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Commit before refact factory into service

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This commit is contained in:
cryptooda
2024-07-12 19:58:19 +07:00
parent 13e70cbf63
commit 0544749a69
11 changed files with 243 additions and 169 deletions
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3
src/Managing.Application/Bots/Base/BotFactory.cs
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@@ -10,7 +10,6 @@ namespace Managing.Application.Bots.Base
{
public class BotFactory : IBotFactory
{
private readonly IMoneyManagementService _moneyManagementService;
private readonly IExchangeService _exchangeService;
private readonly IMessengerService _messengerService;
private readonly IAccountService _accountService;
@@ -21,7 +20,6 @@ namespace Managing.Application.Bots.Base
public BotFactory(
IExchangeService exchangeService,
ILogger<TradingBot> tradingBotLogger,
IMoneyManagementService moneyManagementService,
IMessengerService messengerService,
IAccountService accountService,
ITradingService tradingService,
@@ -29,7 +27,6 @@ namespace Managing.Application.Bots.Base
{
_tradingBotLogger = tradingBotLogger;
_exchangeService = exchangeService;
_moneyManagementService = moneyManagementService;
_messengerService = messengerService;
_accountService = accountService;
_tradingService = tradingService;

33
src/Managing.Application/Bots/FlippingBot.cs
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@@ -1,4 +1,5 @@
using Microsoft.Extensions.Logging;
using Managing.Application.Abstractions;
using Microsoft.Extensions.Logging;
using static Managing.Common.Enums;
using Managing.Application.Abstractions.Services;
using Managing.Domain.MoneyManagements;
@@ -22,20 +23,20 @@ namespace Managing.Application.Bots
bool isForBacktest = false,
bool isForWatchingOnly = false)
: base(accountName,
moneyManagement,
name,
ticker,
scenario,
exchangeService,
logger,
tradingService,
timeframe,
accountService,
messengerService,
botService,
isForBacktest,
isForWatchingOnly,
flipPosition: true)
moneyManagement,
name,
ticker,
scenario,
exchangeService,
logger,
tradingService,
timeframe,
accountService,
messengerService,
botService,
isForBacktest,
isForWatchingOnly,
flipPosition: true)
{
BotType = BotType.FlippingBot;
}
@@ -47,4 +48,4 @@ namespace Managing.Application.Bots
Logger.LogInformation($"Starting {Name} bot - Status : {Status}");
}
}
}
}

3
src/Managing.Application/Bots/ScalpingBot.cs
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@@ -1,4 +1,5 @@
using Microsoft.Extensions.Logging;
using Managing.Application.Abstractions;
using Microsoft.Extensions.Logging;
using static Managing.Common.Enums;
using Managing.Application.Abstractions.Services;
using Managing.Domain.MoneyManagements;

8
src/Managing.Application/Bots/SimpleBot.cs
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@@ -1,4 +1,5 @@
using Managing.Domain.Bots;
using Managing.Application.Abstractions;
using Managing.Domain.Bots;
using Managing.Domain.Workflows;
using Microsoft.Extensions.Logging;
using Newtonsoft.Json;
@@ -12,7 +13,8 @@ namespace Managing.Application.Bots
private readonly IBotService _botService;
private Workflow _workflow;
public SimpleBot(string name, ILogger<TradingBot> logger, Workflow workflow, IBotService botService) : base(name)
public SimpleBot(string name, ILogger<TradingBot> logger, Workflow workflow, IBotService botService) :
base(name)
{
Logger = logger;
_botService = botService;
@@ -51,4 +53,4 @@ namespace Managing.Application.Bots
_workflow = JsonConvert.DeserializeObject<Workflow>(backup.Data);
}
}
}
}

120
src/Managing.Application/Bots/TradingBot.cs
View File

@@ -103,13 +103,15 @@ public class TradingBot : Bot, ITradingBot
await CancelAllOrders();
try
{
await MessengerService.SendMessage($"Hi everyone, I'm going to run {Name}. \nI will send a message here everytime a signal is triggered by the {string.Join(",", Strategies.Select(s => s.Name))} strategies.");
{
await MessengerService.SendMessage(
$"Hi everyone, I'm going to run {Name}. \nI will send a message here everytime a signal is triggered by the {string.Join(",", Strategies.Select(s => s.Name))} strategies.");
}
catch (Exception ex)
{
Logger.LogError(ex, ex.Message);
}
await InitWorker(Run);
}
@@ -155,7 +157,8 @@ public class TradingBot : Bot, ITradingBot
public async Task Run()
{
Logger.LogInformation($"____________________{Name}____________________");
Logger.LogInformation($"Time : {DateTime.Now} - Server time {DateTime.Now.ToUniversalTime()} - Bot : {Name} - Type {BotType} - Ticker : {Ticker}");
Logger.LogInformation(
$"Time : {DateTime.Now} - Server time {DateTime.Now.ToUniversalTime()} - Bot : {Name} - Type {BotType} - Ticker : {Ticker}");
var previousCandleCount = Candles.Count;
@@ -183,6 +186,9 @@ public class TradingBot : Bot, ITradingBot
private async Task PreloadCandles()
{
if (Candles.Any())
return;
var candles = await ExchangeService.GetCandlesInflux(Account.Exchange, Ticker, PreloadSince, Timeframe);
foreach (var candle in candles.Where(c => c.Date < DateTime.Now.ToUniversalTime()))
@@ -218,7 +224,7 @@ public class TradingBot : Bot, ITradingBot
signal.Status = SignalStatus.Expired;
var signalText = $"{Scenario} trigger a signal. Signal told you " +
$"to {signal.Direction} {Ticker} on {Timeframe}. The confidence in this signal is {signal.Confidence}. Identifier : {signal.Identifier}";
$"to {signal.Direction} {Ticker} on {Timeframe}. The confidence in this signal is {signal.Confidence}. Identifier : {signal.Identifier}";
Logger.LogInformation(signalText);
@@ -280,7 +286,9 @@ public class TradingBot : Bot, ITradingBot
{
Logger.LogInformation($"Updating position {positionForSignal.SignalIdentifier}");
var position = IsForBacktest ? positionForSignal : TradingService.GetPositionByIdentifier(positionForSignal.Identifier);
var position = IsForBacktest
? positionForSignal
: TradingService.GetPositionByIdentifier(positionForSignal.Identifier);
if (position.Status == (PositionStatus.Finished | PositionStatus.Flipped))
{
@@ -292,32 +300,41 @@ public class TradingBot : Bot, ITradingBot
// For backtesting or force close if not executed on exchange :
// check if position is still open
// Check status, if still open update the status of the position
var lastCandle = IsForBacktest ? Candles.Last() : ExchangeService.GetCandle(Account, Ticker, DateTime.UtcNow);
var lastCandle = IsForBacktest
? Candles.Last()
: ExchangeService.GetCandle(Account, Ticker, DateTime.UtcNow);
if (positionForSignal.OriginDirection == TradeDirection.Long)
{
if (positionForSignal.StopLoss.Price >= lastCandle.Low)
{
await LogInformation($"Closing position - SL {positionForSignal.StopLoss.Price} >= Price {lastCandle.Low}");
await CloseTrade(signal, positionForSignal, positionForSignal.StopLoss, positionForSignal.StopLoss.Price, true);
await LogInformation(
$"Closing position - SL {positionForSignal.StopLoss.Price} >= Price {lastCandle.Low}");
await CloseTrade(signal, positionForSignal, positionForSignal.StopLoss,
positionForSignal.StopLoss.Price, true);
positionForSignal.StopLoss.SetStatus(TradeStatus.Filled);
}
else if (positionForSignal.TakeProfit1.Price <= lastCandle.High
&& positionForSignal.TakeProfit1.Status != TradeStatus.Filled)
&& positionForSignal.TakeProfit1.Status != TradeStatus.Filled)
{
await LogInformation($"Closing position - TP1 {positionForSignal.TakeProfit1.Price} <= Price {lastCandle.High}");
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit1, positionForSignal.TakeProfit1.Price, positionForSignal.TakeProfit2 == null);
await LogInformation(
$"Closing position - TP1 {positionForSignal.TakeProfit1.Price} <= Price {lastCandle.High}");
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit1,
positionForSignal.TakeProfit1.Price, positionForSignal.TakeProfit2 == null);
positionForSignal.TakeProfit1.SetStatus(TradeStatus.Filled);
}
else if (positionForSignal.TakeProfit2?.Price <= lastCandle.High)
{
await LogInformation($"Closing position - TP2 {positionForSignal.TakeProfit2.Price} <= Price {lastCandle.High}");
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit2, positionForSignal.TakeProfit2.Price, true);
await LogInformation(
$"Closing position - TP2 {positionForSignal.TakeProfit2.Price} <= Price {lastCandle.High}");
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit2,
positionForSignal.TakeProfit2.Price, true);
positionForSignal.TakeProfit2.SetStatus(TradeStatus.Filled);
}
else
{
Logger.LogInformation($"Position {signal.Identifier} don't need to be update. Position still opened");
Logger.LogInformation(
$"Position {signal.Identifier} don't need to be update. Position still opened");
}
}
@@ -325,26 +342,33 @@ public class TradingBot : Bot, ITradingBot
{
if (positionForSignal.StopLoss.Price <= lastCandle.High)
{
await LogInformation($"Closing position - SL {positionForSignal.StopLoss.Price} <= Price {lastCandle.High}");
await CloseTrade(signal, positionForSignal, positionForSignal.StopLoss, positionForSignal.StopLoss.Price, true);
await LogInformation(
$"Closing position - SL {positionForSignal.StopLoss.Price} <= Price {lastCandle.High}");
await CloseTrade(signal, positionForSignal, positionForSignal.StopLoss,
positionForSignal.StopLoss.Price, true);
positionForSignal.StopLoss.SetStatus(TradeStatus.Filled);
}
else if (positionForSignal.TakeProfit1.Price >= lastCandle.Low
&& positionForSignal.TakeProfit1.Status != TradeStatus.Filled)
&& positionForSignal.TakeProfit1.Status != TradeStatus.Filled)
{
await LogInformation($"Closing position - TP1 {positionForSignal.TakeProfit1.Price} >= Price {lastCandle.Low}");
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit1, positionForSignal.TakeProfit1.Price, positionForSignal.TakeProfit2 == null);
await LogInformation(
$"Closing position - TP1 {positionForSignal.TakeProfit1.Price} >= Price {lastCandle.Low}");
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit1,
positionForSignal.TakeProfit1.Price, positionForSignal.TakeProfit2 == null);
positionForSignal.TakeProfit1.SetStatus(TradeStatus.Filled);
}
else if (positionForSignal.TakeProfit2?.Price >= lastCandle.Low)
{
await LogInformation($"Closing position - TP2 {positionForSignal.TakeProfit2.Price} >= Price {lastCandle.Low}");
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit2, positionForSignal.TakeProfit2.Price, true);
await LogInformation(
$"Closing position - TP2 {positionForSignal.TakeProfit2.Price} >= Price {lastCandle.Low}");
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit2,
positionForSignal.TakeProfit2.Price, true);
positionForSignal.TakeProfit2.SetStatus(TradeStatus.Filled);
}
else
{
Logger.LogInformation($"Position {signal.Identifier} don't need to be update. Position still opened");
Logger.LogInformation(
$"Position {signal.Identifier} don't need to be update. Position still opened");
}
}
}
@@ -368,16 +392,17 @@ public class TradingBot : Bot, ITradingBot
}
private async Task OpenPosition(Signal signal)
{
// Check if a position is already open
Logger.LogInformation($"Opening position for {signal.Identifier}");
var openedPosition = Positions.FirstOrDefault(p => p.Status == PositionStatus.Filled
&& p.SignalIdentifier != signal.Identifier);
&& p.SignalIdentifier != signal.Identifier);
var lastPrice = IsForBacktest ? Candles.Last().Close : ExchangeService.GetPrice(Account, Ticker, DateTime.UtcNow);
var lastPrice = IsForBacktest
? Candles.Last().Close
: ExchangeService.GetPrice(Account, Ticker, DateTime.UtcNow);
// If position open
if (openedPosition != null)
@@ -388,7 +413,8 @@ public class TradingBot : Bot, ITradingBot
if (openedPosition.OriginDirection == signal.Direction)
{
// An operation is already open for the same direction
await LogInformation($"Signal {signal.Identifier} try to open a position but {previousSignal.Identifier} is already open for the same direction");
await LogInformation(
$"Signal {signal.Identifier} try to open a position but {previousSignal.Identifier} is already open for the same direction");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
}
else
@@ -401,11 +427,13 @@ public class TradingBot : Bot, ITradingBot
await CloseTrade(previousSignal, openedPosition, openedPosition.Open, lastPrice, true);
await SetPositionStatus(previousSignal.Identifier, PositionStatus.Flipped);
await OpenPosition(signal);
await LogInformation($"Position {previousSignal.Identifier} flipped by {signal.Identifier} at {lastPrice}$");
await LogInformation(
$"Position {previousSignal.Identifier} flipped by {signal.Identifier} at {lastPrice}$");
}
else
{
await LogWarning($"A position is already open for signal {previousSignal.Identifier}. Position flipping is currently not enable, the position will not be flipped.");
await LogWarning(
$"A position is already open for signal {previousSignal.Identifier}. Position flipping is currently not enable, the position will not be flipped.");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
}
}
@@ -414,12 +442,14 @@ public class TradingBot : Bot, ITradingBot
{
if (!CanOpenPosition(signal))
{
await LogInformation("Tried to open position but last position was a loss. Wait for an opposition direction side or wait x candles to open a new position");
await LogInformation(
"Tried to open position but last position was a loss. Wait for an opposition direction side or wait x candles to open a new position");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return;
}
await LogInformation($"Open position - Date: {signal.Date:T} - SignalIdentifier : {signal.Identifier} - Strategie : {signal.StrategyType}");
await LogInformation(
$"Open position - Date: {signal.Date:T} - SignalIdentifier : {signal.Identifier} - Strategie : {signal.StrategyType}");
try
{
@@ -474,9 +504,9 @@ public class TradingBot : Bot, ITradingBot
return true;
var lastPosition = Positions.LastOrDefault(p => p.IsFinished()
&& p.SignalIdentifier != signal.Identifier
&& p.ProfitAndLoss.Realized < 0
&& p.OriginDirection == signal.Direction);
&& p.SignalIdentifier != signal.Identifier
&& p.ProfitAndLoss.Realized < 0
&& p.OriginDirection == signal.Direction);
if (lastPosition == null)
return true;
@@ -487,15 +517,18 @@ public class TradingBot : Bot, ITradingBot
return positionSignal.Date < tenCandleAgo.Date;
}
private async Task CloseTrade(Signal signal, Position position, Trade tradeToClose, decimal lastPrice, bool tradeClosingPosition = false)
private async Task CloseTrade(Signal signal, Position position, Trade tradeToClose, decimal lastPrice,
bool tradeClosingPosition = false)
{
if (position.TakeProfit2 != null && position.TakeProfit1.Status == TradeStatus.Filled && tradeToClose.TradeType == TradeType.StopMarket)
if (position.TakeProfit2 != null && position.TakeProfit1.Status == TradeStatus.Filled &&
tradeToClose.TradeType == TradeType.StopMarket)
{
// If trade is the 2nd Take profit
tradeToClose.Quantity = position.TakeProfit2.Quantity;
}
await LogInformation($"Trying to close trade {Ticker} at {lastPrice} - Type : {tradeToClose.TradeType} - Quantity : {tradeToClose.Quantity} " +
await LogInformation(
$"Trying to close trade {Ticker} at {lastPrice} - Type : {tradeToClose.TradeType} - Quantity : {tradeToClose.Quantity} " +
$"- Closing Position : {tradeClosingPosition}");
// Get status of position before closing it. The position might be already close by the exchange
@@ -509,8 +542,9 @@ public class TradingBot : Bot, ITradingBot
var command = new ClosePositionCommand(position, lastPrice);
try
{
var closedPosition = await (new ClosePositionCommandHandler(ExchangeService, AccountService, TradingService))
.Handle(command);
var closedPosition =
await (new ClosePositionCommandHandler(ExchangeService, AccountService, TradingService))
.Handle(command);
if (closedPosition.Status == (PositionStatus.Finished | PositionStatus.Flipped))
{
@@ -536,7 +570,6 @@ public class TradingBot : Bot, ITradingBot
await SetPositionStatus(signal.Identifier, PositionStatus.Finished);
}
}
}
}
@@ -549,7 +582,8 @@ public class TradingBot : Bot, ITradingBot
position.SignalIdentifier = previousPosition.SignalIdentifier;
Positions[positionIndex] = position;
SetSignalStatus(position.SignalIdentifier, SignalStatus.Expired);
Logger.LogInformation($"Position {position.SignalIdentifier} type correctly close. Pnl on position : {position.ProfitAndLoss.Realized}");
Logger.LogInformation(
$"Position {position.SignalIdentifier} type correctly close. Pnl on position : {position.ProfitAndLoss.Realized}");
}
else
{
@@ -689,6 +723,12 @@ public class TradingBot : Bot, ITradingBot
Signals = data.Signals;
Positions = data.Positions;
WalletBalances = data.WalletBalances;
MoneyManagement = data.MoneyManagement;
Timeframe = data.Timeframe;
Ticker = data.Ticker;
Scenario = data.Scenario;
AccountName = data.AccountName;
IsForWatchingOnly = data.IsForWatchingOnly;
}
}