workspace/projects/crypto-signals/leverage_game.py

#!/usr/bin/env python3
"""
Crypto Leverage Trading Game Engine
Paper trading with longs, shorts, and configurable leverage.
Tracks liquidation prices, unrealized PnL, and funding costs.
"""

import json
import os
import uuid
import time
import urllib.request
from datetime import datetime, date, timezone
from pathlib import Path

DATA_DIR = Path(__file__).parent / "data" / "leverage-game"
GAMES_DIR = DATA_DIR / "games"

BINANCE_TICKER = "https://api.binance.us/api/v3/ticker/price"


def _load(path, default=None):
    if path.exists():
        return json.loads(path.read_text())
    return default if default is not None else {}


def _save(path, data):
    path.parent.mkdir(parents=True, exist_ok=True)
    path.write_text(json.dumps(data, indent=2, default=str))


def _game_path(game_id):
    return GAMES_DIR / game_id / "game.json"

def _player_path(game_id, username):
    return GAMES_DIR / game_id / "players" / username / "portfolio.json"

def _trades_path(game_id, username):
    return GAMES_DIR / game_id / "players" / username / "trades.json"

def _snapshots_path(game_id, username):
    return GAMES_DIR / game_id / "players" / username / "snapshots.json"


# ── Price Fetching ──

def get_price(symbol):
    """Get current price from Binance US."""
    if not symbol.endswith("USDT"):
        symbol = f"{symbol}USDT"
    url = f"{BINANCE_TICKER}?symbol={symbol}"
    req = urllib.request.Request(url, headers={'User-Agent': 'Mozilla/5.0'})
    try:
        resp = urllib.request.urlopen(req, timeout=10)
        return float(json.loads(resp.read())['price'])
    except:
        return None


# ── Game Management ──

def create_game(name, starting_cash=10_000.0, max_leverage=20, creator="system"):
    """Create a new leverage trading game."""
    game_id = str(uuid.uuid4())[:8]
    config = {
        "game_id": game_id,
        "name": name,
        "starting_cash": starting_cash,
        "max_leverage": max_leverage,
        "funding_rate_8h": 0.01,  # 0.01% per 8h (typical perp funding)
        "maker_fee": 0.02,        # 0.02%
        "taker_fee": 0.05,        # 0.05%
        "start_date": date.today().isoformat(),
        "creator": creator,
        "created_at": datetime.now(timezone.utc).isoformat(),
        "players": [],
        "status": "active",
    }
    _save(_game_path(game_id), config)
    return game_id


def list_games(active_only=True):
    """List all leverage games."""
    games = []
    if not GAMES_DIR.exists():
        return games
    for gid in os.listdir(GAMES_DIR):
        gp = _game_path(gid)
        if gp.exists():
            config = _load(gp)
            if active_only and config.get("status") != "active":
                continue
            games.append(config)
    return sorted(games, key=lambda g: g.get("created_at", ""), reverse=True)


def get_game(game_id):
    return _load(_game_path(game_id))


def join_game(game_id, username):
    """Add player to game."""
    config = get_game(game_id)
    if not config:
        return {"error": "Game not found"}
    if username in config["players"]:
        return {"error": f"{username} already in game"}
    
    config["players"].append(username)
    _save(_game_path(game_id), config)
    
    _save(_player_path(game_id, username), {
        "cash": config["starting_cash"],
        "positions": {},
        "total_realized_pnl": 0,
        "total_fees_paid": 0,
        "total_funding_paid": 0,
    })
    _save(_trades_path(game_id, username), [])
    _save(_snapshots_path(game_id, username), [])
    
    return {"success": True, "game_id": game_id, "username": username}


# ── Position Math ──

def calc_liquidation_price(entry_price, leverage, direction):
    """
    Simplified liquidation price.
    Long: liq = entry * (1 - 1/leverage)
    Short: liq = entry * (1 + 1/leverage)
    """
    if direction == "long":
        return entry_price * (1 - 1 / leverage)
    else:  # short
        return entry_price * (1 + 1 / leverage)


def calc_unrealized_pnl(entry_price, current_price, size_usd, leverage, direction):
    """
    Calculate unrealized PnL for a leveraged position.
    size_usd = margin (collateral). Notional = size_usd * leverage.
    """
    notional = size_usd * leverage
    shares = notional / entry_price
    
    if direction == "long":
        pnl = (current_price - entry_price) * shares
    else:  # short
        pnl = (entry_price - current_price) * shares
    
    return pnl


def is_liquidated(entry_price, current_price, leverage, direction):
    """Check if position would be liquidated."""
    liq_price = calc_liquidation_price(entry_price, leverage, direction)
    if direction == "long":
        return current_price <= liq_price
    else:
        return current_price >= liq_price


# ── Trading ──

def open_position(game_id, username, symbol, direction, margin_usd, leverage, reason="Manual"):
    """
    Open a leveraged position.
    margin_usd: collateral put up
    leverage: multiplier (e.g., 10x)
    direction: 'long' or 'short'
    """
    pf = _load(_player_path(game_id, username))
    game = get_game(game_id)
    if not pf or not game:
        return {"error": "Player or game not found"}
    
    if direction not in ("long", "short"):
        return {"error": "Direction must be 'long' or 'short'"}
    if leverage > game.get("max_leverage", 20):
        return {"error": f"Max leverage is {game['max_leverage']}x"}
    if margin_usd > pf["cash"]:
        return {"error": f"Insufficient cash. Need ${margin_usd:.2f}, have ${pf['cash']:.2f}"}
    
    symbol = symbol.upper().replace("USDT", "")
    price = get_price(symbol)
    if not price:
        return {"error": f"Could not fetch price for {symbol}"}
    
    notional = margin_usd * leverage
    fee = notional * game.get("taker_fee", 0.05) / 100
    
    # Deduct margin + entry fee from cash
    pf["cash"] -= (margin_usd + fee)
    pf["total_fees_paid"] = pf.get("total_fees_paid", 0) + fee
    
    pos_id = f"{symbol}_{direction}_{str(uuid.uuid4())[:4]}"
    liq_price = calc_liquidation_price(price, leverage, direction)
    
    pf["positions"][pos_id] = {
        "symbol": symbol,
        "direction": direction,
        "leverage": leverage,
        "margin_usd": margin_usd,
        "notional": round(notional, 2),
        "entry_price": price,
        "current_price": price,
        "liquidation_price": round(liq_price, 4),
        "unrealized_pnl": 0,
        "entry_fee": round(fee, 4),
        "opened_at": datetime.now(timezone.utc).isoformat(),
        "reason": reason,
    }
    
    _save(_player_path(game_id, username), pf)
    
    # Log trade
    trades = _load(_trades_path(game_id, username), [])
    trades.append({
        "action": "OPEN",
        "pos_id": pos_id,
        "symbol": symbol,
        "direction": direction,
        "leverage": leverage,
        "margin_usd": margin_usd,
        "notional": round(notional, 2),
        "entry_price": price,
        "liquidation_price": round(liq_price, 4),
        "fee": round(fee, 4),
        "reason": reason,
        "timestamp": datetime.now(timezone.utc).isoformat(),
    })
    _save(_trades_path(game_id, username), trades)
    
    return {
        "success": True,
        "pos_id": pos_id,
        "symbol": symbol,
        "direction": direction,
        "leverage": leverage,
        "entry_price": price,
        "margin": margin_usd,
        "notional": round(notional, 2),
        "liquidation_price": round(liq_price, 4),
        "fee": round(fee, 4),
    }


def close_position(game_id, username, pos_id, reason="Manual"):
    """Close a leveraged position."""
    pf = _load(_player_path(game_id, username))
    game = get_game(game_id)
    if not pf or not game:
        return {"error": "Player or game not found"}
    if pos_id not in pf["positions"]:
        return {"error": f"Position {pos_id} not found"}
    
    pos = pf["positions"][pos_id]
    price = get_price(pos["symbol"])
    if not price:
        return {"error": f"Could not fetch price for {pos['symbol']}"}
    
    # Calculate PnL
    pnl = calc_unrealized_pnl(
        pos["entry_price"], price, pos["margin_usd"], pos["leverage"], pos["direction"]
    )
    
    # Check liquidation
    liquidated = is_liquidated(pos["entry_price"], price, pos["leverage"], pos["direction"])
    if liquidated:
        pnl = -pos["margin_usd"]  # Lose entire margin
    
    # Exit fee
    notional = pos["margin_usd"] * pos["leverage"]
    fee = notional * game.get("taker_fee", 0.05) / 100
    
    # Return margin + PnL - fee to cash
    returned = pos["margin_usd"] + pnl - fee
    if returned < 0:
        returned = 0  # Can't lose more than margin (no negative balance)
    
    pf["cash"] += returned
    pf["total_realized_pnl"] = pf.get("total_realized_pnl", 0) + pnl
    pf["total_fees_paid"] = pf.get("total_fees_paid", 0) + fee
    
    del pf["positions"][pos_id]
    _save(_player_path(game_id, username), pf)
    
    # Log trade
    pnl_pct = (pnl / pos["margin_usd"] * 100) if pos["margin_usd"] > 0 else 0
    trades = _load(_trades_path(game_id, username), [])
    trades.append({
        "action": "LIQUIDATED" if liquidated else "CLOSE",
        "pos_id": pos_id,
        "symbol": pos["symbol"],
        "direction": pos["direction"],
        "leverage": pos["leverage"],
        "entry_price": pos["entry_price"],
        "exit_price": price,
        "margin_usd": pos["margin_usd"],
        "pnl": round(pnl, 2),
        "pnl_pct": round(pnl_pct, 2),
        "fee": round(fee, 4),
        "liquidated": liquidated,
        "reason": reason,
        "timestamp": datetime.now(timezone.utc).isoformat(),
    })
    _save(_trades_path(game_id, username), trades)
    
    return {
        "success": True,
        "pos_id": pos_id,
        "symbol": pos["symbol"],
        "direction": pos["direction"],
        "entry_price": pos["entry_price"],
        "exit_price": price,
        "pnl": round(pnl, 2),
        "pnl_pct": round(pnl_pct, 2),
        "liquidated": liquidated,
        "returned_to_cash": round(returned, 2),
    }


def update_prices(game_id, username):
    """Update all position prices and check for liquidations."""
    pf = _load(_player_path(game_id, username))
    if not pf:
        return []
    
    liquidations = []
    to_liquidate = []
    
    for pos_id, pos in pf["positions"].items():
        price = get_price(pos["symbol"])
        if not price:
            continue
        
        pos["current_price"] = price
        pos["unrealized_pnl"] = round(
            calc_unrealized_pnl(pos["entry_price"], price, pos["margin_usd"], pos["leverage"], pos["direction"]),
            2
        )
        
        if is_liquidated(pos["entry_price"], price, pos["leverage"], pos["direction"]):
            to_liquidate.append(pos_id)
        
        time.sleep(0.1)
    
    _save(_player_path(game_id, username), pf)
    
    # Process liquidations
    for pos_id in to_liquidate:
        result = close_position(game_id, username, pos_id, reason="LIQUIDATED")
        liquidations.append(result)
    
    return liquidations


# ── Portfolio View ──

def get_portfolio(game_id, username):
    """Get full portfolio with live PnL."""
    pf = _load(_player_path(game_id, username))
    game = get_game(game_id)
    if not pf or not game:
        return None
    
    starting = game["starting_cash"]
    total_unrealized = sum(p.get("unrealized_pnl", 0) for p in pf["positions"].values())
    total_margin_locked = sum(p["margin_usd"] for p in pf["positions"].values())
    equity = pf["cash"] + total_margin_locked + total_unrealized
    total_pnl = equity - starting
    
    return {
        "username": username,
        "game_id": game_id,
        "cash": round(pf["cash"], 2),
        "margin_locked": round(total_margin_locked, 2),
        "unrealized_pnl": round(total_unrealized, 2),
        "realized_pnl": round(pf.get("total_realized_pnl", 0), 2),
        "total_fees": round(pf.get("total_fees_paid", 0), 2),
        "equity": round(equity, 2),
        "total_pnl": round(total_pnl, 2),
        "pnl_pct": round(total_pnl / starting * 100, 2),
        "num_positions": len(pf["positions"]),
        "positions": pf["positions"],
    }


def get_trades(game_id, username):
    return _load(_trades_path(game_id, username), [])


def daily_snapshot(game_id, username):
    """Take daily snapshot."""
    p = get_portfolio(game_id, username)
    if not p:
        return None
    snapshots = _load(_snapshots_path(game_id, username), [])
    today = date.today().isoformat()
    snapshots = [s for s in snapshots if s["date"] != today]
    snapshots.append({
        "date": today,
        "equity": p["equity"],
        "total_pnl": p["total_pnl"],
        "pnl_pct": p["pnl_pct"],
        "cash": p["cash"],
        "num_positions": p["num_positions"],
        "realized_pnl": p["realized_pnl"],
        "total_fees": p["total_fees"],
    })
    _save(_snapshots_path(game_id, username), snapshots)
    return snapshots[-1]


def get_leaderboard(game_id):
    """Leaderboard sorted by equity."""
    game = get_game(game_id)
    if not game:
        return []
    board = []
    for username in game["players"]:
        p = get_portfolio(game_id, username)
        if p:
            trades = get_trades(game_id, username)
            closed = [t for t in trades if t.get("action") in ("CLOSE", "LIQUIDATED")]
            wins = [t for t in closed if t.get("pnl", 0) > 0]
            liquidations = [t for t in closed if t.get("liquidated")]
            board.append({
                "username": username,
                "equity": p["equity"],
                "total_pnl": p["total_pnl"],
                "pnl_pct": p["pnl_pct"],
                "num_positions": p["num_positions"],
                "trades_closed": len(closed),
                "win_rate": round(len(wins) / len(closed) * 100, 1) if closed else 0,
                "liquidations": len(liquidations),
                "total_fees": p["total_fees"],
            })
    return sorted(board, key=lambda x: x["pnl_pct"], reverse=True)


# ── Auto-Trader (Scanner Integration) ──

def auto_trade_from_scanner(game_id, username, scan_results, margin_per_trade=200, leverage=10):
    """
    Automatically open positions based on scanner results.
    Short scanner (score >= 50) → open short
    Spot scanner (score >= 40) → open long
    """
    opened = []
    for r in scan_results:
        symbol = r["symbol"]
        score = r["score"]
        
        # Determine direction based on which scanner produced this
        direction = r.get("direction", "short")  # Default to short for short scanner
        
        if score < 40:
            continue
        
        # Scale leverage with conviction
        if score >= 70:
            lev = min(leverage, 15)
        elif score >= 50:
            lev = min(leverage, 10)
        else:
            lev = min(leverage, 5)
        
        result = open_position(game_id, username, symbol, direction, margin_per_trade, lev,
                              reason=f"Scanner score:{score} | {', '.join(r.get('reasons', []))}")
        if result.get("success"):
            opened.append(result)
    
    return opened


# ── Initialize ──

def ensure_default_game():
    """Create default Leverage Challenge game."""
    for g in list_games():
        if g["name"] == "Leverage Challenge":
            return g["game_id"]
    
    game_id = create_game("Leverage Challenge", starting_cash=10_000.0, max_leverage=20, creator="case")
    join_game(game_id, "case")
    return game_id


if __name__ == "__main__":
    game_id = ensure_default_game()
    game = get_game(game_id)
    print(f"Game: {game['name']} ({game_id})")
    print(f"Players: {game['players']}")
    print(f"Starting cash: ${game['starting_cash']:,.2f}")
    print(f"Max leverage: {game['max_leverage']}x")
    
    board = get_leaderboard(game_id)
    for entry in board:
        print(f"  {entry['username']}: ${entry['equity']:,.2f} ({entry['pnl_pct']:+.2f}%) "
              f"| {entry['trades_closed']} trades | {entry['win_rate']}% win | {entry['liquidations']} liquidated")