XauBot/docs/arsitektur-ai/23-Main-Live-Orchestrator.md

Main Live — Orchestrator Utama

File: main_live.py Class: TradingBot Runtime: Async event loop (asyncio) Mode: Candle-based (analisis penuh hanya saat candle baru M15) Target: < 0.05 detik per iterasi analisis

---

Apa Itu Main Live?

Main Live adalah otak pusat yang mengorkestrasi semua komponen bot. Menjalankan loop candle-based — analisis penuh hanya dijalankan saat candle M15 baru terbentuk, dengan pengecekan posisi setiap 10 detik di antara candle. Mengkoordinasikan 15+ komponen dari data fetching hingga order execution.

Analogi: Main Live seperti konduktor orkestra — tidak memainkan alat musik sendiri, tapi mengarahkan semua pemain (komponen) agar bermain harmonis pada waktu yang tepat.

---

Diagram Alur Main Loop

flowchart TD
    A[STARTUP] --> B{Candle Baru?}
    B -- Ya --> C["Phase 1: DATA\nFetch 200 bar, Feature Eng,\nSMC, HMM, XGBoost"]
    B -- Tidak --> G["Position Check Only\n(setiap ~10 detik)"]
    G --> H[Sleep ~5 detik]
    C --> D["Phase 2: MONITORING\nCek posisi terbuka,\n12 kondisi exit"]
    D --> E["Phase 3: ENTRY\n14 Filter harus PASS,\nExecute trade"]
    E --> F["Phase 4: PERIODIK\nAuto-retrain, Market update,\nHourly analysis, Daily summary"]
    F --> H
    H --> B

    style A fill:#2d6a4f,color:#fff
    style C fill:#1b4332,color:#fff
    style D fill:#40916c,color:#fff
    style E fill:#52b788,color:#000
    style F fill:#74c69d,color:#000
    style G fill:#b7e4c7,color:#000
    style H fill:#d8f3dc,color:#000

---

Diagram Startup / Shutdown

flowchart LR
    subgraph STARTUP
        direction TB
        S1[Load .env Config] --> S2[Connect MT5\nmax 3 retry]
        S2 --> S3[Load HMM Model]
        S3 --> S4[Load XGBoost Model]
        S4 --> S5[Init SmartRiskManager]
        S5 --> S6[Init SessionFilter\nWIB timezone]
        S6 --> S7[Init Telegram + Logger]
        S7 --> S8[Init AutoTrainer]
        S8 --> S9["Telegram: BOT STARTED"]
        S9 --> S10[Mulai Main Loop]
    end

    subgraph SHUTDOWN
        direction TB
        X1[Signal SIGINT/SIGTERM] --> X2[Hentikan Loop]
        X2 --> X3["Telegram: BOT STOPPED\n(balance, trades, uptime)"]
        X3 --> X4[Disconnect MT5]
        X4 --> X5[Close DB Connections]
        X5 --> X6[Exit]
    end

    STARTUP -.->|"Runtime\n(loop berjalan)"| SHUTDOWN

    style S1 fill:#2d6a4f,color:#fff
    style S10 fill:#52b788,color:#000
    style X1 fill:#9d0208,color:#fff
    style X6 fill:#d00000,color:#fff

---

Komponen yang Dimuat

class TradingBot:
    def __init__(self):
        # Koneksi
        self.mt5 = MT5Connector(...)              # Jembatan ke broker
        self.telegram = TelegramNotifier(...)       # Notifikasi

        # AI Models
        self.ml_model = TradingModel(...)           # XGBoost predictor
        self.regime_detector = MarketRegimeDetector(...) # HMM regime
        self.smc = SMCAnalyzer(...)                 # Smart Money Concepts

        # Analisis
        self.features = FeatureEngineer()           # 40+ fitur
        self.dynamic_confidence = DynamicConfidenceManager(...) # Threshold
        self.session_filter = SessionFilter(...)     # Waktu trading
        # self.news_agent = NewsAgent(...)           # NONAKTIF (line 64)
        #   -> Dikomentari karena backtest membuktikan
        #      News Agent merugikan $178 profit.
        #      ML model sudah menangani volatilitas.

        # Risiko
        self.smart_risk = SmartRiskManager(...)     # Risk management
        self.risk_engine = RiskEngine(...)          # Kelly criterion
        self.position_manager = SmartPositionManager(...) # Position mgmt

        # Logging & Training
        self.trade_logger = TradeLogger(...)        # Pencatat trade
        self.auto_trainer = AutoTrainer(...)        # Retraining otomatis

        # State
        self.flash_crash_detector = FlashCrashDetector(...) # Proteksi

Catatan: NewsAgent NONAKTIF — import dikomentari di main_live.py line 64 (# DISABLED). Backtest membuktikan News Agent justru mengurangi profit sebesar $178 karena ML model sudah cukup menangani volatilitas pasar. Variabel self.news_agent di-set None (line 165).

---

Main Loop (Candle-Based)

STARTUP:
  Load models -> Connect MT5 -> Send Telegram startup
    |
    v
LOOP UTAMA (cek setiap ~5 detik, analisis pada candle baru):
    |
    +-- Fetch 2 bar terakhir -> cek apakah candle baru terbentuk
    |
    |===[CANDLE BARU? YA -> FULL ANALYSIS]=================
    |
    |  |===[PHASE 1: DATA]================================
    |  |
    |  +-- Fetch 200 bar M15 XAUUSD dari MT5
    |  +-- Feature Engineering (40+ fitur)
    |  +-- SMC Analysis (Swing, FVG, OB, BOS, CHoCH)
    |  +-- HMM Regime Detection
    |  +-- XGBoost Prediction
    |  |
    |  |===[PHASE 2: MONITORING]===========================
    |  |
    |  +-- Cek posisi terbuka
    |  |   +-- Untuk setiap posisi:
    |  |       +-- Update profit & momentum
    |  |       +-- 12 kondisi exit (smart_risk.evaluate_position)
    |  |       +-- Jika should_close -> tutup -> log -> Telegram
    |  |
    |  +-- Position Manager (trailing SL, breakeven)
    |  |   +-- Smart Market Close Handler
    |  |
    |  |===[PHASE 3: ENTRY]================================
    |  |
    |  +-- [1]  Flash Crash Guard -> tidak ada crash?
    |  +-- [2]  Regime Filter -> bukan SLEEP / CRISIS?
    |  +-- [3]  Risk Check -> equity & drawdown aman?
    |  +-- [4]  Session Filter -> boleh trading (WIB)?
    |  +-- [5]  SMC Signal -> ada setup?
    |  +-- [6]  Signal Combination -> sinyal valid (quality != AVOID)?
    |  +-- [7]  H1 Bias (#31B) -> H1 EMA20 selaras?
    |  +-- [8]  Time Filter (#34A) -> bukan jam 9/21 WIB?
    |  +-- [9]  Trade Cooldown -> cukup jeda sejak trade terakhir?
    |  +-- [10] Smart Risk Gate -> mode bukan STOPPED?
    |  +-- [11] Lot Size -> > 0 setelah kalkulasi?
    |  +-- [12] Position Limit -> < 2 posisi terbuka?
    |  +-- [13] Slippage Validation -> harga aktual vs expected
    |  +-- [14] Partial Fill Check -> volume aktual vs requested
    |  +-- SEMUA PASS -> Execute trade
    |  +-- Register position (harga & volume AKTUAL) -> Log -> Telegram
    |  |
    |  |===[PHASE 4: PERIODIK]=============================
    |  |
    |  +-- Setiap 20 candle (~5 jam M15): Cek auto-retrain
    |  +-- Setiap 30 menit: Market update (Telegram)
    |  +-- Setiap 1 jam: Hourly analysis (Telegram)
    |  +-- Pergantian hari: Daily summary + reset
    |
    |===[CANDLE BARU? TIDAK -> POSITION CHECK ONLY]========
    |
    +-- Setiap 10 detik: cek posisi terbuka saja
    |   +-- Fetch 50 bar (minimal data)
    |   +-- Hitung fitur untuk ML check
    |   +-- Evaluasi exit conditions per posisi
    |
    v
    Tunggu ~5 detik -> Loop lagi

---

Detail 14 Entry Filter

#	Filter	Deskripsi	Sumber
1	Flash Crash Guard	Deteksi pergerakan harga ekstrem (>X%) dalam 5 bar terakhir	FlashCrashDetector
2	Regime Filter	Blok entry jika HMM regime = SLEEP atau CRISIS	regime_detector
3	Risk Check	Validasi equity, drawdown, dan balance aman	risk_engine
4	Session Filter	Hanya trading di sesi aktif (Sydney/London/NY, WIB)	session_filter
5	SMC Signal	Harus ada setup SMC (Order Block, FVG, BOS, CHoCH)	smc.generate_signal()
6	Signal Combination	Gabung SMC + ML, blok jika market quality AVOID	_combine_signals()
7	H1 Bias (#31B)	BUY hanya jika H1 BULLISH, SELL hanya jika H1 BEARISH	_get_h1_bias()
8	Time Filter (#34A)	Skip jam 9 dan 21 WIB (likuiditas rendah / whipsaw)	Hardcoded WIB check
9	Trade Cooldown	Jeda minimum antar trade (mencegah overtrade)	_last_trade_time
10	Smart Risk Gate	Cek mode risk (NORMAL/CAUTIOUS/STOPPED)	smart_risk
11	Lot Size > 0	Pastikan kalkulasi lot menghasilkan size > 0	smart_risk.calculate_lot_size()
12	Position Limit	Maksimal 2 posisi terbuka bersamaan	smart_risk.can_open_position()
13	Slippage Validation	Cek harga eksekusi aktual vs harga yang diharapkan	Post-execution check
14	Partial Fill Check	Cek volume aktual yang terisi vs volume yang diminta	Post-execution check

---

Startup Sequence

1.  Load konfigurasi dari .env
2.  Connect ke MT5 (max 3 retry)
3.  Load model HMM dari models/hmm_regime.pkl
4.  Load model XGBoost dari models/xgboost_model.pkl
5.  Initialize SmartRiskManager (set balance, limits)
6.  Initialize SessionFilter (WIB timezone)
7.  Initialize TelegramNotifier
8.  Initialize TradeLogger
9.  Initialize AutoTrainer
10. Send Telegram: "BOT STARTED" (config, balance, risk settings)
11. Mulai main loop

Note: NewsAgent tidak diinisialisasi saat startup — import dan inisialisasi dikomentari sejak backtest membuktikan kerugian $178.

---

Shutdown Sequence

1. Signal SIGINT/SIGTERM diterima
2. Hentikan loop utama
3. Kirim Telegram: "BOT STOPPED" (balance, trades, uptime)
4. Disconnect MT5
5. Close database connections
6. Exit

---

Error Handling (Fault Tolerance)

Setiap iterasi loop dibungkus try-except:

try:
    # Fetch data, analyze, trade
except ConnectionError:
    # MT5 disconnected -> reconnect()
except Exception as e:
    # Log error -> lanjut loop berikutnya
    # Bot TIDAK crash dari error tunggal

Prinsip: NEVER STOP TRADING karena error non-kritis

Bot dirancang dengan prinsip fault tolerance — satu error tidak menghentikan seluruh sistem. Setiap iterasi loop dibungkus try-except sehingga error pada satu candle tidak mempengaruhi candle berikutnya. Koneksi MT5 yang putus akan otomatis di-reconnect.

---

Timer Periodik

Event	Interval	Aksi
Full analysis + entry	Setiap candle baru M15	Saat candle terbentuk
Position monitoring	~10 detik	Di antara candle
Performance logging	4 candle (~1 jam)	loop_count % 4
Auto-retrain check	20 candle (~5 jam)	loop_count % 20
Market update Telegram	30 menit	Timer
Hourly analysis Telegram	1 jam	Timer
Daily summary	Pergantian hari	Date check

---

Performa Target

Target: < 0.05 detik per iterasi analisis (50ms)

Full Analysis (saat candle baru):
+-- MT5 data fetch:      ~10ms  (200 bar)
+-- Feature engineering:  ~5ms  (Polars, vectorized)
+-- SMC analysis:         ~5ms  (Polars native)
+-- HMM predict:          ~2ms
+-- XGBoost predict:      ~3ms
+-- Position monitoring:  ~5ms
+-- Entry logic:          ~5ms
+-- Overhead:             ~15ms
                          ------
                          ~50ms total

Position Check Only (di antara candle):
+-- MT5 data fetch:      ~5ms   (50 bar saja)
+-- Feature engineering:  ~3ms
+-- ML prediction:        ~3ms
+-- Position evaluation:  ~5ms
+-- Overhead:             ~5ms
                          ------
                          ~21ms total

---

Hubungan Semua Komponen

flowchart TD
    subgraph BOT["main_live.py — TradingBot"]
        direction TB
        MT5["MT5 Connector"] --> FE["Feature Eng"]
        FE --> SMC["SMC Analyzer"]
        SMC --> HMM["HMM Detector"]
        HMM --> DC["Dynamic Confidence"]
        DC --> XGB["XGBoost Model"]
        XGB --> ENTRY["Entry Logic (14 Filters)<br/>Flash, Regime, Risk, Session,<br/>SMC, H1 Bias, Time, Cooldown,<br/>Smart Risk, Lot, Pos Limit"]
        ENTRY --> RE["Risk Engine"]
        ENTRY --> SRM["Smart Risk Mgr"]
        RE --> EXEC["Execute Order<br/>(BUY/SELL)"]
        SRM --> EXEC
        EXEC --> MT5
        EXEC --> PM["Position Manager"]
        EXEC --> TL["Trade Logger<br/>(DB + CSV)"]
        EXEC --> TG["Telegram Notifier"]
        PM ~~~ AT["Auto Trainer<br/>(retraining)"]
        TG ~~~ NA["News Agent<br/>(NONAKTIF)"]
        AT ~~~ SF["Session Filter<br/>(waktu trading)"]
    end