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docker files fixes from liaqat

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alirehmani
2024-05-03 16:39:25 +05:00
commit 464a8730e8
587 changed files with 44288 additions and 0 deletions
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10
src/Managing.Domain/Trades/Fee.cs Normal file
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using static Managing.Common.Enums;
namespace Managing.Domain.Trades;
public class Fee
{
public decimal Cost { get; set; }
public TradingExchanges Exchange { get; set; }
public DateTime LastUpdate { get; set; }
}

7
src/Managing.Domain/Trades/OrderBookEntry.cs Normal file
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namespace Managing.Domain.Trades;
public class OrderBookEntry
{
public decimal Price { get; set; }
public decimal Quantity { get; set; }
}

35
src/Managing.Domain/Trades/OrderBookExtensions.cs Normal file
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using static Managing.Common.Enums;
namespace Managing.Domain.Trades;
public static class OrderBookExtensions
{
public static decimal GetBestPrice(this Orderbook orderbook, TradeDirection direction, decimal quantity)
{
var entries = direction == TradeDirection.Long ? orderbook.Asks : orderbook.Bids;
var spend = 0m;
var entryIndex = 0;
var matches = new List<(decimal amount, decimal price, decimal sum)>();
while (spend < quantity)
{
if (entries[entryIndex].Quantity > quantity - spend)
{
var amount = quantity - spend;
matches.Add((amount, entries[entryIndex].Price, amount * entries[entryIndex].Price));
spend += amount;
}
else
{
matches.Add((entries[entryIndex].Quantity, entries[entryIndex].Price, entries[entryIndex].Quantity * entries[entryIndex].Price));
spend += entries[entryIndex].Quantity;
}
entryIndex++;
}
var meanPrice = matches.Sum(s => s.sum) / matches.Sum(s => s.amount);
return meanPrice;
}
}

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src/Managing.Domain/Trades/Orderbook.cs Normal file
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namespace Managing.Domain.Trades;
public class Orderbook
{
public List<OrderBookEntry> Bids { get; set; }
public List<OrderBookEntry> Asks { get; set; }
}

57
src/Managing.Domain/Trades/Position.cs Normal file
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using Managing.Domain.MoneyManagements;
using System.ComponentModel.DataAnnotations;
using static Managing.Common.Enums;
namespace Managing.Domain.Trades
{
public class Position
{
public Position(string accountName, TradeDirection originDirection, Ticker ticker, MoneyManagement moneyManagement, PositionInitiator positionInitiator, DateTime date)
{
Identifier = Guid.NewGuid().ToString();
AccountName = accountName;
OriginDirection = originDirection;
Ticker = ticker;
MoneyManagement = moneyManagement;
Initiator = positionInitiator;
Date = date;
Status = Initiator == PositionInitiator.PaperTrading ? PositionStatus.Filled : PositionStatus.New;
}
[Required]
public string AccountName { get; }
[Required]
public DateTime Date { get; set; }
[Required]
public TradeDirection OriginDirection { get; }
[Required]
public Ticker Ticker { get; }
[Required]
public MoneyManagement MoneyManagement { get; }
[Required]
public Trade Open { get; set; }
[Required]
public Trade StopLoss { get; set; }
[Required]
public Trade TakeProfit1 { get; set; }
public Trade TakeProfit2 { get; set; }
public ProfitAndLoss ProfitAndLoss { get; set; }
[Required]
public PositionStatus Status { get; set; }
public string SignalIdentifier { get; set; }
[Required]
public string Identifier { get; set; }
[Required]
public PositionInitiator Initiator { get; }
public bool IsFinished()
{
return Status switch
{
PositionStatus.Finished => true,
PositionStatus.Flipped => true,
_ => false
};
}
}
}

102
src/Managing.Domain/Trades/ProfitAndLoss.cs Normal file
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using static Managing.Common.Enums;
namespace Managing.Domain.Trades
{
public sealed class ProfitAndLoss
{
public decimal Realized { get; set; }
public decimal Net { get; set; }
public decimal AverageOpenPrice { get; private set; }
private const decimal _multiplier = 100000;
public ProfitAndLoss()
{
}
public ProfitAndLoss(IEnumerable<Tuple<decimal, decimal>> initial, TradeDirection direction)
{
decimal buyQuantity = 0, sellQuantity = 0;
decimal averageBuyPrice = 0, averageSellPrice = 0;
foreach (var fill in initial)
{
var quantityFilled = fill.Item1;
if (fill.Item1 > 0)
{
buyQuantity += quantityFilled;
averageBuyPrice += quantityFilled * fill.Item2;
}
else if (fill.Item1 < 0)
{
var absQuantity = Math.Abs(quantityFilled);
sellQuantity += absQuantity;
averageSellPrice += absQuantity * fill.Item2;
}
}
if (buyQuantity > 0)
averageBuyPrice /= buyQuantity;
if (sellQuantity > 0)
averageSellPrice /= sellQuantity;
//buyQuantity = (buyQuantity / _multiplier);
//sellQuantity = (sellQuantity / _multiplier);
Net = buyQuantity - sellQuantity;
AverageOpenPrice = Net > 0 ? averageBuyPrice : averageSellPrice;
var absoluteRealized = (averageSellPrice - averageBuyPrice) * Math.Min(buyQuantity, sellQuantity);
if (direction == TradeDirection.Long)
{
Realized = absoluteRealized;
} else
{
Realized = -absoluteRealized;
}
}
public void AddFill(decimal quantity, decimal price, TradeDirection direction)
{
if (quantity == 0)
throw new ArgumentOutOfRangeException(nameof(quantity), "Quantity must be non-zero.");
if (Math.Sign(Net) != Math.Sign(quantity))
{
decimal absNet = Math.Abs(Net);
decimal absQuantity = Math.Abs(quantity);
decimal realizedResult = 0;
if (absNet == absQuantity) // flat
{
realizedResult = (price - AverageOpenPrice) * Net;
AverageOpenPrice = 0;
}
else if (absNet > absQuantity) // decrease
{
realizedResult = (price - AverageOpenPrice) * -quantity;
}
else // reverse
{
realizedResult = (price - AverageOpenPrice) * Net;
AverageOpenPrice = price;
}
if (direction == TradeDirection.Long)
Realized += realizedResult;
else
Realized += -realizedResult;
}
else // increase position
{
AverageOpenPrice = (Net * AverageOpenPrice + quantity * price) / (Net + quantity);
}
Net += quantity;
}
public decimal FloatingForTheoriticalExit(decimal exitPrice)
{
return (exitPrice - AverageOpenPrice) * Net;
}
}
}

69
src/Managing.Domain/Trades/Trade.cs Normal file
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using System.ComponentModel.DataAnnotations;
using static Managing.Common.Enums;
namespace Managing.Domain.Trades
{
public class Trade
{
public Trade(DateTime date, TradeDirection direction, TradeStatus status, TradeType tradeType, Ticker ticker,
decimal quantity, decimal price, decimal? leverage, string exchangeOrderId, string message)
{
Date = date;
Direction = direction;
Status = status;
TradeType = tradeType;
Ticker = ticker;
Quantity = quantity;
Price = price;
Leverage = leverage.GetValueOrDefault();
ExchangeOrderId = exchangeOrderId;
Message = message;
Fee = 0;
}
public decimal Fee { get; set; }
[Required]
public DateTime Date { get; }
[Required]
public TradeDirection Direction { get; }
[Required]
public TradeStatus Status { get; private set; }
[Required]
public TradeType TradeType { get; }
[Required]
public Ticker Ticker { get; }
[Required]
public decimal Quantity { get; set; }
[Required]
public decimal Price { get; set; }
public decimal Leverage { get; }
[Required]
public string ExchangeOrderId { get; private set; }
public string Message { get; private set; }
public void SetStatus(TradeStatus status)
{
Status = status;
}
public void SetExchangeOrderId(string exchangeOrderId)
{
ExchangeOrderId = exchangeOrderId;
}
public void SetMessage(string message)
{
Message = message;
}
public void SetQuantity(decimal quantity, int precision)
{
Quantity = Math.Round(quantity, precision);
}
public void SetPrice(decimal price, int precision)
{
Price = Math.Round(price, precision);
}
}
}