docker files fixes from liaqat
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alirehmani
304
src/Managing.Application.Workers/StatisticService.cs
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304
src/Managing.Application.Workers/StatisticService.cs
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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.Application.Workers.Abstractions;
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using Managing.Domain.Accounts;
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using Managing.Domain.Candles;
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using Managing.Domain.MoneyManagements;
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using Managing.Domain.Scenarios;
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using Managing.Domain.Shared.Helpers;
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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 Microsoft.Extensions.Logging;
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using static Managing.Common.Enums;
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namespace Managing.Application.Workers;
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public class StatisticService : IStatisticService
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{
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private readonly IStatisticRepository _statisticRepository;
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private readonly IExchangeService _exchangeService;
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private readonly IAccountService _accountService;
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private readonly IEvmManager _evmManager;
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private readonly ITradingService _tradingService;
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private readonly IBacktester _backtester;
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private readonly ITradaoService _tradaoService;
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private readonly IMessengerService _messengerService;
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private readonly ILogger<StatisticService> _logger;
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public StatisticService(
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IExchangeService exchangeService,
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IAccountService accountService,
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ILogger<StatisticService> logger,
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IStatisticRepository statisticRepository,
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IEvmManager evmManager,
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ITradingService tradingService,
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IBacktester backtester,
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ITradaoService tradaoService,
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IMessengerService messengerService)
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{
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_exchangeService = exchangeService;
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_accountService = accountService;
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_logger = logger;
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_statisticRepository = statisticRepository;
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_evmManager = evmManager;
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_tradingService = tradingService;
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_backtester = backtester;
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_tradaoService = tradaoService;
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_messengerService = messengerService;
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}
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public async Task UpdateTopVolumeTicker(TradingExchanges exchange, int top)
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{
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var account = _accountService.GetAccounts(false, false).FirstOrDefault(a => a.Exchange == exchange);
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var date = DateTime.UtcNow;
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if (account == null)
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throw new Exception($"Enable to found account for exchange {exchange}");
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var lastTop = GetLastTopVolumeTicker();
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if (lastTop != null && lastTop.Count > 0)
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{
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_logger.LogInformation($"A top of {lastTop.Count} already exist for the current rage");
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return;
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}
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var volumeTickers = new Dictionary<Ticker, decimal>();
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foreach (var ticker in (Ticker[])Enum.GetValues(typeof(Ticker)))
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{
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var volume = _exchangeService.GetVolume(account, ticker);
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var price = _exchangeService.GetPrice(account, ticker, date);
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volumeTickers.Add(ticker, volume * price);
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}
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var currentTop = volumeTickers.OrderByDescending(v => v.Value).Take(top).ToList();
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for (int rank = 0; rank < currentTop.Count; rank++)
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{
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var dto = new TopVolumeTicker()
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{
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Date = date,
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Rank = rank + 1,
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Ticker = currentTop[rank].Key,
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Volume = currentTop[rank].Value,
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Exchange = exchange
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};
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await _statisticRepository.InsertTopVolumeTicker(dto);
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}
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}
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public IList<TopVolumeTicker> GetLastTopVolumeTicker()
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{
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var from = DateTime.UtcNow.AddDays(-1);
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return _statisticRepository.GetTopVolumeTickers(from);
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}
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public IList<Ticker> GetTickers()
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{
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return _evmManager.GetAvailableTicker().Result;
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}
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public async Task UpdateSpotlight()
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{
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var scenarios = _tradingService.GetScenarios();
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var account = _accountService.GetAccounts(false, false).FirstOrDefault(a => a.Exchange == TradingExchanges.Evm);
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if (account == null)
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throw new Exception($"Enable to found default account");
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var overview = GetLastSpotlight(DateTime.Now.AddMinutes(-20));
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if (overview != null)
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{
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if(overview.Spotlights.Count < overview.ScenarioCount)
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{
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_logger.LogInformation($"Spotlights not up to date. {overview.Spotlights.Count}/{overview.ScenarioCount}");
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}
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else
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{
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_logger.LogInformation("No need to update spotlights");
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return;
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}
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}
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else
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{
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overview = new SpotlightOverview
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{
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Spotlights = new List<Spotlight>(),
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DateTime = DateTime.Now,
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Identifier = Guid.NewGuid(),
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ScenarioCount = scenarios.Count(),
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};
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await _statisticRepository.SaveSpotligthtOverview(overview);
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}
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var tickers = GetTickers();
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foreach (var scenario in scenarios)
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{
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if (overview.Spotlights.Any(s => s.Scenario.Name == scenario.Name))
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continue;
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var spotlight = new Spotlight
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{
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TickerSignals = new List<TickerSignal>(),
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Scenario = scenario
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};
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var options = new ParallelOptions()
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{
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MaxDegreeOfParallelism = 2
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};
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_ = Parallel.ForEach(tickers, options, ticker =>
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{
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spotlight.TickerSignals.Add(new TickerSignal
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{
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Ticker = ticker,
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FiveMinutes = GetSignals(account, scenario, ticker, Timeframe.FiveMinutes),
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FifteenMinutes = GetSignals(account, scenario, ticker, Timeframe.FifteenMinutes),
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OneHour = GetSignals(account, scenario, ticker, Timeframe.OneHour),
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FourHour = GetSignals(account, scenario, ticker, Timeframe.FourHour),
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OneDay = GetSignals(account, scenario, ticker, Timeframe.OneDay)
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});
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});
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overview.Spotlights.Add(spotlight);
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_statisticRepository.UpdateSpotlightOverview(overview);
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}
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overview.DateTime = DateTime.Now;
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_statisticRepository.UpdateSpotlightOverview(overview);
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}
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private List<Signal> GetSignals(Account account, Scenario scenario, Ticker ticker, Timeframe timeframe)
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{
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try
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{
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var moneyManagement = new MoneyManagement()
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{
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BalanceAtRisk = 0.05m,
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Leverage = 1,
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Timeframe = timeframe,
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StopLoss = 0.008m,
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TakeProfit = 0.02m
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};
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var backtest = _backtester.RunScalpingBotBacktest(
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account,
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moneyManagement,
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ticker,
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scenario,
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timeframe,
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CandleExtensions.GetMinimalDays(timeframe),
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1000,
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isForWatchingOnly: true);
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return backtest.Signals;
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}
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catch (Exception ex)
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{
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_logger.LogError("Backtest cannot be run", ex);
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}
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return null;
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}
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public SpotlightOverview GetLastSpotlight(DateTime dateTime)
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{
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var overviews = _statisticRepository.GetSpotlightOverviews(dateTime);
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if (overviews.Any())
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{
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return overviews.OrderBy(o => o.DateTime).Last();
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}
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return null;
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}
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public List<Trader> GetBestTraders()
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{
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return _statisticRepository.GetBestTraders();
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}
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public List<Trader> GetBadTraders()
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{
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return _statisticRepository.GetBadTraders();
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}
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public async Task<List<Trade>> GetLeadboardPositons()
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{
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var customWatchAccount = _tradingService.GetTradersWatch();
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var trades = new List<Trade>();
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foreach (var trader in customWatchAccount)
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{
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trades.AddRange(await _tradaoService.GetTrades(trader.Address));
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}
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return trades;
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}
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public async Task UpdateLeaderboard()
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{
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var previousBestTraders = _statisticRepository.GetBestTraders();
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var lastBestTrader = (await _tradaoService.GetBestTrader()).FindGoodTrader();
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// Update / Insert best trader
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foreach (var trader in lastBestTrader)
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{
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if (previousBestTraders.Exists((p) => p.Address == trader.Address))
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{
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_statisticRepository.UpdateBestTrader(trader);
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}
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else
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{
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await _statisticRepository.InsertBestTrader(trader);
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}
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}
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// Remove trader that wasnt good enough
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foreach (var trader in previousBestTraders)
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{
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if (!lastBestTrader.Exists((t) => t.Address == trader.Address))
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{
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await _statisticRepository.RemoveBestTrader(trader);
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}
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}
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await _messengerService.SendBestTraders(lastBestTrader);
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}
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public async Task UpdateNoobiesboard()
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{
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var previousBadTraders = _statisticRepository.GetBadTraders();
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var lastBadTrader = (await _tradaoService.GetBadTrader()).FindBadTrader();
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// Update / Insert best trader
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foreach (var trader in lastBadTrader)
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{
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if (previousBadTraders.Exists((p) => p.Address == trader.Address))
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{
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_statisticRepository.UpdateBadTrader(trader);
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}
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else
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{
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await _statisticRepository.InsertBadTrader(trader);
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}
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}
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// Remove trader that wasnt good enough
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foreach (var trader in previousBadTraders)
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{
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if (!lastBadTrader.Exists((t) => t.Address == trader.Address))
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{
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await _statisticRepository.RemoveBadTrader(trader);
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}
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}
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await _messengerService.SendBadTraders(lastBadTrader);
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}
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}
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