — consider reducing exposure. "
+                f"Reduce position sizes by 50% if drawdown exceeds 15%.",
+                metadata={"max_drawdown": dd}
+            )
+
+    def get_performance_report(self) -> dict:
+        """Génère un rapport de performance complet."""
+        if not self.metrics_history:
+            return {"status": "no data"}
+
+        latest = self.metrics_history[-1]
+        first = self.metrics_history[0]
+
+        uptime = time.time() - self.start_time
+        hours = uptime / 3600
+
+        return {
+            "uptime_hours": round(hours, 2),
+            "starting_balance": round(first.balance_usd, 2),
+            "current_balance": round(latest.balance_usd, 2),
+            "total_pnl": round(latest.total_pnl, 2),
+            "return_pct": round(latest.total_pnl / first.balance_usd * 100, 2) if first.balance_usd > 0 else 0,
+            "max_drawdown_pct": round(latest.max_drawdown * 100, 2),
+            "total_trades": latest.num_trades,
+            "active_positions": latest.num_positions,
+            "pnl_per_hour": round(latest.total_pnl / hours, 2) if hours > 0 else 0,
+            "total_alerts": len(self.alerts),
+            "error_alerts": sum(1 for a in self.alerts if a.level == "ERROR"),
+            "warn_alerts": sum(1 for a in self.alerts if a.level == "WARN"),
+            "snapshots_recorded": len(self.metrics_history),
+        }
+
+    def export_metrics(self, filepath: str = "bot_metrics.json"):
+        """Exporte les métriques en JSON."""
+        data = {
+            "performance": self.get_performance_report(),
+            "alerts": [asdict(a) for a in self.alerts[-50:]],
+            "metrics_history": [asdict(m) for m in self.metrics_history[-100:]],
+        }
+        with open(filepath, "w") as f:
+            json.dump(data, f, indent=2)
+        logger.info(f"Metrics exported to {filepath}")
+
+    def print_dashboard(self):
+        """Affiche un dashboard compact dans les logs."""
+        report = self.get_performance_report()
+        if report.get("status") == "no data":
+            logger.info("📊 No metrics data yet")
+            return
+
+        dashboard = f"""
+╔══════════════════════════════════════════════════════════════╗
+║                   POLYMARKET BOT DASHBOARD                   ║
+╠══════════════════════════════════════════════════════════════╣
+║ Uptime:        {report['uptime_hours']:.1f}h
+║ Balance:       ${report['current_balance']:,.2f} (start: ${report['starting_balance']:,.2f})
+║ Total PnL:     ${report['total_pnl']:+,.2f} ({report['return_pct']:+.2f}%)
+║ PnL/Hour:      ${report['pnl_per_hour']:+,.2f}
+║ Max Drawdown:  {report['max_drawdown_pct']:.2f}%
+║ Trades:        {report['total_trades']}
+║ Positions:     {report['active_positions']}
+║ Alerts:        {report['total_alerts']} (⚠️{report['warn_alerts']} ❌{report['error_alerts']})
+╚══════════════════════════════════════════════════════════════╝"""
+        logger.info(dashboard)