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fix signal and get position during closing

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This commit is contained in:
cryptooda
2025-05-14 14:48:01 +07:00
parent 15190a0516
commit 456867c352
3 changed files with 420 additions and 419 deletions
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3
src/Managing.Domain/Strategies/Signal.cs
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@@ -1,4 +1,5 @@
using System.ComponentModel.DataAnnotations; using System.ComponentModel.DataAnnotations;
using System.Globalization;
using Managing.Core; using Managing.Core;
using Managing.Domain.Candles; using Managing.Domain.Candles;
using Managing.Domain.Users; using Managing.Domain.Users;
@@ -34,7 +35,7 @@ namespace Managing.Domain.Strategies
StrategyType = strategyType; StrategyType = strategyType;
User = user; User = user;
Identifier = $"{StrategyType}-{direction}-{ticker}-{candle?.Close}-{date:yyyyMMdd-HHmmss}"; Identifier = $"{StrategyType}-{direction}-{ticker}-{candle?.Close.ToString(CultureInfo.InvariantCulture)}-{date:yyyyMMdd-HHmmss}";
SignalType = signalType; SignalType = signalType;
} }

4
src/Managing.Infrastructure.Web3/EvmManager.cs
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@@ -660,7 +660,9 @@ public class EvmManager : IEvmManager
{ {
account = account.Key, account = account.Key,
ticker = ticker.ToString(), ticker = ticker.ToString(),
direction = direction.ToString(), direction = direction == TradeDirection.Long
? TradeDirection.Short.ToString()
: TradeDirection.Long.ToString(),
}); });
trade = new Trade( trade = new Trade(
DateTime.UtcNow, DateTime.UtcNow,

30
src/Managing.Web3Proxy/src/generated/gmxsdk/modules/orders/helpers.ts
View File

@@ -24,12 +24,12 @@ export type PositionIncreaseParams = (
| { | {
/** Increase amounts will be calculated based on collateral amount */ /** Increase amounts will be calculated based on collateral amount */
payAmount: bigint; payAmount: bigint;
} }
| { | {
/** Increase amounts will be calculated based on position size amount */ /** Increase amounts will be calculated based on position size amount */
sizeAmount: bigint; sizeAmount: bigint;
} }
) & { ) & {
marketAddress: string; marketAddress: string;
payTokenAddress: string; payTokenAddress: string;
collateralTokenAddress: string; collateralTokenAddress: string;
@@ -85,7 +85,7 @@ export async function increaseOrderHelper(
isLong: boolean; isLong: boolean;
} }
) { ) {
const { tokensData, marketsInfoData, uiFeeFactor } = await getAndValidateBaseParams(sdk, params); const {tokensData, marketsInfoData, uiFeeFactor} = await getAndValidateBaseParams(sdk, params);
const isLimit = Boolean(params.limitPrice); const isLimit = Boolean(params.limitPrice);
@@ -157,9 +157,7 @@ export async function increaseOrderHelper(
externalSwapQuote: undefined, externalSwapQuote: undefined,
}); });
const createSltpEntries: SidecarSlTpOrderEntryValid[] = [ const createSltpEntries: SidecarSlTpOrderEntryValid[] = []
]
let stopLossDecreaseAmounts: DecreasePositionAmounts | undefined; let stopLossDecreaseAmounts: DecreasePositionAmounts | undefined;
if (params.stopLossPrice) { if (params.stopLossPrice) {
@@ -183,8 +181,8 @@ export async function increaseOrderHelper(
indexPrice: params.stopLossPrice, indexPrice: params.stopLossPrice,
collateralPrice: 0n, collateralPrice: 0n,
acceptablePrice: params.isLong ? 2n ** 256n - 1n : 0n, acceptablePrice: params.isLong ? 2n ** 256n - 1n : 0n,
acceptablePriceDeltaBps: acceptablePriceInfo.acceptablePriceDeltaBps, acceptablePriceDeltaBps: acceptablePriceInfo.acceptablePriceDeltaBps + 50n,
recommendedAcceptablePriceDeltaBps: 0n, recommendedAcceptablePriceDeltaBps: 50n,
estimatedPnl: 0n, estimatedPnl: 0n,
estimatedPnlPercentage: 0n, estimatedPnlPercentage: 0n,
realizedPnl: 0n, realizedPnl: 0n,
@@ -257,8 +255,8 @@ export async function increaseOrderHelper(
indexPrice: params.takeProfitPrice, // Keep original trigger price for indexPrice indexPrice: params.takeProfitPrice, // Keep original trigger price for indexPrice
collateralPrice: 0n, // Consider if this needs calculation collateralPrice: 0n, // Consider if this needs calculation
acceptablePrice: acceptablePriceInfo.acceptablePrice, acceptablePrice: acceptablePriceInfo.acceptablePrice,
acceptablePriceDeltaBps: acceptablePriceInfo.acceptablePriceDeltaBps, acceptablePriceDeltaBps: acceptablePriceInfo.acceptablePriceDeltaBps + 50n, // Add 0.5% buffer to acceptable price impact
recommendedAcceptablePriceDeltaBps: 0n, recommendedAcceptablePriceDeltaBps: 50n, // Set recommended buffer to 0.5%
estimatedPnl: 0n, estimatedPnl: 0n,
estimatedPnlPercentage: 0n, estimatedPnlPercentage: 0n,
realizedPnl: 0n, realizedPnl: 0n,
@@ -336,7 +334,7 @@ function getTriggerRatio({
toToken, toToken,
fromToken, fromToken,
triggerPrice, triggerPrice,
}: { }: {
toToken: TokenData; toToken: TokenData;
fromToken: TokenData; fromToken: TokenData;
triggerPrice: bigint; triggerPrice: bigint;
@@ -363,11 +361,11 @@ function getTriggerRatio({
export type SwapParams = ( export type SwapParams = (
| { | {
fromAmount: bigint; fromAmount: bigint;
} }
| { | {
toAmount: bigint; toAmount: bigint;
} }
) & { ) & {
fromTokenAddress: string; fromTokenAddress: string;
toTokenAddress: string; toTokenAddress: string;
allowedSlippageBps?: number; allowedSlippageBps?: number;
@@ -378,7 +376,7 @@ export type SwapParams = (
} & BaseOptionalParams; } & BaseOptionalParams;
export async function swap(sdk: GmxSdk, params: SwapParams) { export async function swap(sdk: GmxSdk, params: SwapParams) {
const { tokensData, marketsInfoData, uiFeeFactor } = await getAndValidateBaseParams(sdk, params); const {tokensData, marketsInfoData, uiFeeFactor} = await getAndValidateBaseParams(sdk, params);
const fromToken = tokensData[params.fromTokenAddress]; const fromToken = tokensData[params.fromTokenAddress];
const toToken = tokensData[params.toTokenAddress]; const toToken = tokensData[params.toTokenAddress];