Move workers

This commit is contained in:
2025-08-05 17:53:19 +07:00
parent 7d92031059
commit 3d3f71ac7a
26 changed files with 81 additions and 118 deletions

View File

@@ -0,0 +1,77 @@
using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Domain.Accounts;
using Managing.Domain.Candles;
using Microsoft.Extensions.Logging;
using static Managing.Common.Enums;
namespace Managing.Application.Trading;
public class PricesService : IPricesService
{
private readonly ILogger<PricesService> _logger;
private readonly IExchangeService _exchangeService;
private readonly IAccountService _accountService;
private readonly ICandleRepository _candleRepository;
public PricesService(
ILogger<PricesService> logger,
IExchangeService exchangeService,
ICandleRepository candleRepository,
IAccountService accountService)
{
_logger = logger;
_exchangeService = exchangeService;
_candleRepository = candleRepository;
_accountService = accountService;
}
public async Task UpdatePrice(TradingExchanges exchange, Ticker ticker, Timeframe timeframe)
{
try
{
var account = new Account()
{
Exchange = exchange,
};
if (account == null)
throw new Exception($"Enable to found account for exchange {exchange}");
var lastCandles =
await _candleRepository.GetCandles(exchange, ticker, timeframe, DateTime.UtcNow.AddDays(-2));
var lastCandle = lastCandles.LastOrDefault();
var startDate = lastCandle != null ? lastCandle.Date : new DateTime(2017, 1, 1);
List<Candle> newCandles;
if (!lastCandles.Any())
{
newCandles = await _exchangeService.GetCandles(account, ticker, startDate, timeframe, true);
}
else
{
newCandles = await _exchangeService.GetCandles(account, ticker, startDate, timeframe, false);
}
var candles = !lastCandles.Any() ? newCandles : newCandles.Where(c => c.Date > lastCandle?.Date);
var candlesInserted = 0;
foreach (var newCandle in candles)
{
if (lastCandle == null || newCandle.Date > lastCandle.Date)
{
_candleRepository.InsertCandle(newCandle);
candlesInserted++;
}
}
if (candlesInserted > 0)
_logger.LogInformation($"[{exchange}][{ticker}][{timeframe}] New candles inserted : {candlesInserted}");
}
catch (Exception ex)
{
SentrySdk.CaptureException(ex);
_logger.LogError($"[{exchange}][{ticker}][{timeframe}] Error : {ex.Message} | {ex.StackTrace}");
}
}
}

View File

@@ -0,0 +1,527 @@
using Managing.Application.Abstractions.Repositories;
using Managing.Application.Abstractions.Services;
using Managing.Domain.Accounts;
using Managing.Domain.Bots;
using Managing.Domain.Indicators;
using Managing.Domain.MoneyManagements;
using Managing.Domain.Scenarios;
using Managing.Domain.Shared.Helpers;
using Managing.Domain.Statistics;
using Managing.Domain.Trades;
using Microsoft.Extensions.Logging;
using static Managing.Common.Enums;
namespace Managing.Application.Trading;
public class StatisticService : IStatisticService
{
private readonly IStatisticRepository _statisticRepository;
private readonly IExchangeService _exchangeService;
private readonly IAccountService _accountService;
private readonly IEvmManager _evmManager;
private readonly ITradingService _tradingService;
private readonly IBacktester _backtester;
private readonly ITradaoService _tradaoService;
private readonly IMessengerService _messengerService;
private readonly ICacheService _cacheService;
private readonly IAgentBalanceRepository _agentBalanceRepository;
private readonly IAgentSummaryRepository _agentSummaryRepository;
private readonly ILogger<StatisticService> _logger;
public StatisticService(
IExchangeService exchangeService,
IAccountService accountService,
ILogger<StatisticService> logger,
IStatisticRepository statisticRepository,
IEvmManager evmManager,
ITradingService tradingService,
IBacktester backtester,
ITradaoService tradaoService,
IMessengerService messengerService,
ICacheService cacheService,
IAgentBalanceRepository agentBalanceRepository,
IAgentSummaryRepository agentSummaryRepository)
{
_exchangeService = exchangeService;
_accountService = accountService;
_logger = logger;
_statisticRepository = statisticRepository;
_evmManager = evmManager;
_tradingService = tradingService;
_backtester = backtester;
_tradaoService = tradaoService;
_messengerService = messengerService;
_cacheService = cacheService;
_agentBalanceRepository = agentBalanceRepository;
_agentSummaryRepository = agentSummaryRepository;
}
public async Task UpdateTopVolumeTicker(TradingExchanges exchange, int top)
{
var account = (await _accountService.GetAccounts(false, false)).FirstOrDefault(a => a.Exchange == exchange);
var date = DateTime.UtcNow;
if (account == null)
throw new Exception($"Enable to found account for exchange {exchange}");
var lastTop = GetLastTopVolumeTicker();
if (lastTop != null && lastTop.Count > 0)
{
_logger.LogInformation($"A top of {lastTop.Count} already exist for the current rage");
return;
}
var volumeTickers = new Dictionary<Ticker, decimal>();
foreach (var ticker in (Ticker[])Enum.GetValues(typeof(Ticker)))
{
var volume = _exchangeService.GetVolume(account, ticker);
var price = await _exchangeService.GetPrice(account, ticker, date);
volumeTickers.Add(ticker, volume * price);
}
var currentTop = volumeTickers.OrderByDescending(v => v.Value).Take(top).ToList();
for (int rank = 0; rank < currentTop.Count; rank++)
{
var dto = new TopVolumeTicker()
{
Date = date,
Rank = rank + 1,
Ticker = currentTop[rank].Key,
Volume = currentTop[rank].Value,
Exchange = exchange
};
await _statisticRepository.InsertTopVolumeTicker(dto);
}
}
public async Task UpdateFundingRates()
{
// Get fundingRate from database
var previousFundingRate = await GetFundingRates();
var newFundingRates = await _evmManager.GetFundingRates();
var topRates = newFundingRates
.Where(fr => fr.Direction == TradeDirection.Short && fr.Rate > 0)
.OrderByDescending(fr => fr.Rate)
.Take(3)
.ToList();
topRates.AddRange(newFundingRates
.Where(fr => fr.Direction == TradeDirection.Long && fr.Rate > 0)
.OrderBy(fr => fr.Rate)
.TakeLast(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) > 5m)
{
await _messengerService.SendFundingRateUpdate(oldRate, newRate);
await _statisticRepository.UpdateFundingRateAsync(oldRate, newRate);
}
}
}
}
private bool SameFundingRate(FundingRate oldRate, FundingRate newRate)
{
return oldRate.Ticker == newRate.Ticker &&
oldRate.Exchange == newRate.Exchange &&
oldRate.Direction == newRate.Direction;
}
public async Task<List<FundingRate>> GetFundingRates()
{
var previousFundingRate = await _statisticRepository.GetFundingRatesAsync();
return previousFundingRate;
}
public IList<TopVolumeTicker> GetLastTopVolumeTicker()
{
return GetLastTopVolumeTickerAsync().Result;
}
public async Task<IList<TopVolumeTicker>> GetLastTopVolumeTickerAsync()
{
var from = DateTime.UtcNow.AddDays(-1);
return await _statisticRepository.GetTopVolumeTickersAsync(from);
}
public async Task<IList<Ticker>> GetTickers()
{
var cachedTickers = _cacheService.GetValue<List<Ticker>>("tickers");
if (cachedTickers != null)
{
return cachedTickers;
}
var tickers = await _evmManager.GetAvailableTicker();
_cacheService.SaveValue("tickers", tickers, TimeSpan.FromDays(1));
return tickers;
}
public async Task UpdateSpotlight()
{
var scenarios = await _tradingService.GetScenariosAsync();
var account =
(await _accountService.GetAccounts(false, false)).FirstOrDefault(a => a.Exchange == TradingExchanges.Evm);
if (account == null)
throw new Exception($"Enable to found default account");
var overview = await GetLastSpotlightAsync(DateTime.UtcNow.AddMinutes(-20));
if (overview != null)
{
if (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
{
Spotlights = new List<Spotlight>(),
DateTime = DateTime.UtcNow,
Identifier = Guid.NewGuid(),
ScenarioCount = scenarios.Count(),
};
await _statisticRepository.SaveSpotligthtOverview(overview);
}
var tickers = await GetTickers();
foreach (var scenario in scenarios)
{
if (overview.Spotlights.Any(s => s.Scenario.Name == scenario.Name))
continue;
var spotlight = new Spotlight
{
TickerSignals = new List<TickerSignal>(),
Scenario = scenario
};
// Use SemaphoreSlim to limit concurrency to 2 operations at a time
using var semaphore = new SemaphoreSlim(2, 2);
var tickerTasks = tickers.Select(async ticker =>
{
await semaphore.WaitAsync();
try
{
var tickerSignal = new TickerSignal
{
Ticker = ticker,
FiveMinutes = await GetSignals(account, scenario, ticker, Timeframe.FiveMinutes),
FifteenMinutes = await GetSignals(account, scenario, ticker, Timeframe.FifteenMinutes),
OneHour = await GetSignals(account, scenario, ticker, Timeframe.OneHour),
FourHour = await GetSignals(account, scenario, ticker, Timeframe.FourHour),
OneDay = await GetSignals(account, scenario, ticker, Timeframe.OneDay)
};
return tickerSignal;
}
finally
{
semaphore.Release();
}
});
var tickerSignals = await Task.WhenAll(tickerTasks);
spotlight.TickerSignals.AddRange(tickerSignals.Where(ts => ts != null));
overview.Spotlights.Add(spotlight);
await _statisticRepository.UpdateSpotlightOverviewAsync(overview);
}
overview.DateTime = DateTime.UtcNow;
await _statisticRepository.UpdateSpotlightOverviewAsync(overview);
}
private async Task<List<LightSignal>> GetSignals(Account account, Scenario scenario, Ticker ticker,
Timeframe timeframe)
{
try
{
var moneyManagement = new MoneyManagement()
{
Leverage = 1,
Timeframe = timeframe,
StopLoss = 0.008m,
TakeProfit = 0.02m
};
var config = new TradingBotConfig
{
AccountName = account.Name,
MoneyManagement = moneyManagement,
Ticker = ticker,
ScenarioName = scenario.Name,
Timeframe = timeframe,
IsForWatchingOnly = true,
BotTradingBalance = 1000,
IsForBacktest = true,
CooldownPeriod = 1,
MaxLossStreak = 0,
FlipPosition = false,
Name = "StatisticsBacktest",
FlipOnlyWhenInProfit = true,
MaxPositionTimeHours = null,
CloseEarlyWhenProfitable = false
};
var backtest = await _backtester.RunTradingBotBacktest(
config,
DateTime.UtcNow.AddDays(-7),
DateTime.UtcNow,
null,
false,
false);
// Note: LightBacktest doesn't contain signals data, so we return an empty list
// The full signals data would need to be retrieved from the database using the backtest ID
_logger.LogWarning(
"GetSignals called but LightBacktest doesn't contain signals data. Returning empty list.");
return new List<LightSignal>();
}
catch (Exception ex)
{
_logger.LogError("Backtest cannot be run {message}", ex.Message);
}
return null;
}
public async Task<SpotlightOverview> GetLastSpotlight(DateTime dateTime)
{
return await GetLastSpotlightAsync(dateTime);
}
public async Task<SpotlightOverview> GetLastSpotlightAsync(DateTime dateTime)
{
var overviews = await _statisticRepository.GetSpotlightOverviewsAsync(dateTime);
if (overviews.Any())
{
return overviews.OrderBy(o => o.DateTime).Last();
}
return null;
}
public List<Trader> GetBestTraders()
{
return GetBestTradersAsync().Result;
}
public async Task<List<Trader>> GetBestTradersAsync()
{
return await _statisticRepository.GetBestTradersAsync();
}
public List<Trader> GetBadTraders()
{
return GetBadTradersAsync().Result;
}
public async Task<List<Trader>> GetBadTradersAsync()
{
return await _statisticRepository.GetBadTradersAsync();
}
public async Task<List<Trade>> GetLeadboardPositons()
{
var customWatchAccount = await _tradingService.GetTradersWatch();
var trades = new List<Trade>();
foreach (var trader in customWatchAccount)
{
trades.AddRange(await _tradaoService.GetTrades(trader.Address));
}
return trades;
}
public async Task UpdateLeaderboard()
{
var previousBestTraders = await _statisticRepository.GetBestTradersAsync();
var lastBestTrader = (await _tradaoService.GetBestTrader()).FindGoodTrader();
// Update / Insert best trader
foreach (var trader in lastBestTrader)
{
if (previousBestTraders.Exists((p) => p.Address == trader.Address))
{
await _statisticRepository.UpdateBestTraderAsync(trader);
}
else
{
await _statisticRepository.InsertBestTrader(trader);
}
}
// Remove trader that wasnt good enough
foreach (var trader in previousBestTraders)
{
if (!lastBestTrader.Exists((t) => t.Address == trader.Address))
{
await _statisticRepository.RemoveBestTrader(trader);
}
}
await _messengerService.SendBestTraders(lastBestTrader);
}
public async Task UpdateNoobiesboard()
{
var previousBadTraders = await _statisticRepository.GetBadTradersAsync();
var lastBadTrader = (await _tradaoService.GetBadTrader()).FindBadTrader();
// Update / Insert best trader
foreach (var trader in lastBadTrader)
{
if (previousBadTraders.Exists((p) => p.Address == trader.Address))
{
await _statisticRepository.UpdateBadTraderAsync(trader);
}
else
{
await _statisticRepository.InsertBadTrader(trader);
}
}
// Remove trader that wasnt good enough
foreach (var trader in previousBadTraders)
{
if (!lastBadTrader.Exists((t) => t.Address == trader.Address))
{
await _statisticRepository.RemoveBadTrader(trader);
}
}
await _messengerService.SendBadTraders(lastBadTrader);
}
public async Task<AgentBalanceHistory> GetAgentBalances(string agentName, DateTime start,
DateTime? end = null)
{
var effectiveEnd = end ?? DateTime.UtcNow;
string cacheKey = $"AgentBalances_{agentName}_{start:yyyyMMdd}_{effectiveEnd:yyyyMMdd}";
// Check if the balances are already cached
var cachedBalances = _cacheService.GetValue<AgentBalanceHistory>(cacheKey);
if (cachedBalances != null)
{
return cachedBalances;
}
var balances = await _agentBalanceRepository.GetAgentBalances(agentName, start, end);
// Create a single AgentBalanceHistory with all balances
var result = new AgentBalanceHistory
{
AgentName = agentName,
AgentBalances = balances.OrderBy(b => b.Time).ToList()
};
// Cache the results for 5 minutes
_cacheService.SaveValue(cacheKey, result, TimeSpan.FromMinutes(5));
return result;
}
public async Task<(IList<AgentBalanceHistory> Agents, int TotalCount)> GetBestAgents(
DateTime start,
DateTime? end = null,
int page = 1,
int pageSize = 10)
{
var effectiveEnd = end ?? DateTime.UtcNow;
string cacheKey = $"BestAgents_{start:yyyyMMdd}_{effectiveEnd:yyyyMMdd}";
// Check if the results are already cached
var cachedResult = _cacheService.GetValue<(IList<AgentBalanceHistory>, int)>(cacheKey);
if (cachedResult != default)
{
// Apply pagination to cached results
var (cachedAgents, cachedTotalCount) = cachedResult;
var paginatedAgents = cachedAgents
.Skip((page - 1) * pageSize)
.Take(pageSize)
.ToList();
return (paginatedAgents, cachedTotalCount);
}
// Get all agents with their balance history
var (fetchedAgents, fetchedTotalCount) =
await _agentBalanceRepository.GetAllAgentBalancesWithHistory(start, end);
// Cache all results for 5 minutes
_cacheService.SaveValue(cacheKey, (fetchedAgents, fetchedTotalCount), TimeSpan.FromMinutes(5));
// Apply pagination
var result = fetchedAgents
.Skip((page - 1) * pageSize)
.Take(pageSize)
.ToList();
return (result, fetchedTotalCount);
}
public async Task SaveOrUpdateAgentSummary(AgentSummary agentSummary)
{
try
{
// Use the injected AgentSummaryRepository to save or update
await _agentSummaryRepository.SaveOrUpdateAsync(agentSummary);
_logger.LogInformation("AgentSummary saved/updated for user {UserId} with agent name {AgentName}",
agentSummary.UserId, agentSummary.AgentName);
}
catch (Exception ex)
{
_logger.LogError(ex, "Error saving/updating AgentSummary for user {UserId} with agent name {AgentName}",
agentSummary.UserId, agentSummary.AgentName);
throw;
}
}
public async Task<IEnumerable<AgentSummary>> GetAllAgentSummaries()
{
return await _agentSummaryRepository.GetAllAsync();
}
}