docker files fixes from liaqat
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alirehmani
200
src/Managing.Api.Workers/Workers/PositionManagerWorker.cs
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200
src/Managing.Api.Workers/Workers/PositionManagerWorker.cs
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using Managing.Application.Abstractions.Services;
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using Managing.Application.Workers.Abstractions;
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using Managing.Domain.Trades;
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using static Managing.Common.Enums;
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namespace Managing.Api.Workers.Workers;
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public class PositionManagerWorker : BaseWorker<PositionManagerWorker>
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{
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private static readonly WorkerType _workerType = WorkerType.PositionManager;
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private readonly ITradingService _tradingService;
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private readonly IExchangeService _exchangeService;
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private readonly IAccountService _accountService;
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private readonly ILogger<PositionManagerWorker> _logger;
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public PositionManagerWorker(
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ILogger<PositionManagerWorker> logger,
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IWorkerService workerService,
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ITradingService tradingService,
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IExchangeService exchangeService,
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IAccountService accountService) : base(
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_workerType,
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logger,
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TimeSpan.FromMinutes(1),
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workerService)
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{
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_logger = logger;
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_tradingService = tradingService;
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_exchangeService = exchangeService;
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_accountService = accountService;
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}
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protected override async Task Run(CancellationToken cancellationToken)
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{
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await ManageNewPositions();
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await ManagePartillyFilledPositions();
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await ManageFilledPositions();
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}
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private async Task ManagePartillyFilledPositions()
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{
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var positions = GetPositions(PositionStatus.PartiallyFilled);
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_logger.LogInformation("Partilly filled positions count : {0} ", positions.Count());
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foreach (var position in positions)
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{
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_logger.LogInformation("Managing Partilly filled position: {0} - Date: {1} - Direction: {2} - Ticker: {3}", position.Identifier, position.Date, position.OriginDirection, position.Ticker);
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var account = await _accountService.GetAccount(position.AccountName, false, false);
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try
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{
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if (position.StopLoss.Status == TradeStatus.PendingOpen)
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{
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var stopLoss = _exchangeService.OpenStopLoss(account, position.Ticker, position.OriginDirection, position.StopLoss.Price, position.StopLoss.Quantity, false, DateTime.UtcNow).Result;
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if (stopLoss != null & (stopLoss.Status == TradeStatus.Requested))
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{
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position.StopLoss = stopLoss;
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_logger.LogInformation("|_ SL is requested");
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}
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else
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{
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throw new Exception("Stop loss not requested");
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}
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}
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else
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{
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_logger.LogInformation($"|_ SL is already handle. Current status = {position.StopLoss.Status}");
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}
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if (position.TakeProfit1.Status == TradeStatus.PendingOpen)
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{
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var takeProfit1 = _exchangeService.OpenTakeProfit(account, position.Ticker, position.OriginDirection, position.TakeProfit1.Price, position.TakeProfit1.Quantity, false, DateTime.UtcNow).Result;
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if (takeProfit1 != null & (takeProfit1.Status == TradeStatus.Requested))
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{
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position.TakeProfit1 = takeProfit1;
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_logger.LogInformation("|_ TP is requested");
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}
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else
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{
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throw new Exception("Take Profit 1 not requested");
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}
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}
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else
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{
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_logger.LogInformation($"|_ TP is already handle. Current status = {position.TakeProfit1.Status}");
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}
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if (position.TakeProfit2 != null &&
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position.TakeProfit2.Status == TradeStatus.PendingOpen)
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{
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var takeProfit2 = _exchangeService.OpenTakeProfit(account, position.Ticker, position.OriginDirection, position.TakeProfit2.Price, position.TakeProfit2.Quantity, false, DateTime.UtcNow).Result;
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if (takeProfit2 != null & (takeProfit2.Status == TradeStatus.Requested))
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{
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position.TakeProfit2 = takeProfit2;
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_logger.LogInformation("|_ TP2 is requested");
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}
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else
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{
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throw new Exception("Take Profit 2 not requested");
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}
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}
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else
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{
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_logger.LogInformation("|_ TP2 is already handle or not required");
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}
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}
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catch (Exception ex)
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{
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_logger.LogError($"|_ Cannot fully filled position because : {ex.Message}");
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}
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if (position.StopLoss.Status == TradeStatus.Requested
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&& position.TakeProfit1.Status == TradeStatus.Requested
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&& (position.TakeProfit2 == null || position.TakeProfit2.Status == TradeStatus.Requested))
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{
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position.Status = PositionStatus.Filled;
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_logger.LogInformation($"|_ Position is now open and SL/TP are correctly requested");
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}
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_tradingService.UpdatePosition(position);
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}
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}
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private async Task ManageFilledPositions()
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{
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var positions = GetPositions(PositionStatus.Filled);
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_logger.LogInformation("Filled positions count : {0} ", positions.Count());
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foreach (var position in positions)
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{
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_logger.LogInformation("Managing filled position: {0} - Date: {1} - Direction: {2} - Ticker: {3}", position.Identifier, position.Date, position.OriginDirection, position.Ticker);
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var account = await _accountService.GetAccount(position.AccountName, false, false);
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var updatedPosition = await _tradingService.ManagePosition(account, position);
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_tradingService.UpdatePosition(updatedPosition);
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}
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}
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private IEnumerable<Position> GetPositions(PositionStatus positionStatus)
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{
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return _tradingService.GetPositionsByStatus(positionStatus)
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.Where(p => p.Initiator != PositionInitiator.PaperTrading);
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}
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private async Task ManageNewPositions()
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{
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var positions = GetPositions(PositionStatus.New);
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_logger.LogInformation("New positions count : {0} ", positions.Count());
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foreach (var position in positions)
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{
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_logger.LogInformation("Managing position: {0} - Date: {1} - Direction: {2} - Ticker: {3}", position.Identifier, position.Date, position.OriginDirection, position.Ticker);
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position.Status = PositionStatus.Updating;
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_tradingService.UpdatePosition(position);
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// Update status if position is open since to long
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if (position.Date < DateTime.UtcNow.AddDays(-2))
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{
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position.Status = PositionStatus.Canceled;
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_tradingService.UpdatePosition(position);
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_logger.LogInformation($"|_ Position is now Canceled");
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continue;
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}
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var account = await _accountService.GetAccount(position.AccountName, false, false);
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if (!(await _exchangeService.GetOpenOrders(account, position.Ticker)).Any())
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{
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position.Status = PositionStatus.Canceled;
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_tradingService.UpdatePosition(position);
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_logger.LogInformation($"|_ Position is now Canceled - Position close from exchange");
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continue;
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}
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var quantityInPosition = await _exchangeService.GetQuantityInPosition(account, position.Ticker);
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if (quantityInPosition <= 0)
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{
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position.Status = PositionStatus.New;
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_logger.LogInformation("|_ Position is currently waiting for filling");
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}
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else
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{
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position.Open.SetStatus(TradeStatus.Filled);
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position.Status = PositionStatus.PartiallyFilled;
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_logger.LogInformation($"|_ Position is now PartiallyFilled");
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}
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_tradingService.UpdatePosition(position);
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}
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}
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}
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