rckrdmrd
c1b5081208
ML Engine Updates: - Updated BTCUSD with Polygon API data (2024-2025): 215,699 new records - Re-trained all ML models: Attention (R²: 0.223), Base, Metamodel (87.3% confidence) - Backtest results: +176.71R profit with aggressive_filter strategy Documentation Consolidation: - Created docs/99-analisis/_MAP.md index with 13 new analysis documents - Consolidated inventories: removed duplicates from orchestration/inventarios/ - Updated ML_INVENTORY.yml with BTCUSD metrics and training results - Added execution reports: FASE11-BTCUSD, correction issues, alignment validation Architecture & Integration: - Updated all module documentation with NEXUS v3.4 frontmatter - Fixed _MAP.md indexes across all folders - Updated orchestration plans and traces Files: 229 changed, 5064 insertions(+), 1872 deletions(-) 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
505 lines
14 KiB
YAML
505 lines
14 KiB
YAML
# MT4_GATEWAY_INVENTORY.yml - Inventario del MT4 Gateway Service
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# Trading Platform Trading Platform
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# Fecha creación: 2025-12-12
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# Última actualización: 2025-12-12
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metadata:
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version: "1.0.0"
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created: "2025-12-12"
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last_updated: "2025-12-12"
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author: "Architecture-Analyst"
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module: "MT4 Gateway Service"
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epic: "OQI-009" # Nueva épica para trading execution
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description: "Servicio gateway para múltiples terminales MT4 con agentes independientes"
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status: "Implementación Inicial"
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# ============================================
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# RESUMEN EJECUTIVO
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# ============================================
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resumen:
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proposito: "Unificar acceso a múltiples terminales MT4, cada uno con su agente de trading"
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tipo_servicio: "Python/FastAPI"
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puerto_default: 8090
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total_archivos: 8
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total_endpoints: 15
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agentes_configurados: 3
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estado_implementacion: "Estructura Base"
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# ============================================
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# ESTRUCTURA DE ARCHIVOS
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# ============================================
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archivos:
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- id: "FILE-MT4GW-001"
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path: "apps/mt4-gateway/src/main.py"
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tipo: "FastAPI Application"
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descripcion: "Aplicación principal del gateway"
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lineas: ~400
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dependencias:
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- "providers/mt4_bridge_client.py"
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- "config/agents.yml"
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endpoints_definidos: 15
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estado: "Implementado"
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- id: "FILE-MT4GW-002"
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path: "apps/mt4-gateway/src/providers/mt4_bridge_client.py"
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tipo: "Client Library"
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descripcion: "Cliente para comunicación con EA Bridge en MT4"
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lineas: ~350
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clases:
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- name: "MT4BridgeClient"
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metodos: 15
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async: true
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- name: "MT4Tick"
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tipo: "dataclass"
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- name: "MT4Position"
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tipo: "dataclass"
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- name: "MT4AccountInfo"
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tipo: "dataclass"
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- name: "TradeResult"
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tipo: "dataclass"
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estado: "Implementado"
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- id: "FILE-MT4GW-003"
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path: "apps/mt4-gateway/config/agents.yml"
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tipo: "Configuration"
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descripcion: "Configuración de agentes de trading"
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agentes_definidos:
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- agent_1: "Atlas (Conservative)"
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- agent_2: "Orion (Moderate)"
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- agent_3: "Nova (Aggressive)"
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estado: "Implementado"
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- id: "FILE-MT4GW-004"
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path: "apps/mt4-gateway/.env.example"
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tipo: "Environment Template"
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descripcion: "Variables de entorno del servicio"
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variables: 15
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estado: "Implementado"
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- id: "FILE-MT4GW-005"
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path: "apps/mt4-gateway/requirements.txt"
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tipo: "Dependencies"
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descripcion: "Dependencias Python del servicio"
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dependencias_principales:
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- "fastapi>=0.104.0"
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- "uvicorn>=0.24.0"
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- "aiohttp>=3.9.0"
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- "pyyaml>=6.0"
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- "loguru>=0.7.0"
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estado: "Implementado"
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- id: "FILE-MT4GW-006"
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path: "apps/mt4-gateway/src/__init__.py"
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tipo: "Module Init"
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estado: "Implementado"
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- id: "FILE-MT4GW-007"
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path: "apps/mt4-gateway/src/providers/__init__.py"
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tipo: "Module Init"
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estado: "Implementado"
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- id: "FILE-MT4GW-008"
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path: "apps/mt4-gateway/src/services/__init__.py"
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tipo: "Module Init"
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estado: "Implementado"
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# ============================================
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# API ENDPOINTS
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# ============================================
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endpoints:
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health:
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- id: "EP-MT4GW-001"
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path: "/health"
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method: "GET"
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descripcion: "Health check del servicio"
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response: "{status, agents_configured, agents_active}"
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autenticacion: false
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- id: "EP-MT4GW-002"
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path: "/api/status"
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method: "GET"
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descripcion: "Estado detallado del servicio"
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response: "{service, version, agents[]}"
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autenticacion: false
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agents:
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- id: "EP-MT4GW-003"
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path: "/api/agents"
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method: "GET"
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descripcion: "Lista todos los agentes configurados"
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response: "{agent_id: {name, enabled, strategy, pairs, active}}"
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- id: "EP-MT4GW-004"
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path: "/api/agents/summary"
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method: "GET"
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descripcion: "Resumen consolidado de todos los agentes"
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response: "GlobalSummary"
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modelo_respuesta: "GlobalSummary"
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- id: "EP-MT4GW-005"
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path: "/api/agents/{agent_id}"
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method: "GET"
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descripcion: "Información detallada de un agente"
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parametros:
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- name: "agent_id"
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tipo: "path"
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required: true
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- id: "EP-MT4GW-006"
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path: "/api/agents/{agent_id}/account"
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method: "GET"
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descripcion: "Información de cuenta MT4 del agente"
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response: "{balance, equity, margin, free_margin, profit, currency, leverage}"
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- id: "EP-MT4GW-007"
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path: "/api/agents/{agent_id}/positions"
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method: "GET"
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descripcion: "Posiciones abiertas del agente"
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response: "{count, positions[]}"
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- id: "EP-MT4GW-008"
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path: "/api/agents/{agent_id}/tick/{symbol}"
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method: "GET"
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descripcion: "Precio actual de un símbolo"
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response: "{bid, ask, spread, timestamp}"
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trading:
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- id: "EP-MT4GW-009"
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path: "/api/agents/{agent_id}/trade"
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method: "POST"
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descripcion: "Ejecuta un trade para un agente"
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body: "TradeRequest"
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response: "{success, ticket, message, error_code}"
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validaciones:
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- "Lot size vs max allowed"
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- "Symbol in allowed pairs"
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- id: "EP-MT4GW-010"
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path: "/api/agents/{agent_id}/close"
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method: "POST"
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descripcion: "Cierra una posición"
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body: "CloseRequest"
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- id: "EP-MT4GW-011"
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path: "/api/agents/{agent_id}/modify"
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method: "POST"
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descripcion: "Modifica SL/TP de una posición"
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body: "ModifyRequest"
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- id: "EP-MT4GW-012"
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path: "/api/agents/{agent_id}/close-all"
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method: "POST"
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descripcion: "Cierra todas las posiciones de un agente"
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parametros:
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- name: "symbol"
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tipo: "query"
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required: false
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emergency:
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- id: "EP-MT4GW-013"
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path: "/api/emergency/stop-all"
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method: "POST"
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descripcion: "EMERGENCY - Cierra todas las posiciones de todos los agentes"
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warning: "Usar solo en emergencias"
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# ============================================
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# MODELOS DE DATOS (Pydantic)
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# ============================================
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modelos:
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request:
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- id: "MOD-MT4GW-001"
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name: "TradeRequest"
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campos:
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- name: "symbol"
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tipo: "str"
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required: true
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- name: "action"
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tipo: "str"
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values: ["buy", "sell"]
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required: true
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- name: "lots"
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tipo: "float"
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required: true
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- name: "sl"
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tipo: "float"
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required: false
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- name: "tp"
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tipo: "float"
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required: false
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- name: "comment"
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tipo: "str"
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default: "Trading Platform"
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- id: "MOD-MT4GW-002"
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name: "CloseRequest"
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campos:
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- name: "ticket"
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tipo: "int"
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required: true
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- name: "lots"
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tipo: "float"
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required: false
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- id: "MOD-MT4GW-003"
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name: "ModifyRequest"
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campos:
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- name: "ticket"
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tipo: "int"
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required: true
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- name: "sl"
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tipo: "float"
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required: false
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- name: "tp"
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tipo: "float"
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required: false
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response:
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- id: "MOD-MT4GW-004"
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name: "AgentSummary"
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campos:
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- "agent_id: str"
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- "name: str"
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- "status: str"
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- "balance: float"
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- "equity: float"
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- "profit: float"
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- "open_positions: int"
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- "strategy: str"
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- id: "MOD-MT4GW-005"
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name: "GlobalSummary"
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campos:
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- "total_balance: float"
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- "total_equity: float"
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- "total_profit: float"
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- "total_positions: int"
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- "agents_online: int"
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- "agents_offline: int"
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- "agents: List[AgentSummary]"
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# ============================================
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# AGENTES DE TRADING
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# ============================================
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agentes:
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- id: "AGENT-001"
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codigo: "agent_1"
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nombre: "Atlas"
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descripcion: "Conservative AMD strategy focused on gold"
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enabled: true
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mt4_port: 8081
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strategy: "amd"
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pairs: ["XAUUSD"]
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risk_config:
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initial_balance: 200
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max_risk_per_trade: 0.01
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max_daily_loss: 0.05
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max_positions: 1
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lot_size: 0.01
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- id: "AGENT-002"
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codigo: "agent_2"
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nombre: "Orion"
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descripcion: "Moderate ICT strategy for forex majors"
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enabled: false
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mt4_port: 8082
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strategy: "ict"
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pairs: ["EURUSD", "GBPUSD"]
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risk_config:
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initial_balance: 500
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max_risk_per_trade: 0.015
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max_daily_loss: 0.05
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max_positions: 2
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lot_size: 0.02
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- id: "AGENT-003"
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codigo: "agent_3"
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nombre: "Nova"
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descripcion: "Aggressive multi-pair strategy"
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enabled: false
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mt4_port: 8083
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strategy: "mixed"
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pairs: ["XAUUSD", "EURUSD", "GBPUSD", "USDJPY"]
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risk_config:
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initial_balance: 1000
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max_risk_per_trade: 0.02
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max_daily_loss: 0.05
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max_positions: 3
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lot_size: 0.05
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# ============================================
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# DEPENDENCIAS
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# ============================================
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dependencias:
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internas:
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- modulo: "ML Engine"
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tipo: "Consumer"
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descripcion: "Consume señales del ML Engine"
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endpoint: "http://localhost:8000/api/v1/signals"
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protocolo: "HTTP REST"
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estado: "Pendiente integración"
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- modulo: "Data Service"
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tipo: "Reference"
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descripcion: "Referencia para datos de mercado"
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archivo: "apps/data-service/"
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estado: "Activo"
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- modulo: "Backend Express"
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tipo: "Integration"
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descripcion: "Integración para admin dashboard"
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endpoint: "/api/trading/*"
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estado: "Pendiente"
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externas:
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- servicio: "MT4 Terminal + EA Bridge"
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tipo: "Critical"
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descripcion: "Terminal MT4 con EA Bridge corriendo"
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puertos: [8081, 8082, 8083]
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protocolo: "HTTP REST"
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requerido: true
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- servicio: "EBC Financial Group"
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tipo: "Broker"
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descripcion: "Broker MT4 para ejecución"
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servidor: "EBCFinancialGroupKY-Demo02"
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tipo_cuenta: "Demo"
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- servicio: "Polygon.io / Massive.com"
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tipo: "Data Provider"
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descripcion: "Datos de mercado históricos"
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via: "Data Service"
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# ============================================
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# CONFIGURACIÓN DE PUERTOS
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# ============================================
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puertos:
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- servicio: "MT4 Gateway"
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puerto: 8090
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protocolo: "HTTP"
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- servicio: "MT4 Terminal Agent 1 (Atlas)"
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puerto: 8081
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protocolo: "HTTP (EA Bridge)"
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- servicio: "MT4 Terminal Agent 2 (Orion)"
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puerto: 8082
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protocolo: "HTTP (EA Bridge)"
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- servicio: "MT4 Terminal Agent 3 (Nova)"
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puerto: 8083
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protocolo: "HTTP (EA Bridge)"
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# ============================================
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# TRAZABILIDAD
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# ============================================
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trazabilidad:
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documentacion:
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- tipo: "Arquitectura"
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path: "docs/01-arquitectura/ARQUITECTURA-MULTI-AGENTE-MT4.md"
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estado: "Creado"
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- tipo: "Setup Guide"
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path: "docs/90-transversal/setup/SETUP-MT4-TRADING.md"
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estado: "Creado"
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- tipo: "ADR"
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path: "docs/97-adr/ADR-002-MVP-OPERATIVO-TRADING.md"
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estado: "Creado"
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- tipo: "Integración"
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path: "docs/90-transversal/integraciones/INT-MT4-001-gateway-service.md"
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estado: "Pendiente"
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epicas_relacionadas:
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- codigo: "OQI-003"
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nombre: "Trading y Charts"
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relacion: "Consumer"
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- codigo: "OQI-006"
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nombre: "Señales ML"
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relacion: "Provider"
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- codigo: "OQI-007"
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nombre: "LLM Strategy Agent"
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relacion: "Integration"
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- codigo: "OQI-008"
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nombre: "Portfolio Manager"
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relacion: "Integration"
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# ============================================
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# MÉTRICAS Y MONITOREO
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# ============================================
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metricas:
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servicio:
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- nombre: "gateway_health"
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tipo: "gauge"
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descripcion: "Estado del gateway (0/1)"
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- nombre: "agents_online"
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tipo: "gauge"
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descripcion: "Número de agentes conectados"
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- nombre: "total_positions"
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tipo: "gauge"
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descripcion: "Total de posiciones abiertas"
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- nombre: "trade_requests_total"
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tipo: "counter"
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descripcion: "Total de solicitudes de trade"
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- nombre: "trade_latency_seconds"
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tipo: "histogram"
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descripcion: "Latencia de ejecución de trades"
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sla:
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- nombre: "Disponibilidad"
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target: "99.5%"
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- nombre: "Latencia P99"
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target: "<500ms"
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- nombre: "Error Rate"
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target: "<1%"
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# ============================================
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# PENDIENTES DE IMPLEMENTACIÓN
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# ============================================
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pendientes:
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- id: "TODO-MT4GW-001"
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descripcion: "Integrar con ML Engine para recibir señales"
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prioridad: "Alta"
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dependencia: "ML Engine WebSocket ready"
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- id: "TODO-MT4GW-002"
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descripcion: "Implementar risk manager service"
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prioridad: "Alta"
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archivos_nuevos:
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- "src/services/risk_manager.py"
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- id: "TODO-MT4GW-003"
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descripcion: "Agregar autenticación JWT"
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prioridad: "Media"
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- id: "TODO-MT4GW-004"
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descripcion: "Implementar WebSocket para updates en tiempo real"
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prioridad: "Media"
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- id: "TODO-MT4GW-005"
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descripcion: "Agregar logging estructurado a PostgreSQL"
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prioridad: "Baja"
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# ============================================
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# REFERENCIAS
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# ============================================
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referencias:
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- tipo: "Documentación Externa"
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nombre: "MT4 REST API EA"
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url: "https://github.com/nickyshlee/MT4-REST-API"
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- tipo: "Documentación Externa"
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nombre: "DWX ZeroMQ Connector"
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url: "https://github.com/darwinex/dwx-zeromq-connector"
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- tipo: "Documentación Interna"
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nombre: "Data Service Integration"
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path: "docs/90-transversal/integraciones/INT-DATA-001-data-service.md"
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