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 = 0.2
    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},
        "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": ""},
        "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": "",
            "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 _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 _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()

    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 = float(self.config.get("fee_rate", 0.0025) or 0.0)
        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:
        """Derive a per-order amount from the currently available balance.

        This helper is used when the grid seeds, tops up, or replaces an order.
        It folds in the live available balance, fee cushion, per-order caps, and
        the exchange minimum notional. If the wallet cannot support a valid order,
        it returns 0.0 instead of forcing an impossible minimum size.
        """
        if levels <= 0 or price <= 0:
            return 0.0
        safety = 0.995
        fee_rate = float(self.config.get("fee_rate", 0.0025) or 0.0)
        max_notional = float(self.config.get("max_notional_per_order", 0.0) or 0.0)
        manual = float(self.config.get("order_size", 0.0) or 0.0)
        min_amount = (min_notional / price) if min_notional > 0 else 0.0
        if side == "buy":
            quote = self.context.counter_currency or "USD"
            quote_available = self._available_balance(quote)
            self.state["counter_available"] = quote_available
            spendable_quote = quote_available * safety
            max_affordable = spendable_quote / (price * (1 + fee_rate))
            if max_affordable < min_amount:
                return 0.0
            amount = min(spendable_quote / (max(levels, 1) * price * (1 + fee_rate)), max_affordable)
        else:
            base = self._base_symbol()
            base_available = self._available_balance(base)
            self.state["base_available"] = base_available
            spendable_base = (base_available * safety) / (1 + fee_rate)
            max_affordable = spendable_base
            if max_affordable < min_amount:
                return 0.0
            amount = min(spendable_base / max(levels, 1), max_affordable)

        amount = max(amount, min_amount * 1.05)
        if max_notional > 0 and price > 0:
            amount = min(amount, max_notional / (price * (1 + fee_rate)))
        if manual > 0:
            if manual >= min_amount:
                amount = min(amount, manual)
            else:
                self._log(
                    f"manual order_size below minimum: order_size={manual:.6g} min_amount={min_amount:.6g} price={price} min_notional={min_notional}"
                )
        return max(amount, 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 = float(self.config.get("fee_rate", 0.0025) or 0.0)
        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(
                    f"skip side buy: insufficient counter balance quote={quote_available:.6g} max_affordable_amount={max_affordable_amount:.6g} min_amount={min_amount:.6g} fee_rate={fee_rate}"
                )
                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(
                    f"skip side {side} level {i}: amount={amount:.6g} below min_size={min_size:.6g} min_notional={min_notional} price={price}"
                )
                continue
            try:
                self._log(f"place side {side} level {i}: price={price} amount={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(f"place side {side} level {i} result status={status} order_id={order_id} raw={result}")
                orders.append({"side": side, "price": price, "amount": amount, "result": result})
                if order_id is not None:
                    order_ids.append(str(order_id))
                self._log(f"seed side {side} level {i}: {price} amount {amount:.6g}")
            except Exception as exc:
                self.state["last_error"] = str(exc)
                self._log(f"seed side {side} 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._log(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)}
            missing_sides = [side for side in ("buy", "sell") if side not in current_sides]
            reconciled_sides: list[str] = []
            if missing_sides and self.state.get("center_price") and not self._grid_refresh_paused():
                for side in missing_sides:
                    self._log(f"adding missing {side} side after trade_sides change, live_sides={sorted(current_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 []},
            ]
        }