docker files fixes from liaqat
This commit is contained in:
alirehmani
352
src/Managing.Application/Trading/TradingService.cs
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352
src/Managing.Application/Trading/TradingService.cs
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using DnsClient.Internal;
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using Managing.Application.Abstractions;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Services;
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using Managing.Domain.Accounts;
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using Managing.Domain.Scenarios;
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using Managing.Domain.Statistics;
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using Managing.Domain.Strategies;
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using Managing.Domain.Trades;
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using Managing.Domain.Shared.Helpers;
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using Microsoft.Extensions.Logging;
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using MongoDB.Driver;
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using static Managing.Common.Enums;
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namespace Managing.Application.Trading;
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public class TradingService : ITradingService
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{
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private readonly ITradingRepository _tradingRepository;
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private readonly IExchangeService _exchangeService;
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private readonly IAccountService _accountService;
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private readonly ICacheService _cacheService;
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private readonly IMessengerService _messengerService;
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private readonly IStatisticRepository _statisticRepository;
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private readonly ILogger<TradingService> _logger;
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public TradingService(
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ITradingRepository tradingRepository,
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IExchangeService exchangeService,
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ILogger<TradingService> logger,
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IAccountService accountService,
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ICacheService cacheService,
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IMessengerService messengerService,
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IStatisticRepository statisticRepository)
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{
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_tradingRepository = tradingRepository;
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_exchangeService = exchangeService;
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_logger = logger;
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_accountService = accountService;
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_cacheService = cacheService;
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_messengerService = messengerService;
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_statisticRepository = statisticRepository;
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}
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public void DeleteScenario(string name)
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{
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_tradingRepository.DeleteScenario(name);
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}
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public void DeleteScenarios()
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{
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_tradingRepository.DeleteScenarios();
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}
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public void DeleteStrategies()
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{
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_tradingRepository.DeleteStrategies();
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}
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public void DeleteStrategy(string name)
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{
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_tradingRepository.DeleteStrategy(name);
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}
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public Position GetPositionByIdentifier(string identifier)
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{
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return _tradingRepository.GetPositionByIdentifier(identifier);
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}
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public IEnumerable<Position> GetPositions(PositionInitiator positionInitiator)
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{
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return _tradingRepository.GetPositions(positionInitiator);
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}
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public IEnumerable<Position> GetPositionsByStatus(PositionStatus postionStatus)
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{
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return _tradingRepository.GetPositionsByStatus(postionStatus);
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}
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public Scenario GetScenarioByName(string scenario)
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{
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return _tradingRepository.GetScenarioByName(scenario);
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}
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public IEnumerable<Scenario> GetScenarios()
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{
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return _tradingRepository.GetScenarios();
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}
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public IEnumerable<Strategy> GetStrategies()
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{
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return _tradingRepository.GetStrategies();
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}
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public Strategy GetStrategyByName(string strategy)
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{
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return _tradingRepository.GetStrategyByName(strategy);
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}
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public void InsertPosition(Position position)
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{
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_tradingRepository.InsertPosition(position);
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}
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public void InsertScenario(Scenario scenario)
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{
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_tradingRepository.InsertScenario(scenario);
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}
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public void InsertSignal(Signal signal)
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{
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_tradingRepository.InsertSignal(signal);
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}
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public void InsertStrategy(Strategy strategy)
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{
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_tradingRepository.InsertStrategy(strategy);
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}
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public async Task<Position> ManagePosition(Account account, Position position)
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{
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var lastPrice = _exchangeService.GetPrice(account, position.Ticker, DateTime.UtcNow);
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var quantityInPosition = await _exchangeService.GetQuantityInPosition(account, position.Ticker);
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var orders = await _exchangeService.GetOpenOrders(account, position.Ticker);
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if (quantityInPosition > 0)
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{
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// Position still open
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position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.Open.Quantity, lastPrice);
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_logger.LogInformation($"Position is still open - PNL : {position.ProfitAndLoss.Realized} $");
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_logger.LogInformation($"Requested trades : {orders.Count}");
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}
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else
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{
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// No quantity in position = SL/TP hit
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if (orders.All(o => o.TradeType != TradeType.StopLoss))
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{
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// SL hit
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_logger.LogInformation($"Stop loss is filled on exchange.");
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position.StopLoss.SetStatus(TradeStatus.Filled);
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position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.StopLoss.Quantity, position.StopLoss.Price);
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_ = _exchangeService.CancelOrder(account, position.Ticker);
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}
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else if (orders.All(o => o.TradeType != TradeType.TakeProfit))
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{
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// TP Hit
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if (position.TakeProfit1.Status == TradeStatus.Filled && position.TakeProfit2 != null)
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{
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position.TakeProfit2.SetStatus(TradeStatus.Filled);
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position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.TakeProfit2.Quantity, position.TakeProfit2.Price);
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_logger.LogInformation($"TakeProfit 2 is filled on exchange.");
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}
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else
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{
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position.TakeProfit1.SetStatus(TradeStatus.Filled);
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position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.TakeProfit1.Quantity, position.TakeProfit1.Price);
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_logger.LogInformation($"TakeProfit 1 is filled on exchange.");
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}
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}
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else
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{
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_logger.LogInformation($"Position closed manually or forced close by exchange because quantity in position is below 0.");
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position.Status = PositionStatus.Finished;
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if (orders.Any()) await _exchangeService.CancelOrder(account, position.Ticker);
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}
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}
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return position;
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}
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public void UpdateFee(TradingExchanges exchange)
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{
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var lastFee = _tradingRepository.GetFee(exchange);
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var account = _accountService.GetAccounts(false, false).FirstOrDefault(a => a.Exchange == exchange);
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if (lastFee != null)
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{
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if (DateTime.UtcNow.AddHours(-6) >= lastFee.LastUpdate)
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{
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lastFee.Cost = _exchangeService.GetFee(account);
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lastFee.LastUpdate = DateTime.UtcNow;
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_tradingRepository.UpdateFee(lastFee);
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}
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}
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else
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{
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lastFee = new Fee
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{
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Cost = _exchangeService.GetFee(account),
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Exchange = exchange,
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LastUpdate = DateTime.UtcNow
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};
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_tradingRepository.InsertFee(lastFee);
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}
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}
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public decimal GetFee(Account account, bool isForPaperTrading = false)
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{
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if (isForPaperTrading && account.Exchange != TradingExchanges.Evm)
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{
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return 0.000665M;
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}
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return _cacheService.GetOrSave($"Fee-{account.Exchange}", () =>
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{
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return _tradingRepository.GetFee(TradingExchanges.Evm).Cost;
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}, TimeSpan.FromHours(2));
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}
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public void UpdatePosition(Position position)
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{
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_tradingRepository.UpdatePosition(position);
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}
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public IEnumerable<Position> GetPositions()
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{
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var positions = new List<Position>();
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positions.AddRange(GetPositionsByStatus(PositionStatus.New));
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positions.AddRange(GetPositionsByStatus(PositionStatus.Filled));
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positions.AddRange(GetPositionsByStatus(PositionStatus.PartiallyFilled));
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return positions;
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}
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public async Task WatchTrader()
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{
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var availableTickers = new List<Ticker> { Ticker.BTC, Ticker.ETH, Ticker.UNI, Ticker.LINK };
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var watchAccount = GetTradersWatch();
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var key = $"AccountsQuantityInPosition";
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var aqip = _cacheService.GetValue<List<TraderFollowup>>(key);
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if (aqip == null)
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{
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aqip = GetAccountsQuantityInPosition(watchAccount);
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}
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else
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{
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foreach (var a in watchAccount.Where(w => !aqip.Any(a => a.Account.Address == w.Address)))
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{
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var newAccount = SetupFollowUp(a);
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aqip.Add(newAccount);
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}
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foreach (var a in aqip)
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{
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await ManageTrader(a, availableTickers);
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}
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}
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_cacheService.SaveValue(key, aqip, TimeSpan.FromMinutes(10));
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}
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public IEnumerable<Trader> GetTradersWatch()
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{
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var watchAccount = _statisticRepository.GetBestTraders();
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var customWatchAccount = _accountService.GetAccounts(true, false).Where(a => a.Type == AccountType.Watch).ToList().MapToTraders();
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watchAccount.AddRange(customWatchAccount.Where(a => !watchAccount.Any(w => w.Address.Equals(a.Address, StringComparison.InvariantCultureIgnoreCase))));
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return watchAccount;
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}
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private async Task ManageTrader(TraderFollowup a, List<Ticker> tickers)
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{
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var shortAddress = a.Account.Address.Substring(0, 6);
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foreach (var ticker in tickers)
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{
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try
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{
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var newTrade = await _exchangeService.GetTrade(a.Account.Address, "", ticker);
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var oldTrade = a.Trades.SingleOrDefault(t => t.Ticker == ticker);
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if (newTrade == null)
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{
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if (oldTrade != null)
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{
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_logger.LogInformation($"[{shortAddress}][{ticker}] Trader previously got a position open but the position was close by trader");
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await _messengerService.SendClosedPosition(a.Account.Address, oldTrade);
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a.Trades.Remove(oldTrade);
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}
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}
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else if ((newTrade != null && oldTrade == null) || (newTrade.Quantity > oldTrade.Quantity))
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{
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_logger.LogInformation($"[{shortAddress}][{ticker}] Trader increase {newTrade.Direction} by {newTrade.Quantity - (oldTrade?.Quantity ?? 0)} with leverage {newTrade.Leverage} at {newTrade.Price} leverage.");
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var index = a.Trades.IndexOf(oldTrade);
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if (index != -1)
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{
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a.Trades[index] = newTrade;
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}
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else
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{
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a.Trades.Add(newTrade);
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}
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// Open position
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await _messengerService.SendIncreasePosition(a.Account.Address, newTrade, "Test6", oldTrade);
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// Save position to cache
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}
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else if (newTrade.Quantity < oldTrade.Quantity && newTrade.Quantity > 0)
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{
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var decreaseAmount = oldTrade.Quantity - newTrade.Quantity;
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var index = a.Trades.IndexOf(oldTrade);
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a.Trades[index] = newTrade;
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_logger.LogInformation($"[{a.Account.Address.Substring(0, 6)}][{ticker}] Trader decrease position but didnt close it {decreaseAmount}");
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await _messengerService.SendDecreasePosition(a.Account.Address, newTrade, decreaseAmount);
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}
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else
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{
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_logger.LogInformation($"[{shortAddress}][{ticker}] No change - Quantity still {newTrade.Quantity}");
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}
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}
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catch (Exception ex)
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{
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_logger.LogError($"[{shortAddress}][{ticker}] Impossible to fetch trader");
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}
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}
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}
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private List<TraderFollowup> GetAccountsQuantityInPosition(IEnumerable<Trader> watchAccount)
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{
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var result = new List<TraderFollowup> ();
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foreach (var account in watchAccount)
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{
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var trader = SetupFollowUp(account);
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result.Add(trader);
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}
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return result;
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}
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private static TraderFollowup SetupFollowUp(Trader account)
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{
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var trader = new TraderFollowup
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{
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Account = account,
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Trades = new List<Trade>(),
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PositionIdentifiers = new List<string>()
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};
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return trader;
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}
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public class TraderFollowup
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{
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public Trader Account { get; set; }
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public List<Trade> Trades { get; set; }
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public List<string> PositionIdentifiers { get; set; }
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}
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}
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