Update position worker (#11)

* Update position worker

* Update todo
This commit is contained in:
Oda
2025-02-20 12:06:15 +07:00
committed by GitHub
parent d7731dda0e
commit 160fd02aac
9 changed files with 199 additions and 133 deletions

View File

@@ -18,6 +18,7 @@ using OpenApiSecurityScheme = NSwag.OpenApiSecurityScheme;
// Builder
var builder = WebApplication.CreateBuilder(args);
builder.WebHost.UseUrls("http://localhost:5001");
builder.Configuration.SetBasePath(AppContext.BaseDirectory);
builder.Configuration.AddJsonFile("appsettings.json", optional: false, reloadOnChange: true)
.AddJsonFile($"appsettings.{builder.Environment.EnvironmentName}.json");

View File

@@ -1,7 +1,10 @@
using Managing.Application.Abstractions.Services;
using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Services;
using Managing.Application.Workers;
using Managing.Application.Workers.Abstractions;
using Managing.Domain.Accounts;
using Managing.Domain.Trades;
using Newtonsoft.Json;
using static Managing.Common.Enums;
namespace Managing.Api.Workers.Workers;
@@ -13,13 +16,14 @@ public class PositionManagerWorker : BaseWorker<PositionManagerWorker>
private readonly IExchangeService _exchangeService;
private readonly IAccountService _accountService;
private readonly ILogger<PositionManagerWorker> _logger;
private readonly ICacheService _cacheService;
public PositionManagerWorker(
ILogger<PositionManagerWorker> logger,
IWorkerService workerService,
ITradingService tradingService,
IExchangeService exchangeService,
IAccountService accountService) : base(
IAccountService accountService, ICacheService cacheService) : base(
_workerType,
logger,
TimeSpan.FromMinutes(1),
@@ -29,6 +33,7 @@ public class PositionManagerWorker : BaseWorker<PositionManagerWorker>
_tradingService = tradingService;
_exchangeService = exchangeService;
_accountService = accountService;
_cacheService = cacheService;
}
protected override async Task Run(CancellationToken cancellationToken)
@@ -46,21 +51,23 @@ public class PositionManagerWorker : BaseWorker<PositionManagerWorker>
foreach (var position in positions)
{
_logger.LogInformation("Managing Partilly filled position: {0} - Date: {1} - Direction: {2} - Ticker: {3}", position.Identifier, position.Date, position.OriginDirection, position.Ticker);
_logger.LogInformation("Managing Partilly filled position: {0} - Date: {1} - Direction: {2} - Ticker: {3}",
position.Identifier, position.Date, position.OriginDirection, position.Ticker);
var account = await _accountService.GetAccount(position.AccountName, false, false);
try
{
if (position.StopLoss.Status == TradeStatus.PendingOpen)
{
var stopLoss = _exchangeService.OpenStopLoss(account, position.Ticker, position.OriginDirection, position.StopLoss.Price, position.StopLoss.Quantity, false, DateTime.UtcNow).Result;
var stopLoss = await _exchangeService.OpenStopLoss(account, position.Ticker,
position.OriginDirection,
position.StopLoss.Price, position.StopLoss.Quantity, false, DateTime.UtcNow);
if (stopLoss != null & (stopLoss.Status == TradeStatus.Requested))
{
position.StopLoss = stopLoss;
_logger.LogInformation("|_ SL is requested");
_logger.LogInformation("|_ SL is requested");
}
else
{
@@ -74,7 +81,9 @@ public class PositionManagerWorker : BaseWorker<PositionManagerWorker>
if (position.TakeProfit1.Status == TradeStatus.PendingOpen)
{
var takeProfit1 = _exchangeService.OpenTakeProfit(account, position.Ticker, position.OriginDirection, position.TakeProfit1.Price, position.TakeProfit1.Quantity, false, DateTime.UtcNow).Result;
var takeProfit1 = await _exchangeService.OpenTakeProfit(account, position.Ticker,
position.OriginDirection, position.TakeProfit1.Price, position.TakeProfit1.Quantity, false,
DateTime.UtcNow);
if (takeProfit1 != null & (takeProfit1.Status == TradeStatus.Requested))
{
@@ -94,7 +103,9 @@ public class PositionManagerWorker : BaseWorker<PositionManagerWorker>
if (position.TakeProfit2 != null &&
position.TakeProfit2.Status == TradeStatus.PendingOpen)
{
var takeProfit2 = _exchangeService.OpenTakeProfit(account, position.Ticker, position.OriginDirection, position.TakeProfit2.Price, position.TakeProfit2.Quantity, false, DateTime.UtcNow).Result;
var takeProfit2 = await _exchangeService.OpenTakeProfit(account, position.Ticker,
position.OriginDirection, position.TakeProfit2.Price, position.TakeProfit2.Quantity, false,
DateTime.UtcNow);
if (takeProfit2 != null & (takeProfit2.Status == TradeStatus.Requested))
{
@@ -116,9 +127,9 @@ public class PositionManagerWorker : BaseWorker<PositionManagerWorker>
_logger.LogError($"|_ Cannot fully filled position because : {ex.Message}");
}
if (position.StopLoss.Status == TradeStatus.Requested
&& position.TakeProfit1.Status == TradeStatus.Requested
&& (position.TakeProfit2 == null || position.TakeProfit2.Status == TradeStatus.Requested))
TradeStatus[] validStatus = [TradeStatus.Requested, TradeStatus.Filled];
if (validStatus.Contains(position.StopLoss.Status)
&& (validStatus.Contains(position.TakeProfit1.Status)))
{
position.Status = PositionStatus.Filled;
_logger.LogInformation($"|_ Position is now open and SL/TP are correctly requested");
@@ -136,8 +147,9 @@ public class PositionManagerWorker : BaseWorker<PositionManagerWorker>
foreach (var position in positions)
{
_logger.LogInformation("Managing filled position: {0} - Date: {1} - Direction: {2} - Ticker: {3}", position.Identifier, position.Date, position.OriginDirection, position.Ticker);
var account = await _accountService.GetAccount(position.AccountName, false, false);
_logger.LogInformation("Managing filled position: {0} - Date: {1} - Direction: {2} - Ticker: {3}",
position.Identifier, position.Date, position.OriginDirection, position.Ticker);
var account = await GetAccount(position.AccountName);
var updatedPosition = await _tradingService.ManagePosition(account, position);
_tradingService.UpdatePosition(updatedPosition);
@@ -158,9 +170,10 @@ public class PositionManagerWorker : BaseWorker<PositionManagerWorker>
foreach (var position in positions)
{
_logger.LogInformation("Managing position: {0} - Date: {1} - Direction: {2} - Ticker: {3}", position.Identifier, position.Date, position.OriginDirection, position.Ticker);
_logger.LogInformation("Managing position: {0} - Date: {1} - Direction: {2} - Ticker: {3}",
position.Identifier, position.Date, position.OriginDirection, position.Ticker);
position.Status = PositionStatus.Updating;
_tradingService.UpdatePosition(position);
_tradingService.UpdatePosition(position);
// Update status if position is open since to long
if (position.Date < DateTime.UtcNow.AddDays(-2))
@@ -171,14 +184,15 @@ public class PositionManagerWorker : BaseWorker<PositionManagerWorker>
continue;
}
var account = await _accountService.GetAccount(position.AccountName, false, false);
if (!(await _exchangeService.GetOpenOrders(account, position.Ticker)).Any())
{
position.Status = PositionStatus.Canceled;
_tradingService.UpdatePosition(position);
_logger.LogInformation($"|_ Position is now Canceled - Position close from exchange");
continue;
}
var account = await GetAccount(position.AccountName);
var currentOpenOrders = await _exchangeService.GetOpenOrders(account, position.Ticker);
// if (currentOpenOrders.Any())
// {
// position.Status = PositionStatus.Canceled;
// _tradingService.UpdatePosition(position);
// _logger.LogInformation($"|_ Position is now Canceled - Position close from exchange");
// continue;
// }
var quantityInPosition = await _exchangeService.GetQuantityInPosition(account, position.Ticker);
@@ -198,4 +212,16 @@ public class PositionManagerWorker : BaseWorker<PositionManagerWorker>
}
}
}
private async Task<Account> GetAccount(string accountName)
{
var account = _cacheService.GetValue<Account>(accountName);
if (account == null)
{
account = await _accountService.GetAccount(accountName, false, false);
_cacheService.SaveValue(accountName, JsonConvert.SerializeObject(account));
}
return account;
}
}

View File

@@ -39,13 +39,14 @@ public class TradingController : ControllerBase
ICommandHandler<OpenPositionRequest, Position> openTradeCommandHandler,
ICommandHandler<ClosePositionCommand, Position> closeTradeCommandHandler,
ITradingService tradingService,
IMediator mediator)
IMediator mediator, IMoneyManagementService moneyManagementService)
{
_logger = logger;
_openTradeCommandHandler = openTradeCommandHandler;
_closeTradeCommandHandler = closeTradeCommandHandler;
_tradingService = tradingService;
_mediator = mediator;
_moneyManagementService = moneyManagementService;
}
/// <summary>
@@ -112,7 +113,7 @@ public class TradingController : ControllerBase
/// <param name="moneyManagement">The money management strategy details (optional).</param>
/// <param name="openPrice">The opening price for the trade (optional).</param>
/// <returns>The opened position.</returns>
[HttpGet("OpenPosition")]
[HttpPost("OpenPosition")]
public async Task<ActionResult<Position>> Trade(
string accountName,
string moneyManagementName,
@@ -120,7 +121,7 @@ public class TradingController : ControllerBase
Ticker ticker,
RiskLevel riskLevel,
bool isForPaperTrading,
MoneyManagement? moneyManagement = null,
MoneyManagement? moneyManagement = null,
decimal? openPrice = null)
{
if (string.IsNullOrEmpty(accountName))
@@ -130,10 +131,11 @@ public class TradingController : ControllerBase
if (string.IsNullOrEmpty(moneyManagementName) && moneyManagement == null)
{
throw new ArgumentException($"'{nameof(moneyManagementName)}' cannot be null or empty.", nameof(moneyManagementName));
throw new ArgumentException($"'{nameof(moneyManagementName)}' cannot be null or empty.",
nameof(moneyManagementName));
}
if (moneyManagement == null)
if (moneyManagement != null)
{
moneyManagement = await _moneyManagementService.GetMoneyMangement(moneyManagementName);
}

View File

@@ -308,11 +308,14 @@ public class TradingBot : Bot, ITradingBot
{
await HandleClosedPosition(positionForSignal);
}
else if (position.Status == PositionStatus.Filled)
else if (position.Status == (PositionStatus.Filled | PositionStatus.PartiallyFilled))
{
// 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
// Position might be partially filled, meaning that TPSL havent been sended yet
// But the position might already been closed by the exchange so we have to check should be closed
var lastCandle = IsForBacktest
? OptimizedCandles.Last()
: ExchangeService.GetCandle(Account, Ticker, DateTime.UtcNow);

View File

@@ -618,7 +618,7 @@ public class EvmManager : IEvmManager
{
var chain = ChainService.GetChain(chainName);
var web3 = new Web3(chain.RpcUrl);
var quantity = await GmxService.QuantityInPosition(web3, publicAddress, ticker);
var quantity = await _gmxV2Service.QuantityInPosition(web3, publicAddress, ticker);
return quantity;
}

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@@ -1372,4 +1372,9 @@ public class GmxV2Service
{
return $"{account}-{market}-{collateralToken}-{(isLong ? "true" : "false")}";
}
public async Task<decimal> QuantityInPosition(Web3 web3, string publicAddress, Enums.Ticker ticker)
{
return (await GetTrade(web3, publicAddress, ticker)).Status == Enums.TradeStatus.Filled ? 1 : 0;
}
}

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@@ -9,7 +9,11 @@ const loadWidget = (component: any) => {
const DeskWidget = React.forwardRef((props: any, ref) => {
const widget = props
const widgetProperties = widget['data-properties'] as IWidgetProperties
const WidgetComponent = loadWidget(widgetProperties.id)
if (!widgetProperties) {
return null
}
const WidgetComponent = loadWidget(widgetProperties?.id)
return (
<div ref={ref} {...props}>
<Suspense fallback={<>Loading</>}>

View File

@@ -47,7 +47,7 @@ const OpenPositonWidget = () => {
form.riskLevel,
false,
form.stopLoss,
form.takeProfit
undefined
)
.then((result) => {
t.update('success', 'Position created')