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Add funding rate watcher (#2)

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* Add FundingRate interfaces and worker

* Add build on PR

* Remove zip

* Specify the solution path

* Add build for worker too

* Set up StatisticService.cs for funding rate

* Add Fundingrate alerts

* Send alert when big funding rate change + add SlashCommands.cs for fundingrate

* Remove fixtures

* Refact names

* Renames
This commit is contained in:
Oda
2024-07-19 08:31:09 +07:00
committed by GitHub
parent 545c9d8e4a
commit 029ba5f40e
41 changed files with 914 additions and 304 deletions
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82
src/Managing.Application.Workers/StatisticService.cs
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@@ -90,6 +90,63 @@ public class StatisticService : IStatisticService
}
}
public async Task UpdateFundingRates()
{
// Get fundingRate from database
var previousFundingRate = await GetFundingRates();
// var fundingRates = await .GetFundingRates();
var newFundingRates = await _tradaoService.GetFundingRates();
var topRates = newFundingRates
.OrderByDescending(fr => fr.Rate)
.Take(3)
.ToList();
// Old position not in the new top
foreach (var oldRate in previousFundingRate)
{
if (topRates.All(tr => !SameFundingRate(tr, oldRate)))
{
// Close position
await _messengerService.SendDowngradedFundingRate(oldRate);
await _statisticRepository.RemoveFundingRate(oldRate);
}
}
// New position not in the old top
foreach (var newRate in topRates)
{
if (previousFundingRate.All(tr => !SameFundingRate(tr, newRate)))
{
// Open position
await _messengerService.SendNewTopFundingRate(newRate);
await _statisticRepository.InsertFundingRate(newRate);
}
else if (previousFundingRate.Any(tr => SameFundingRate(tr, newRate)))
{
var oldRate = previousFundingRate.FirstOrDefault(tr => SameFundingRate(tr, newRate));
if (oldRate != null && Math.Abs(oldRate.Rate - newRate.Rate) > 1m)
{
await _messengerService.SendFundingRateUpdate(oldRate, newRate);
_statisticRepository.UpdateFundingRate(oldRate, newRate);
}
}
}
}
private bool SameFundingRate(FundingRate oldRate, FundingRate newRate)
{
return oldRate.Ticker == newRate.Ticker &&
oldRate.Exchange == newRate.Exchange &&
oldRate.Direction == newRate.Direction;
}
public Task<List<FundingRate>> GetFundingRates()
{
var previousFundingRate = _statisticRepository.GetFundingRates();
return Task.FromResult(previousFundingRate);
}
public IList<TopVolumeTicker> GetLastTopVolumeTicker()
{
var from = DateTime.UtcNow.AddDays(-1);
@@ -113,16 +170,17 @@ public class StatisticService : IStatisticService
if (overview != null)
{
if(overview.Spotlights.Count < overview.ScenarioCount)
if (overview.Spotlights.Count < overview.ScenarioCount)
{
_logger.LogInformation($"Spotlights not up to date. {overview.Spotlights.Count}/{overview.ScenarioCount}");
_logger.LogInformation(
$"Spotlights not up to date. {overview.Spotlights.Count}/{overview.ScenarioCount}");
}
else
{
_logger.LogInformation("No need to update spotlights");
return;
}
}
}
else
{
overview = new SpotlightOverview
@@ -188,14 +246,14 @@ public class StatisticService : IStatisticService
};
var backtest = _backtester.RunScalpingBotBacktest(
account,
moneyManagement,
ticker,
scenario,
timeframe,
CandleExtensions.GetMinimalDays(timeframe),
1000,
isForWatchingOnly: true);
account,
moneyManagement,
ticker,
scenario,
timeframe,
CandleExtensions.GetMinimalDays(timeframe),
1000,
isForWatchingOnly: true);
return backtest.Signals;
}
@@ -301,4 +359,4 @@ public class StatisticService : IStatisticService
await _messengerService.SendBadTraders(lastBadTrader);
}
}
}