Postgres (#30)
* Add postgres * Migrate users * Migrate geneticRequest * Try to fix Concurrent call * Fix asyncawait * Fix async and concurrent * Migrate backtests * Add cache for user by address * Fix backtest migration * Fix not open connection * Fix backtest command error * Fix concurrent * Fix all concurrency * Migrate TradingRepo * Fix scenarios * Migrate statistic repo * Save botbackup * Add settings et moneymanagement * Add bot postgres * fix a bit more backups * Fix bot model * Fix loading backup * Remove cache market for read positions * Add workers to postgre * Fix workers api * Reduce get Accounts for workers * Migrate synth to postgre * Fix backtest saved * Remove mongodb * botservice decorrelation * Fix tradingbot scope call * fix tradingbot * fix concurrent * Fix scope for genetics * Fix account over requesting * Fix bundle backtest worker * fix a lot of things * fix tab backtest * Remove optimized moneymanagement * Add light signal to not use User and too much property * Make money management lighter * insert indicators to awaitable * Migrate add strategies to await * Refactor scenario and indicator retrieval to use asynchronous methods throughout the application * add more async await * Add services * Fix and clean * Fix bot a bit * Fix bot and add message for cooldown * Remove fees * Add script to deploy db * Update dfeeploy script * fix script * Add idempotent script and backup * finish script migration * Fix did user and agent name on start bot
This commit is contained in:
Oda
@@ -0,0 +1,108 @@
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using InfluxDB.Client.Api.Domain;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Domain.Statistics;
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using Managing.Infrastructure.Databases.InfluxDb.Abstractions;
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using Managing.Infrastructure.Databases.InfluxDb.Models;
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using Microsoft.Extensions.Logging;
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namespace Managing.Infrastructure.Databases;
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public class AgentBalanceRepository : IAgentBalanceRepository
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{
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private readonly string _balanceBucket = "agent-balances-bucket";
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private readonly IInfluxDbRepository _influxDbRepository;
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private readonly ILogger<AgentBalanceRepository> _logger;
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public AgentBalanceRepository(IInfluxDbRepository influxDbRepository, ILogger<AgentBalanceRepository> logger)
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{
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_influxDbRepository = influxDbRepository;
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_logger = logger;
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}
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public void InsertAgentBalance(AgentBalance balance)
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{
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_influxDbRepository.Write(write =>
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{
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var balanceDto = new AgentBalanceDto
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{
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AgentName = balance.AgentName,
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TotalValue = balance.TotalValue,
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TotalAccountUsdValue = balance.TotalAccountUsdValue,
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BotsAllocationUsdValue = balance.BotsAllocationUsdValue,
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PnL = balance.PnL,
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Time = balance.Time
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};
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write.WriteMeasurement(
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balanceDto,
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WritePrecision.Ns,
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_balanceBucket,
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_influxDbRepository.Organization);
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});
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}
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public async Task<IList<AgentBalance>> GetAgentBalances(string agentName, DateTime start, DateTime? end = null)
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{
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var results = await _influxDbRepository.QueryAsync(async query =>
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{
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var flux = $"from(bucket:\"{_balanceBucket}\") " +
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$"|> range(start: {start:s}Z" +
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(end.HasValue ? $", stop: {end.Value:s}Z" : "") +
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$") " +
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$"|> filter(fn: (r) => r[\"agent_name\"] == \"{agentName}\") " +
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$"|> pivot(rowKey: [\"_time\"], columnKey: [\"_field\"], valueColumn: \"_value\")";
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var result = await query.QueryAsync<AgentBalanceDto>(flux, _influxDbRepository.Organization);
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return result.Select(balance => new AgentBalance
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{
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AgentName = balance.AgentName,
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TotalValue = balance.TotalValue,
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TotalAccountUsdValue = balance.TotalAccountUsdValue,
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BotsAllocationUsdValue = balance.BotsAllocationUsdValue,
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PnL = balance.PnL,
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Time = balance.Time
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}).ToList();
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});
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return results;
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}
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public async Task<(IList<AgentBalanceHistory> result, int totalCount)> GetAllAgentBalancesWithHistory(
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DateTime start, DateTime? end)
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{
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var results = await _influxDbRepository.QueryAsync(async query =>
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{
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// Get all balances within the time range, pivoted so each row is a full AgentBalanceDto
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var flux = $@"
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from(bucket: ""{_balanceBucket}"")
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|> range(start: {start:s}Z{(end.HasValue ? $", stop: {end.Value:s}Z" : "")})
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|> filter(fn: (r) => r._measurement == ""agent_balance"")
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|> pivot(rowKey: [""_time""], columnKey: [""_field""], valueColumn: ""_value"")
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";
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var balances = await query.QueryAsync<AgentBalanceDto>(flux, _influxDbRepository.Organization);
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// Group balances by agent name
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var agentGroups = balances
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.GroupBy(b => b.AgentName)
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.Select(g => new AgentBalanceHistory
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{
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AgentName = g.Key,
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AgentBalances = g.Select(b => new AgentBalance
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{
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AgentName = b.AgentName,
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TotalValue = b.TotalValue,
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TotalAccountUsdValue = b.TotalAccountUsdValue,
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BotsAllocationUsdValue = b.BotsAllocationUsdValue,
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PnL = b.PnL,
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Time = b.Time
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}).OrderBy(b => b.Time).ToList()
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}).ToList();
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return (agentGroups, agentGroups.Count);
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});
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return results;
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}
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}
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@@ -0,0 +1,131 @@
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using InfluxDB.Client.Api.Domain;
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using InfluxDB.Client.Writes;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Core;
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using Managing.Domain.Candles;
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using Managing.Infrastructure.Databases.InfluxDb;
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using Managing.Infrastructure.Databases.InfluxDb.Abstractions;
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using Managing.Infrastructure.Databases.InfluxDb.Models;
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using Microsoft.Extensions.Logging;
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using static Managing.Common.Enums;
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namespace Managing.Infrastructure.Databases;
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public class CandleRepository : ICandleRepository
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{
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private readonly string _priceBucket = "prices-bucket";
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private readonly IInfluxDbRepository _influxDbRepository;
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private readonly ILogger<CandleRepository> _logger;
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public CandleRepository(IInfluxDbRepository influxDbRepository, ILogger<CandleRepository> logger)
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{
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_influxDbRepository = influxDbRepository;
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_logger = logger;
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}
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public async Task<IList<Candle>> GetCandles(
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TradingExchanges exchange,
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Ticker ticker,
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Timeframe timeframe,
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DateTime start)
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{
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var results = await _influxDbRepository.QueryAsync(async query =>
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{
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var flux = $"from(bucket:\"{_priceBucket}\") " +
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$"|> range(start: {start:s}Z) " +
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$"|> filter(fn: (r) => r[\"exchange\"] == \"{exchange}\")" +
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$"|> filter(fn: (r) => r[\"ticker\"] == \"{ticker}\")" +
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$"|> filter(fn: (r) => r[\"timeframe\"] == \"{timeframe}\")" +
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$"|> pivot(rowKey:[\"_time\"], columnKey: [\"_field\"], valueColumn: \"_value\")";
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var prices = await query.QueryAsync<PriceDto>(flux, _influxDbRepository.Organization);
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return prices.Select(price => PriceHelpers.Map(price)).ToList();
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});
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return results;
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}
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public async Task<IList<Candle>> GetCandles(
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TradingExchanges exchange,
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Ticker ticker,
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Timeframe timeframe,
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DateTime start,
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DateTime end)
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{
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var results = await _influxDbRepository.QueryAsync(async query =>
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{
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var flux = $"from(bucket:\"{_priceBucket}\") " +
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$"|> range(start: {start:s}Z, stop: {end:s}Z) " +
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$"|> filter(fn: (r) => r[\"exchange\"] == \"{exchange}\")" +
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$"|> filter(fn: (r) => r[\"ticker\"] == \"{ticker}\")" +
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$"|> filter(fn: (r) => r[\"timeframe\"] == \"{timeframe}\")" +
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$"|> pivot(rowKey:[\"_time\"], columnKey: [\"_field\"], valueColumn: \"_value\")";
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var prices = await query.QueryAsync<PriceDto>(flux, _influxDbRepository.Organization);
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return prices.Select(price => PriceHelpers.Map(price)).ToList();
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});
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return results;
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}
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public async Task<IList<Ticker>> GetTickersAsync(
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TradingExchanges exchange,
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Timeframe timeframe,
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DateTime start)
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{
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var results = await _influxDbRepository.QueryAsync(async query =>
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{
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var flux = $"from(bucket:\"{_priceBucket}\") " +
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$"|> range(start: {start:s}Z, stop: now()) " +
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$"|> filter(fn: (r) => r[\"_measurement\"] == \"price\")" +
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$"|> filter(fn: (r) => r[\"exchange\"] == \"{exchange}\")" +
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$"|> filter(fn: (r) => r[\"timeframe\"] == \"{timeframe}\")" +
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$"|> keep(columns: [\"ticker\"])" +
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$"|> distinct()";
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var tickers = new List<Ticker>();
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var records = await query.QueryAsync(flux, _influxDbRepository.Organization);
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records.ForEach(table =>
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{
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var fluxRecords = table.Records;
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fluxRecords.ForEach(fluxRecord =>
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{
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tickers.AddItem(
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MiscExtensions.ParseEnum<Ticker>(fluxRecord.GetValueByKey("ticker").ToString()));
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});
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});
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return tickers;
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});
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return results;
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}
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public void InsertCandle(Candle candle)
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{
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_influxDbRepository.Write(write =>
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{
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PriceDto price = PriceHelpers.Map(candle);
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write.WriteMeasurement(
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price,
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WritePrecision.Ns,
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_priceBucket,
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_influxDbRepository.Organization);
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});
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}
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public void Test(Candle candle)
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{
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_influxDbRepository.Write(write =>
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{
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var point = PointData.Measurement("");
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PriceDto price = PriceHelpers.Map(candle);
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point.Tag("", "");
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point.Timestamp(price.OpenTime, WritePrecision.Ns);
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write.WritePoint(
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point,
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_priceBucket,
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_influxDbRepository.Organization);
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});
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}
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}
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@@ -19,11 +19,6 @@ public static class PriceHelpers
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CloseTime = candle.Date,
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High = candle.High,
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Low = candle.Low,
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BaseVolume = candle.BaseVolume,
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QuoteVolume = candle.QuoteVolume,
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TradeCount = candle.TradeCount,
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TakerBuyBaseVolume = candle.TakerBuyBaseVolume,
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TakerBuyQuoteVolume = candle.TakerBuyQuoteVolume,
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Timeframe = candle.Timeframe.ToString()
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};
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@@ -42,11 +37,6 @@ public static class PriceHelpers
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Date = dto.CloseTime,
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High = dto.High,
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Low = dto.Low,
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BaseVolume = dto.BaseVolume,
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QuoteVolume = dto.QuoteVolume,
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TradeCount = dto.TradeCount,
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TakerBuyBaseVolume = dto.TakerBuyBaseVolume,
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TakerBuyQuoteVolume = dto.TakerBuyQuoteVolume,
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Timeframe = MiscExtensions.ParseEnum<Timeframe>(dto.Timeframe)
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};
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}
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