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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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83
src/Managing.Infrastructure.Messengers/Discord/DiscordHelpers.cs
View File

@@ -16,7 +16,8 @@ public static class DiscordHelpers
fields.Add(new EmbedFieldBuilder
{
Name = $"{GetExplorerUrl(trader.Address)}",
Value = $"Avg Win / Avg Loss / Winrate / ROI \n {trader.AverageWin:#.##}$ / {trader.AverageLoss:#.##}$ / {trader.Winrate}% / {Convert.ToDecimal(trader.Roi) * 100:#.##}%",
Value =
$"Avg Win / Avg Loss / Winrate / ROI \n {trader.AverageWin:#.##}$ / {trader.AverageLoss:#.##}$ / {trader.Winrate}% / {Convert.ToDecimal(trader.Roi) * 100:#.##}%",
});
}
@@ -31,6 +32,48 @@ public static class DiscordHelpers
return embed;
}
public static Embed GetFundingRateEmbed(FundingRate fundingRate, string title, FundingRate? oldRate = null)
{
var fields = new List<EmbedFieldBuilder>();
decimal ratePerYear = fundingRate.Rate; // Rate per year
decimal ratePerDay = ratePerYear / 365; // Rate per day
decimal ratePerMonth = ratePerYear / 12; // Rate per month
decimal ratePerHour = ratePerDay / 24; // Rate per hour
if (oldRate != null)
{
var oldRatePerYear = oldRate.Rate; // Rate per year
var oldRatePerDay = oldRatePerYear / 365; // Rate per day
var oldRatePerMonth = oldRatePerYear / 12; // Rate per month
var oldRatePerHour = oldRatePerDay / 24; // Rate per hour
fields.Add(new EmbedFieldBuilder
{
Name = $"{fundingRate.Direction} - Previous Rate",
Value =
$"Hour: {oldRatePerHour:#.##}% / Day: {oldRatePerDay:#.##}% / Month: {oldRatePerMonth:#.##}% / Year: {oldRatePerYear:#.##}%",
});
}
fields.Add(new EmbedFieldBuilder
{
Name = $"{fundingRate.Direction} - Current rate",
Value =
$"Hour: {ratePerHour:#.##}% / Day: {ratePerDay:#.##}% / Month: {ratePerMonth:#.##}% / Year: {ratePerYear:#.##}%",
});
var embed = new EmbedBuilder
{
Author = new EmbedAuthorBuilder() { Name = "GMX" },
Title = $"{title} {DateTime.UtcNow:d}",
Color = Color.DarkGreen,
Fields = fields,
}.Build();
return embed;
}
public static Embed GetEmbed(string address, string title, List<EmbedFieldBuilder> fields, Color color)
{
return new EmbedBuilder
@@ -57,14 +100,16 @@ public static class DiscordHelpers
fields.Add(new EmbedFieldBuilder
{
Name = $"{GetExplorerUrl(trade.ExchangeOrderId)}",
Value = $"Side / Ticker / Open / Qty / Leverage / LiqPrice \n {trade.Direction} / {trade.Ticker} / {trade.Price:#.##}$ / {trade.Quantity:#.##}$ / x{trade.Leverage:#.##} / {Convert.ToDecimal(trade.Message):#.##}$",
Value =
$"Side / Ticker / Open / Qty / Leverage / LiqPrice \n {trade.Direction} / {trade.Ticker} / {trade.Price:#.##}$ / {trade.Quantity:#.##}$ / x{trade.Leverage:#.##} / {Convert.ToDecimal(trade.Message):#.##}$",
});
}
fields.Add(new EmbedFieldBuilder
{
Name = "Summary",
Value = $"Long / Short / \n {trades.Count(t => t.Direction == Common.Enums.TradeDirection.Long)} / {trades.Count(t => t.Direction == Common.Enums.TradeDirection.Short)}"
Value =
$"Long / Short / \n {trades.Count(t => t.Direction == Common.Enums.TradeDirection.Long)} / {trades.Count(t => t.Direction == Common.Enums.TradeDirection.Short)}"
});
var embed = new EmbedBuilder
@@ -77,4 +122,34 @@ public static class DiscordHelpers
return embed;
}
}
public static Embed GetFundingRatesEmbed(List<FundingRate> fundingRates, string leaderboardOpenPosition)
{
var fields = new List<EmbedFieldBuilder>();
foreach (var fundingRate in fundingRates)
{
decimal ratePerYear = fundingRate.Rate; // Rate per year
decimal ratePerDay = ratePerYear / 365; // Rate per day
decimal ratePerMonth = ratePerYear / 12; // Rate per month
decimal ratePerHour = ratePerDay / 24; // Rate per hour
fields.Add(new EmbedFieldBuilder
{
Name = $"{fundingRate.Ticker}",
Value =
$"Hour: {ratePerHour:#.##}% / Day: {ratePerDay:#.##}% / Month: {ratePerMonth:#.##}% / Year: {ratePerYear:#.##}%",
});
}
var embed = new EmbedBuilder
{
Author = new EmbedAuthorBuilder() { Name = "GMX" },
Title = $"Best Funding Rate {DateTime.UtcNow:d}",
Color = Color.DarkGreen,
Fields = fields,
}.Build();
return embed;
}
}