trader-mcp/strategies/grid_trader.py

from __future__ import annotations

import time
from datetime import datetime, timezone

from src.trader_mcp.strategy_sdk import Strategy
from src.trader_mcp.logging_utils import log_event


class Strategy(Strategy):
    LABEL = "Grid Trader"
    TICK_MINUTES = 1.0
    CONFIG_SCHEMA = {
        "grid_levels": {"type": "int", "default": 6, "min": 1, "max": 20},
        "grid_step_pct": {"type": "float", "default": 0.012, "min": 0.001, "max": 0.1},
        "volatility_timeframe": {"type": "string", "default": "1h"},
        "volatility_multiplier": {"type": "float", "default": 0.5, "min": 0.0, "max": 10.0},
        "grid_step_min_pct": {"type": "float", "default": 0.005, "min": 0.0001, "max": 0.5},
        "grid_step_max_pct": {"type": "float", "default": 0.03, "min": 0.0001, "max": 1.0},
        "order_size": {"type": "float", "default": 0.0, "min": 0.0},
        "inventory_cap_pct": {"type": "float", "default": 0.7, "min": 0.0, "max": 1.0},
        "recenter_pct": {"type": "float", "default": 0.05, "min": 0.0, "max": 0.5},
        "recenter_atr_multiplier": {"type": "float", "default": 0.35, "min": 0.0, "max": 10.0},
        "recenter_min_pct": {"type": "float", "default": 0.0025, "min": 0.0, "max": 0.5},
        "recenter_max_pct": {"type": "float", "default": 0.03, "min": 0.0, "max": 0.5},
        "fee_rate": {"type": "float", "default": 0.0025, "min": 0.0, "max": 0.05},
        "trade_sides": {"type": "string", "default": "both"},
        "max_notional_per_order": {"type": "float", "default": 0.0, "min": 0.0},
        "dust_collect": {"type": "bool", "default": False},
        "order_call_delay_ms": {"type": "int", "default": 250, "min": 0, "max": 10000},
        "enable_trend_guard": {"type": "bool", "default": True},
        "trend_guard_reversal_max": {"type": "float", "default": 0.25, "min": 0.0, "max": 1.0},
        "debug_orders": {"type": "bool", "default": True},
        "use_all_available": {"type": "bool", "default": True},
    }
    STATE_SCHEMA = {
        "center_price": {"type": "float", "default": 0.0},
        "last_price": {"type": "float", "default": 0.0},
        "seeded": {"type": "bool", "default": False},
        "last_action": {"type": "string", "default": "idle"},
        "last_error": {"type": "string", "default": ""},
        "orders": {"type": "list", "default": []},
        "order_ids": {"type": "list", "default": []},
        "debug_log": {"type": "list", "default": []},
        "base_available": {"type": "float", "default": 0.0},
        "counter_available": {"type": "float", "default": 0.0},
        "trend_guard_active": {"type": "bool", "default": False},
        "regimes_updated_at": {"type": "string", "default": ""},
        "account_snapshot_updated_at": {"type": "string", "default": ""},
        "last_balance_log_signature": {"type": "string", "default": ""},
        "last_balance_log_at": {"type": "string", "default": ""},
        "grid_refresh_pending_until": {"type": "string", "default": ""},
        "mismatch_ticks": {"type": "int", "default": 0},
        "recovery_cooldown_until": {"type": "string", "default": ""},
    }

    def init(self):
        return {
            "center_price": 0.0,
            "last_price": 0.0,
            "seeded": False,
            "last_action": "idle",
            "last_error": "",
            "orders": [],
            "order_ids": [],
            "debug_log": ["init cancel all orders"],
            "base_available": 0.0,
            "counter_available": 0.0,
            "trend_guard_active": False,
            "regimes_updated_at": "",
            "account_snapshot_updated_at": "",
            "last_balance_log_signature": "",
            "last_balance_log_at": "",
            "grid_refresh_pending_until": "",
            "mismatch_ticks": 0,
            "recovery_cooldown_until": "",
        }

    def _log(self, message: str) -> None:
        state = getattr(self, "state", {}) or {}
        log = list(state.get("debug_log") or [])
        log.append(message)
        state["debug_log"] = log[-12:]
        self.state = state
        log_event("grid", message)

    def _log_decision(self, action: str, **fields) -> None:
        parts = [action]
        for key, value in fields.items():
            parts.append(f"{key}={value}")
        self._log(", ".join(parts))

    def _set_grid_refresh_pause(self, seconds: float = 30.0) -> None:
        self.state["grid_refresh_pending_until"] = (datetime.now(timezone.utc).timestamp() + max(seconds, 0.0))

    def _grid_refresh_paused(self) -> bool:
        try:
            until = float(self.state.get("grid_refresh_pending_until") or 0.0)
        except Exception:
            until = 0.0
        return until > datetime.now(timezone.utc).timestamp()

    def _recovery_paused(self) -> bool:
        try:
            until = float(self.state.get("recovery_cooldown_until") or 0.0)
        except Exception:
            until = 0.0
        return until > datetime.now(timezone.utc).timestamp()

    def _trip_recovery_pause(self, seconds: float = 30.0) -> None:
        self.state["recovery_cooldown_until"] = (datetime.now(timezone.utc).timestamp() + max(seconds, 0.0))

    def _recover_grid(self, price: float) -> None:
        self._log(f"recovery mode: cancel all and rebuild from {price}")
        try:
            self.context.cancel_all_orders()
        except Exception as exc:
            self.state["last_error"] = str(exc)
            self._log(f"recovery cancel-all failed: {exc}")
        self.state["orders"] = []
        self.state["order_ids"] = []
        self.state["open_order_count"] = 0
        self.state["center_price"] = price
        self.state["seeded"] = True
        self._place_grid(price)
        self._sync_open_orders_state()
        self.state["mismatch_ticks"] = 0
        self._trip_recovery_pause()

    def _order_count_mismatch(self, tracked_ids: list[str], live_orders: list[dict]) -> bool:
        live_ids = [str(order.get("bitstamp_order_id") or order.get("order_id") or order.get("id") or order.get("client_order_id") or "") for order in live_orders if isinstance(order, dict)]
        live_ids = [oid for oid in live_ids if oid]
        if len(live_ids) != len([oid for oid in tracked_ids if oid]):
            return True
        return False

    def _base_symbol(self) -> str:
        return (self.context.base_currency or self.context.market_symbol or "XRP").split("/")[0].upper()

    def _market_symbol(self) -> str:
        return self.context.market_symbol or f"{self._base_symbol().lower()}usd"

    def _live_fee_rates(self) -> tuple[float, float]:
        try:
            payload = self.context.get_fee_rates(self._market_symbol())
            maker = float(payload.get("maker") or 0.0)
            taker = float(payload.get("taker") or 0.0)
            return maker, taker
        except Exception as exc:
            self._log(f"fee lookup failed: {exc}")
            fallback = float(self.config.get("fee_rate", 0.0025) or 0.0)
            return fallback, fallback

    def _live_fee_rate(self) -> float:
        _maker, taker = self._live_fee_rates()
        return taker

    def _mode(self) -> str:
        return getattr(self.context, "mode", "active") or "active"

    def _price(self) -> float:
        payload = self.context.get_price(self._base_symbol())
        return float(payload.get("price") or 0.0)

    def _regime_snapshot(self) -> dict:
        timeframes = ["1d", "4h", "1h", "15m"]
        snapshot = {}
        for tf in timeframes:
            try:
                snapshot[tf] = self.context.get_regime(self._base_symbol(), tf)
            except Exception as exc:
                snapshot[tf] = {"error": str(exc)}
        return snapshot

    def _refresh_regimes(self) -> None:
        self.state["regimes"] = self._regime_snapshot()
        self.state["regimes_updated_at"] = datetime.now(timezone.utc).isoformat()

    def _trend_guard_status(self) -> tuple[bool, str]:
        if not bool(self.config.get("enable_trend_guard", True)):
            return False, "disabled"

        reversal_max = float(self.config.get("trend_guard_reversal_max", 0.25) or 0.0)
        regimes = self.state.get("regimes") or self._regime_snapshot()
        d1 = (regimes.get("1d") or {}) if isinstance(regimes, dict) else {}
        h4 = (regimes.get("4h") or {}) if isinstance(regimes, dict) else {}
        d1_trend = str((d1.get("trend") or {}).get("state") or "unknown")
        h4_trend = str((h4.get("trend") or {}).get("state") or "unknown")
        d1_rev = float((d1.get("reversal") or {}).get("score") or 0.0)
        h4_rev = float((h4.get("reversal") or {}).get("score") or 0.0)

        strong_trend = d1_trend in {"bull", "bear"} and d1_trend == h4_trend
        weak_reversal = max(d1_rev, h4_rev) <= reversal_max
        active = bool(strong_trend and weak_reversal)
        reason = f"1d={d1_trend} 4h={h4_trend} rev={max(d1_rev, h4_rev):.3f}"
        return active, reason

    def _recenter_threshold_pct(self) -> float:
        base_threshold = float(self.config.get("recenter_pct", 0.05) or 0.05)
        atr_multiplier = float(self.config.get("recenter_atr_multiplier", 0.35) or 0.0)
        min_threshold = float(self.config.get("recenter_min_pct", 0.0025) or 0.0)
        max_threshold = float(self.config.get("recenter_max_pct", 0.03) or 1.0)

        try:
            tf = str(self.config.get("volatility_timeframe", "1h") or "1h")
            regime = self.context.get_regime(self._base_symbol(), tf)
            short_regime = self.context.get_regime(self._base_symbol(), "15m")
            atr_pct = float((regime or {}).get("volatility", {}).get("atr_percent") or 0.0)
            short_atr_pct = float((short_regime or {}).get("volatility", {}).get("atr_percent") or 0.0)
            atr_pct = max(atr_pct, short_atr_pct)
        except Exception:
            atr_pct = 0.0

        threshold = (atr_pct / 100.0) * atr_multiplier if atr_pct > 0 else base_threshold
        threshold = max(threshold, min_threshold)
        threshold = min(threshold, max_threshold)
        self.state["recenter_pct_live"] = threshold
        self.state["recenter_atr_percent"] = atr_pct
        return threshold

    def _grid_step_pct(self) -> float:
        base_step = float(self.config.get("grid_step_pct", 0.012) or 0.012)
        tf = str(self.config.get("volatility_timeframe", "1h") or "1h")
        multiplier = float(self.config.get("volatility_multiplier", 0.5) or 0.0)
        min_step = float(self.config.get("grid_step_min_pct", 0.005) or 0.0)
        max_step = float(self.config.get("grid_step_max_pct", 0.03) or 1.0)

        try:
            regime = self.context.get_regime(self._base_symbol(), tf)
            short_regime = self.context.get_regime(self._base_symbol(), "15m")
            tf_atr_pct = float((regime or {}).get("volatility", {}).get("atr_percent") or 0.0)
            atr_pct = float((regime or {}).get("volatility", {}).get("atr_percent") or 0.0)
            short_atr_pct = float((short_regime or {}).get("volatility", {}).get("atr_percent") or 0.0)
            atr_pct = max(atr_pct, short_atr_pct)
            self.state["regimes"] = self._regime_snapshot()
        except Exception as exc:
            self._log(f"regime fetch failed: {exc}")
            tf_atr_pct = 0.0
            atr_pct = 0.0
            short_atr_pct = 0.0

        adaptive = (atr_pct / 100.0) * multiplier if atr_pct > 0 else base_step
        step = adaptive if atr_pct > 0 else base_step
        step = max(step, min_step)
        step = min(step, max_step)
        self.state["grid_step_pct"] = step
        self.state["atr_percent_tf"] = tf_atr_pct
        self.state["atr_percent_15m"] = short_atr_pct
        self.state["atr_percent"] = atr_pct
        return step

    def _available_balance(self, asset_code: str) -> float:
        try:
            info = self.context.get_account_info()
        except Exception as exc:
            self._log(f"account info failed: {exc}")
            return 0.0

        balances = info.get("balances") if isinstance(info, dict) else []
        if not isinstance(balances, list):
            return 0.0
        wanted = str(asset_code or "").upper()
        for balance in balances:
            if not isinstance(balance, dict):
                continue
            if str(balance.get("asset_code") or "").upper() != wanted:
                continue
            try:
                return float(balance.get("available") if balance.get("available") is not None else balance.get("total") or 0.0)
            except Exception:
                return 0.0
        return 0.0

    def _refresh_balance_snapshot(self) -> None:
        try:
            info = self.context.get_account_info()
        except Exception as exc:
            self._log(f"balance refresh failed: {exc}")
            return

        balances = info.get("balances") if isinstance(info, dict) else []
        if not isinstance(balances, list):
            return

        base = self._base_symbol()
        quote = self.context.counter_currency or "USD"
        for balance in balances:
            if not isinstance(balance, dict):
                continue
            asset = str(balance.get("asset_code") or "").upper()
            try:
                available = float(balance.get("available") if balance.get("available") is not None else balance.get("total") or 0.0)
            except Exception:
                continue
            if asset == base:
                self.state["base_available"] = available
            if asset == str(quote).upper():
                self.state["counter_available"] = available
        self.state["account_snapshot_updated_at"] = datetime.now(timezone.utc).isoformat()
        signature = f"{base}:{self.state.get('base_available', 0.0):.8f}|{quote}:{self.state.get('counter_available', 0.0):.8f}"
        last_signature = str(self.state.get("last_balance_log_signature") or "")
        last_logged_at = str(self.state.get("last_balance_log_at") or "")
        now_iso = self.state["account_snapshot_updated_at"]
        should_log = signature != last_signature or not last_logged_at
        if not should_log:
            try:
                from datetime import datetime as _dt

                elapsed = (_dt.fromisoformat(now_iso) - _dt.fromisoformat(last_logged_at)).total_seconds()
                should_log = elapsed >= 60
            except Exception:
                should_log = True
        if should_log:
            self.state["last_balance_log_signature"] = signature
            self.state["last_balance_log_at"] = now_iso
            self._log_decision(
                "balance snapshot",
                base=base,
                base_available=f"{self.state.get('base_available', 0.0):.6g}",
                quote=quote,
                quote_available=f"{self.state.get('counter_available', 0.0):.6g}",
                updated_at=now_iso,
            )

    def _supported_levels(self, side: str, price: float, min_notional: float) -> int:
        if min_notional <= 0 or price <= 0:
            return 0
        safety = 0.995
        fee_rate = self._live_fee_rate()
        if side == "buy":
            quote = self.context.counter_currency or "USD"
            quote_available = self._available_balance(quote)
            self.state["counter_available"] = quote_available
            usable_notional = quote_available * safety
            return max(int(usable_notional / min_notional), 0)

        base = self._base_symbol()
        base_available = self._available_balance(base)
        self.state["base_available"] = base_available
        usable_notional = base_available * safety * price / (1 + fee_rate)
        return max(int(usable_notional / min_notional), 0)

    def _side_allowed(self, side: str) -> bool:
        selected = str(self.config.get("trade_sides", "both") or "both").strip().lower()
        if selected == "both":
            return True
        return selected == side

    def _desired_sides(self) -> set[str]:
        selected = str(self.config.get("trade_sides", "both") or "both").strip().lower()
        if selected == "both":
            return {"buy", "sell"}
        if selected in {"buy", "sell"}:
            return {selected}
        return {"buy", "sell"}

    def _suggest_amount(self, side: str, price: float, levels: int, min_notional: float) -> float:
        return self.context.suggest_order_amount(
            side=side,
            price=price,
            levels=levels,
            min_notional=min_notional,
            fee_rate=self._live_fee_rate(),
            max_notional_per_order=float(self.config.get("max_notional_per_order", 0.0) or 0.0),
            dust_collect=bool(self.config.get("dust_collect", False)),
            inventory_cap_pct=float(self.config.get("inventory_cap_pct", 0.0) or 0.0),
            order_size=float(self.config.get("order_size", 0.0) or 0.0),
        )

    def _place_grid(self, center: float) -> None:
        center = self._maybe_refresh_center(center)
        mode = self._mode()
        levels = int(self.config.get("grid_levels", 6) or 6)
        step = self._grid_step_pct()
        min_notional = float(self.context.minimum_order_value or 0.0)
        market = self._market_symbol()
        orders = []
        order_ids = []

        def _capture_order_id(result):
            if isinstance(result, dict):
                return result.get("bitstamp_order_id") or result.get("order_id") or result.get("id") or result.get("client_order_id")
            return None

        buy_levels = min(levels, self._supported_levels("buy", center, min_notional)) if (mode == "active" and self._side_allowed("buy")) else (levels if self._side_allowed("buy") else 0)
        sell_levels = min(levels, self._supported_levels("sell", center, min_notional)) if (mode == "active" and self._side_allowed("sell")) else (levels if self._side_allowed("sell") else 0)
        buy_amount = self._suggest_amount("buy", center, max(buy_levels, 1), min_notional)
        sell_amount = self._suggest_amount("sell", center, max(sell_levels, 1), min_notional)

        for i in range(1, levels + 1):
            buy_price = round(center * (1 - (step * i)), 8)
            sell_price = round(center * (1 + (step * i)), 8)
            if mode != "active":
                orders.append({"side": "buy", "price": buy_price, "amount": buy_amount, "result": {"simulated": True}})
                orders.append({"side": "sell", "price": sell_price, "amount": sell_amount, "result": {"simulated": True}})
                self._log(f"plan level {i}: buy {buy_price} amount {buy_amount:.6g} / sell {sell_price} amount {sell_amount:.6g}")
                continue

            if i > buy_levels and i > sell_levels:
                self._log(f"skip level {i}: no capacity on either side")
                continue

            min_size_buy = (min_notional / buy_price) if buy_price > 0 else 0.0
            min_size_sell = (min_notional / sell_price) if sell_price > 0 else 0.0

            try:
                if i <= buy_levels and buy_amount >= min_size_buy:
                    buy = self.context.place_order(side="buy", order_type="limit", amount=buy_amount, price=buy_price, market=market)
                    orders.append({"side": "buy", "price": buy_price, "amount": buy_amount, "result": buy})
                    buy_id = _capture_order_id(buy)
                    if buy_id is not None:
                        order_ids.append(str(buy_id))
                if i <= sell_levels and sell_amount >= min_size_sell:
                    sell = self.context.place_order(side="sell", order_type="limit", amount=sell_amount, price=sell_price, market=market)
                    orders.append({"side": "sell", "price": sell_price, "amount": sell_amount, "result": sell})
                    sell_id = _capture_order_id(sell)
                    if sell_id is not None:
                        order_ids.append(str(sell_id))
                self._log(f"seed level {i}: buy {buy_price} amount {buy_amount:.6g} / sell {sell_price} amount {sell_amount:.6g}")
            except Exception as exc:  # best effort for first draft
                self.state["last_error"] = str(exc)
                self._log(f"seed level {i} failed: {exc}")
                continue

            delay = max(int(self.config.get("order_call_delay_ms", 250) or 0), 0) / 1000.0
            if delay > 0:
                time.sleep(delay)

        self.state["orders"] = orders
        self.state["order_ids"] = order_ids
        self.state["last_action"] = "seeded grid"
        self._set_grid_refresh_pause()

    def _place_side_grid(self, side: str, center: float, *, start_level: int = 1) -> None:
        center = self._maybe_refresh_center(center)
        levels = int(self.config.get("grid_levels", 6) or 6)
        step = self._grid_step_pct()
        min_notional = float(self.context.minimum_order_value or 0.0)
        fee_rate = self._live_fee_rate()
        safety = 0.995
        market = self._market_symbol()
        orders = list(self.state.get("orders") or [])
        order_ids = list(self.state.get("order_ids") or [])

        side_levels = min(levels, self._supported_levels(side, center, min_notional))
        amount = self._suggest_amount(side, center, max(side_levels, 1), min_notional)

        if side == "buy":
            quote = self.context.counter_currency or "USD"
            quote_available = self._available_balance(quote)
            max_affordable_amount = (quote_available * safety) / (center * (1 + fee_rate)) if center > 0 else 0.0
            min_amount = (min_notional / center) if center > 0 and min_notional > 0 else 0.0
            if max_affordable_amount < min_amount:
                self._log_decision(
                    f"skip side {side}",
                    reason="insufficient_counter_balance",
                    quote=f"{quote_available:.6g}",
                    max_affordable_amount=f"{max_affordable_amount:.6g}",
                    min_amount=f"{min_amount:.6g}",
                    fee_rate=f"{fee_rate:.6g}",
                )
                return
            amount = min(amount, max_affordable_amount)

        if side_levels <= 0 and min_notional > 0 and center > 0:
            min_amount = min_notional / center
            if amount >= min_amount:
                side_levels = 1
                self._log(f"side {side} restored to 1 level because amount clears minimum: amount={amount:.6g} min_amount={min_amount:.6g}")
        self._log(
            f"prepare side {side}, market={market}, center={center}, levels={side_levels}, amount={amount:.6g}, min_notional={min_notional}, existing_ids={order_ids}"
        )

        for i in range(start_level, levels + 1):
            price = round(center * (1 - (step * i)) if side == "buy" else center * (1 + (step * i)), 8)
            min_size = (min_notional / price) if price > 0 else 0.0
            if i > side_levels or amount < min_size:
                self._log_decision(
                    f"skip side {side} level {i}",
                    reason="below_min_size",
                    amount=f"{amount:.6g}",
                    min_size=f"{min_size:.6g}",
                    min_notional=min_notional,
                    price=price,
                )
                continue
            try:
                self._log_decision(f"place side {side} level {i}", price=price, amount=f"{amount:.6g}")
                result = self.context.place_order(side=side, order_type="limit", amount=amount, price=price, market=market)
                status = None
                order_id = None
                if isinstance(result, dict):
                    status = result.get("status")
                    order_id = result.get("bitstamp_order_id") or result.get("order_id") or result.get("id") or result.get("client_order_id")
                self._log_decision(f"place side {side} level {i} result", status=status, order_id=order_id)
                orders.append({"side": side, "price": price, "amount": amount, "result": result})
                if order_id is not None:
                    order_ids.append(str(order_id))
                self._log_decision(f"seed side {side} level {i}", price=price, amount=f"{amount:.6g}")
            except Exception as exc:
                self.state["last_error"] = str(exc)
                self._log_decision(f"seed side {side} level {i} failed", error=str(exc))
                continue

            delay = max(int(self.config.get("order_call_delay_ms", 250) or 0), 0) / 1000.0
            if delay > 0:
                time.sleep(delay)

        self.state["orders"] = orders
        self.state["order_ids"] = order_ids
        self._log_decision(f"side {side} placement complete", tracked_ids=order_ids)
        self._set_grid_refresh_pause()

    def _top_up_missing_levels(self, center: float, live_orders: list[dict]) -> None:
        center = self._maybe_refresh_center(center)
        target_levels = int(self.config.get("grid_levels", 6) or 6)
        if target_levels <= 0:
            return
        for side in ("buy", "sell"):
            count = 0
            for order in live_orders:
                if not isinstance(order, dict):
                    continue
                if str(order.get("side") or "").lower() == side:
                    count += 1
            if 0 < count < target_levels:
                self._log(f"top up side {side}: have {count}, want {target_levels}")
                self._place_side_grid(side, center, start_level=count + 1)

    def _cancel_obsolete_side_orders(self, open_orders: list[dict], desired_sides: set[str]) -> list[str]:
        removed: list[str] = []
        for order in open_orders:
            if not isinstance(order, dict):
                continue
            side = str(order.get("side") or "").lower()
            order_id = str(order.get("bitstamp_order_id") or order.get("order_id") or order.get("id") or order.get("client_order_id") or "")
            if not order_id or side in desired_sides:
                continue
            try:
                self.context.cancel_order(order_id)
                removed.append(order_id)
                self._log(f"cancelled obsolete {side} order {order_id}")
            except Exception as exc:
                self.state["last_error"] = str(exc)
                self._log(f"cancel obsolete {side} order {order_id} failed: {exc}")
        return removed

    def _cancel_surplus_side_orders(self, open_orders: list[dict], target_levels: int) -> list[str]:
        removed: list[str] = []
        if target_levels <= 0:
            return removed
        for side in ("buy", "sell"):
            side_orders = [order for order in open_orders if isinstance(order, dict) and str(order.get("side") or "").lower() == side]
            if len(side_orders) <= target_levels:
                continue
            surplus = side_orders[target_levels:]
            for order in surplus:
                order_id = str(order.get("bitstamp_order_id") or order.get("order_id") or order.get("id") or order.get("client_order_id") or "")
                if not order_id:
                    continue
                try:
                    self.context.cancel_order(order_id)
                    removed.append(order_id)
                    self._log(f"cancelled surplus {side} order {order_id}")
                except Exception as exc:
                    self.state["last_error"] = str(exc)
                    self._log(f"cancel surplus {side} order {order_id} failed: {exc}")
        return removed

    def _cancel_duplicate_level_orders(self, open_orders: list[dict]) -> list[str]:
        removed: list[str] = []
        seen: set[tuple[str, str]] = set()
        for order in open_orders:
            if not isinstance(order, dict):
                continue
            side = str(order.get("side") or "").lower()
            try:
                price_key = f"{float(order.get('price') or 0.0):.8f}"
            except Exception:
                price_key = str(order.get("price") or "")
            key = (side, price_key)
            order_id = str(order.get("bitstamp_order_id") or order.get("order_id") or order.get("id") or order.get("client_order_id") or "")
            if not order_id:
                continue
            if key in seen:
                try:
                    self.context.cancel_order(order_id)
                    removed.append(order_id)
                    self._log(f"cancelled duplicate {side} level order {order_id} price={price_key}")
                except Exception as exc:
                    self.state["last_error"] = str(exc)
                    self._log(f"cancel duplicate {side} order {order_id} failed: {exc}")
                continue
            seen.add(key)
        return removed

    def _place_replacement_orders(self, vanished_orders: list[dict], price_hint: float) -> list[str]:
        placed: list[str] = []
        if not vanished_orders:
            return placed
        market = self._market_symbol()
        for order in vanished_orders:
            if not isinstance(order, dict):
                continue
            side = str(order.get("side") or "").lower()
            opposite = "sell" if side == "buy" else "buy" if side == "sell" else ""
            if not opposite:
                continue
            try:
                amount = float(order.get("amount") or 0.0)
                price = float(order.get("price") or price_hint or 0.0)
            except Exception:
                continue
            if amount <= 0 or price <= 0:
                continue
            try:
                self._log(f"replace filled {side} order with {opposite}: price={price} amount={amount:.6g}")
                result = self.context.place_order(side=opposite, order_type="limit", amount=amount, price=price, market=market)
                order_id = None
                if isinstance(result, dict):
                    order_id = result.get("bitstamp_order_id") or result.get("order_id") or result.get("id") or result.get("client_order_id")
                if order_id is not None:
                    placed.append(str(order_id))
            except Exception as exc:
                self.state["last_error"] = str(exc)
                self._log(f"replacement order failed for {side}→{opposite} at {price}: {exc}")
        return placed

    def _recenter_and_rebuild_from_fill(self, fill_price: float) -> None:
        fill_price = self._maybe_refresh_center(fill_price)
        """Treat a fill as the new market anchor and rebuild the grid from there."""
        if fill_price <= 0:
            return
        try:
            self.context.cancel_all_orders()
        except Exception as exc:
            self.state["last_error"] = str(exc)
            self._log(f"fill rebuild cancel-all failed: {exc}")
        self.state["center_price"] = fill_price
        self.state["seeded"] = True
        self._place_grid(fill_price)
        self._set_grid_refresh_pause()

    def _maybe_refresh_center(self, price: float) -> float:
        if price <= 0:
            return price
        current = float(self.state.get("center_price") or 0.0)
        if current <= 0:
            self.state["center_price"] = price
            return price
        deviation = abs(price - current) / current if current else 0.0
        threshold = self._recenter_threshold_pct()
        if deviation >= threshold:
            self._log(f"recenter anchor from {current} to {price} dev={deviation:.4f} threshold={threshold:.4f}")
            self.state["center_price"] = price
            return price
        return current

    def _sync_open_orders_state(self) -> list[dict]:
        try:
            open_orders = self.context.get_open_orders()
        except Exception as exc:
            self.state["last_error"] = str(exc)
            self._log(f"open orders sync failed: {exc}")
            return []

        if not isinstance(open_orders, list):
            open_orders = []

        live_orders = [order for order in open_orders if isinstance(order, dict)]
        live_ids = [str(order.get("bitstamp_order_id") or order.get("order_id") or order.get("id") or order.get("client_order_id") or "") for order in live_orders]
        live_ids = [oid for oid in live_ids if oid]
        live_sides = [str(order.get("side") or "").lower() for order in live_orders]

        self.state["orders"] = live_orders
        self.state["order_ids"] = live_ids
        self.state["open_order_count"] = len(live_ids)
        self._log(f"sync live orders: count={len(live_ids)} sides={live_sides} ids={live_ids}")
        return live_orders

    def _cancel_orders(self, order_ids) -> None:
        for order_id in order_ids or []:
            self._log(f"dropping stale order {order_id} from state")

    def _reconcile_after_sync(self, previous_orders: list[dict], live_orders: list[dict], desired_sides: set[str], price: float) -> tuple[list[dict], list[str], int]:
        live_ids = list(self.state.get("order_ids") or [])
        open_order_count = len(live_ids)

        if self._mode() != "active":
            return live_orders, live_ids, open_order_count

        previous_ids = {
            str(order.get("bitstamp_order_id") or order.get("order_id") or order.get("id") or order.get("client_order_id") or "")
            for order in previous_orders
            if isinstance(order, dict)
        }
        current_ids = {
            str(order.get("bitstamp_order_id") or order.get("order_id") or order.get("id") or order.get("client_order_id") or "")
            for order in live_orders
            if isinstance(order, dict)
        }
        vanished_orders = [
            order
            for order in previous_orders
            if isinstance(order, dict)
            and str(order.get("bitstamp_order_id") or order.get("order_id") or order.get("id") or order.get("client_order_id") or "") in (previous_ids - current_ids)
        ]
        if vanished_orders and not self._grid_refresh_paused():
            for order in vanished_orders:
                order_id = str(order.get("bitstamp_order_id") or order.get("order_id") or order.get("id") or order.get("client_order_id") or "")
                if not order_id:
                    continue
                try:
                    payload = self.context.query_order(order_id)
                except Exception as exc:
                    self._log(f"order status query failed for {order_id}: {exc}")
                    continue

                raw = payload.get("raw") if isinstance(payload, dict) else {}
                if not isinstance(raw, dict):
                    raw = {}
                status = str(payload.get("status") or raw.get("status") or order.get("status") or "").strip().lower()
                if status in {"finished", "filled", "closed"}:
                    fill_price = 0.0
                    for candidate in (raw.get("price"), order.get("price"), price):
                        try:
                            fill_price = float(candidate or 0.0)
                        except Exception:
                            fill_price = 0.0
                        if fill_price > 0:
                            break
                    if fill_price > 0:
                        self._log(f"filled order {order_id} detected via exec status={status}, recentering at {fill_price}")
                        self._recenter_and_rebuild_from_fill(fill_price)
                        live_orders = self._sync_open_orders_state()
                        live_ids = list(self.state.get("order_ids") or [])
                        open_order_count = len(live_ids)
                        return live_orders, live_ids, open_order_count

                if status in {"cancelled", "expired", "missing"}:
                    self._log(f"vanished order {order_id} resolved as {status}")
                    continue

        surplus_cancelled = self._cancel_surplus_side_orders(live_orders, int(self.config.get("grid_levels", 6) or 6))
        duplicate_cancelled = self._cancel_duplicate_level_orders(live_orders)
        if surplus_cancelled or duplicate_cancelled:
            live_orders = self._sync_open_orders_state()
            live_ids = list(self.state.get("order_ids") or [])
            open_order_count = len(live_ids)

        if desired_sides != {"buy", "sell"}:
            live_orders = self._sync_open_orders_state()
            live_ids = list(self.state.get("order_ids") or [])
            open_order_count = len(live_ids)

        return live_orders, live_ids, open_order_count

    def on_tick(self, tick):
        previous_orders = list(self.state.get("orders") or [])
        tracked_ids_before_sync = list(self.state.get("order_ids") or [])
        self._refresh_balance_snapshot()
        price = self._price()
        self.state["last_price"] = price
        self.state["last_error"] = ""
        self._refresh_regimes()

        try:
            live_orders = self._sync_open_orders_state()
            live_ids = list(self.state.get("order_ids") or [])
            open_order_count = len(live_ids)
            expected_ids = [str(oid) for oid in (self.state.get("order_ids") or []) if oid]
            stale_ids = []
            missing_ids = []
        except Exception as exc:
            open_order_count = -1
            live_orders = []
            live_ids = []
            expected_ids = []
            stale_ids = []
            missing_ids = []
            self.state["last_error"] = str(exc)
            self._log(f"open orders check failed: {exc}")

        self.state["open_order_count"] = open_order_count
        desired_sides = self._desired_sides()

        mode = self._mode()
        guard_active, guard_reason = self._trend_guard_status()
        self.state["trend_guard_active"] = guard_active

        if mode == "active" and guard_active:
            self._log(f"trend guard active: {guard_reason}")
            try:
                self.context.cancel_all_orders()
            except Exception as exc:
                self.state["last_error"] = str(exc)
                self._log(f"trend guard cancel failed: {exc}")
            self.state["last_action"] = "trend_guard"
            return {"action": "guard", "price": price, "reason": guard_reason}

        if mode != "active":
            if not self.state.get("seeded") or not self.state.get("center_price"):
                self.state["center_price"] = price
                self._place_grid(price)
                self.state["seeded"] = True
                self._log(f"planned grid at {price}")
                return {"action": "plan", "price": price}

            center = float(self.state.get("center_price") or price)
            recenter_pct = float(self.config.get("recenter_pct", 0.05) or 0.05)
            deviation = abs(price - center) / center if center else 0.0
            if deviation >= recenter_pct:
                self.state["center_price"] = price
                self._place_grid(price)
                self._log(f"planned recenter to {price}")
                return {"action": "plan", "price": price, "deviation": deviation}

            self.state["last_action"] = "observe monitor"
            self._log(f"observe at {price} dev {deviation:.4f}")
            return {"action": "observe", "price": price, "deviation": deviation}

        if stale_ids:
            self._log(f"stale live orders: {stale_ids}")
            self._cancel_orders(stale_ids)
            live_ids = [oid for oid in live_ids if oid not in stale_ids]

        if missing_ids:
            self._log(f"missing tracked orders: {missing_ids}")
            self.state["order_ids"] = live_ids

        if self._order_count_mismatch(tracked_ids_before_sync, live_orders):
            self.state["mismatch_ticks"] = int(self.state.get("mismatch_ticks") or 0) + 1
            self._log(f"order count mismatch detected: tracked={len(tracked_ids_before_sync)} live={len(live_orders)} ticks={self.state['mismatch_ticks']}")
            if self.state["mismatch_ticks"] >= 2 and not self._recovery_paused() and self._mode() == "active":
                self._recover_grid(price)
                return {"action": "recovery", "price": price}
        else:
            self.state["mismatch_ticks"] = 0

        center = self._maybe_refresh_center(float(self.state.get("center_price") or price))
        recenter_pct = self._recenter_threshold_pct()
        deviation = abs(price - center) / center if center else 0.0
        if mode == "active" and deviation >= recenter_pct and not self._grid_refresh_paused():
            self._log(f"recenter needed at price={price} center={center} dev={deviation:.4f} threshold={recenter_pct:.4f}")
            try:
                self.context.cancel_all_orders()
            except Exception as exc:
                self.state["last_error"] = str(exc)
                self._log(f"recenter cancel-all failed: {exc}")
            self.state["center_price"] = price
            self._place_grid(price)
            live_orders = self._sync_open_orders_state()
            live_ids = list(self.state.get("order_ids") or [])
            open_order_count = len(live_ids)
            self.state["last_action"] = "recentered"
            return {"action": "recenter", "price": price, "deviation": deviation}

        live_orders, live_ids, open_order_count = self._reconcile_after_sync(previous_orders, live_orders, desired_sides, price)

        if desired_sides != {"buy", "sell"}:
            current_sides = {str(order.get("side") or "").lower() for order in live_orders if isinstance(order, dict)}
            missing_side = next((side for side in desired_sides if side not in current_sides), None)
            if missing_side and self.state.get("center_price"):
                self._log(f"adding missing {missing_side} side after trade_sides change, live_sides={sorted(current_sides)} live_ids={live_ids}")
                self._place_side_grid(missing_side, float(self.state.get("center_price") or price))
                live_orders = self._sync_open_orders_state()
                self._log(f"post-add sync: open_order_count={self.state.get('open_order_count', 0)} live_ids={self.state.get('order_ids') or []}")
                self.state["last_action"] = f"added {missing_side} side"
                return {"action": "add_side", "price": price, "side": missing_side}

        if desired_sides == {"buy", "sell"}:
            current_sides = {str(order.get("side") or "").lower() for order in live_orders if isinstance(order, dict)}
            tracked_sides = {str(order.get("side") or "").lower() for order in previous_orders if isinstance(order, dict)}
            missing_sides = [side for side in ("buy", "sell") if side not in current_sides]
            reconciled_sides: list[str] = []
            has_live_grid = bool(live_orders) or bool(live_ids) or bool(tracked_sides)

            # If the grid is empty because both sides were skipped, do not keep
            # trying to "restore" a missing side every tick. Let the normal
            # reseed path decide when to try again.
            if missing_sides and has_live_grid and self.state.get("center_price") and not self._grid_refresh_paused():
                for side in missing_sides:
                    if current_sides or tracked_sides:
                        self._log(f"adding missing {side} side, live_sides={sorted(current_sides)} tracked_sides={sorted(tracked_sides)} live_ids={live_ids}")
                    self._place_side_grid(side, float(self.state.get("center_price") or price))
                    reconciled_sides.append(side)
                live_orders = self._sync_open_orders_state()
                self._log(f"post-add sync: open_order_count={self.state.get('open_order_count', 0)} live_ids={self.state.get('order_ids') or []}")
            if live_orders and self.state.get("center_price") and not self._grid_refresh_paused():
                self._top_up_missing_levels(float(self.state.get("center_price") or price), live_orders)
                live_orders = self._sync_open_orders_state()
                if reconciled_sides:
                    self.state["last_action"] = f"reconciled {','.join(reconciled_sides)}"
                    return {"action": "reconcile", "price": price, "side": ",".join(reconciled_sides)}

        if (not self.state.get("seeded") or not self.state.get("center_price")) and not self._grid_refresh_paused():
            self.state["center_price"] = price
            self._place_grid(price)
            live_orders = self._sync_open_orders_state()
            self.state["seeded"] = True
            mode = self._mode()
            self._log(f"{'seeded' if mode == 'active' else 'planned'} grid at {price}")
            return {"action": "seed" if mode == "active" else "plan", "price": price}

        if (open_order_count == 0 or (expected_ids and not set(expected_ids).intersection(set(live_ids)))) and not self._grid_refresh_paused():
            self._log("no open orders, reseeding grid")
            self.state["center_price"] = price
            self._place_grid(price)
            live_orders = self._sync_open_orders_state()
            mode = self._mode()
            self.state["last_action"] = "reseeded" if mode == "active" else f"{mode} monitor"
            return {"action": "reseed" if mode == "active" else "plan", "price": price}

        mode = self._mode()
        self.state["last_action"] = "hold" if mode == "active" else f"{mode} monitor"
        self._log(f"hold at {price} dev {deviation:.4f}")
        return {"action": "hold" if mode == "active" else "plan", "price": price, "deviation": deviation}

    def render(self):
        # Refresh the market-derived display values on render so the dashboard
        # reflects the same inputs the strategy would use on the next tick.
        live_step_pct = float(self.state.get("grid_step_pct") or 0.0)
        live_atr_pct = float(self.state.get("atr_percent") or 0.0)
        try:
            self._refresh_balance_snapshot()
            live_step_pct = self._grid_step_pct()
            live_atr_pct = float(self.state.get("atr_percent") or live_atr_pct)
        except Exception as exc:
            self._log(f"render refresh failed: {exc}")

        return {
            "widgets": [
                {"type": "metric", "label": "market", "value": self._market_symbol()},
                {"type": "metric", "label": "center", "value": round(float(self.state.get("center_price") or 0.0), 6)},
                {"type": "metric", "label": "last price", "value": round(float(self.state.get("last_price") or 0.0), 6)},
                {"type": "metric", "label": "state", "value": self.state.get("last_action", "idle")},
                {"type": "metric", "label": "orders", "value": len(self.state.get("orders") or [])},
                {"type": "metric", "label": "open orders", "value": self.state.get("open_order_count", 0)},
                {"type": "metric", "label": f"ATR({self.config.get('volatility_timeframe', '1h')}) %", "value": round(live_atr_pct, 4)},
                {"type": "metric", "label": "grid step %", "value": round(live_step_pct * 100.0, 4)},
                {"type": "metric", "label": "1d", "value": ((self.state.get('regimes') or {}).get('1d') or {}).get('trend', {}).get('state', 'n/a')},
                {"type": "metric", "label": "4h", "value": ((self.state.get('regimes') or {}).get('4h') or {}).get('trend', {}).get('state', 'n/a')},
                {"type": "metric", "label": "1h", "value": ((self.state.get('regimes') or {}).get('1h') or {}).get('trend', {}).get('state', 'n/a')},
                {"type": "metric", "label": "15m", "value": ((self.state.get('regimes') or {}).get('15m') or {}).get('trend', {}).get('state', 'n/a')},
                {"type": "metric", "label": f"{self._base_symbol()} avail", "value": round(float(self.state.get("base_available") or 0.0), 8)},
                {"type": "metric", "label": f"{self.context.counter_currency or 'USD'} avail", "value": round(float(self.state.get("counter_available") or 0.0), 8)},
                *([
                    {"type": "metric", "label": "trend guard active", "value": "on"},
                    {"type": "text", "label": "trend guard reason", "value": "higher-timeframe trend conflict"},
                ] if self.state.get("trend_guard_active") else []),
                {"type": "text", "label": "error", "value": self.state.get("last_error", "") or "none"},
                {"type": "log", "label": "debug log", "lines": self.state.get("debug_log") or []},
            ]
        }