docker files fixes from liaqat
This commit is contained in:
242
src/Managing.Infrastructure.Exchanges/ExchangeService.cs
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242
src/Managing.Infrastructure.Exchanges/ExchangeService.cs
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using Managing.Domain.Trades;
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using Managing.Domain.Candles;
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using Microsoft.Extensions.Logging;
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using static Managing.Common.Enums;
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using Managing.Domain.Accounts;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Services;
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using Managing.Infrastructure.Exchanges.Abstractions;
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namespace Managing.Infrastructure.Exchanges
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{
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public class ExchangeService : IExchangeService
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{
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private readonly ILogger<ExchangeService> _logger;
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private readonly ICandleRepository _candleRepository;
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private readonly IEnumerable<IExchangeProcessor> _exchangeProcessor;
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public ExchangeService(ILogger<ExchangeService> logger, ICandleRepository candleRepository, IEnumerable<IExchangeProcessor> processor)
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{
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_logger = logger;
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_candleRepository = candleRepository;
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_exchangeProcessor = processor;
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}
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#region Trades
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public async Task<Trade> OpenTrade(
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Account account,
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Ticker ticker,
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TradeDirection direction,
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decimal price,
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decimal quantity,
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decimal? leverage = null,
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TradeType tradeType = TradeType.Limit,
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bool reduceOnly = false,
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bool isForPaperTrading = false,
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DateTime? currentDate = null,
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bool ioc = true)
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{
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_logger.LogInformation($"OpenMarketTrade - {ticker} - Type: {tradeType} - {direction} - Price: {price} - Quantity: {quantity} - Leverage: {leverage}");
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if (isForPaperTrading)
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{
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return BuildEmptyTrade(ticker, price, quantity, direction, leverage, tradeType, currentDate.Value, reduceOnly ? TradeStatus.PendingOpen : TradeStatus.Filled);
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}
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var processor = GetProcessor(account);
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return await processor.OpenTrade(account, ticker, direction, price, quantity, leverage, tradeType, reduceOnly, isForPaperTrading, currentDate, ioc);
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}
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private IExchangeProcessor GetProcessor(Account account)
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{
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return _exchangeProcessor.First(e => e.Exchange() == account.Exchange);
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}
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public Trade BuildEmptyTrade(Ticker ticker, decimal price, decimal quantity, TradeDirection direction, decimal? leverage, TradeType tradeType,
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DateTime dateTime, TradeStatus tradeStatus)
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{
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return new Trade(dateTime, direction, tradeStatus, tradeType, ticker, quantity, price, leverage,
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Guid.NewGuid().ToString(), "EmptyTrade");
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}
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public async Task<Trade> OpenStopLoss(Account account, Ticker ticker, TradeDirection originalDirection, decimal stopLossPrice,
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decimal quantity, bool isForPaperTrading = false, DateTime? currentDate = null)
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{
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return await OpenTrade(
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account,
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ticker,
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originalDirection == TradeDirection.Long ? TradeDirection.Short : TradeDirection.Long,
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stopLossPrice,
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quantity,
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tradeType: TradeType.StopLoss,
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isForPaperTrading: isForPaperTrading,
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currentDate: currentDate,
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reduceOnly: true);
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}
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public async Task<Trade> OpenTakeProfit(Account account, Ticker ticker, TradeDirection originalDirection, decimal takeProfitPrice,
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decimal quantity, bool isForPaperTrading = false, DateTime? currentDate = null)
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{
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return await OpenTrade(
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account,
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ticker,
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originalDirection == TradeDirection.Long ? TradeDirection.Short : TradeDirection.Long,
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takeProfitPrice,
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quantity,
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tradeType: TradeType.TakeProfit,
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isForPaperTrading: isForPaperTrading,
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currentDate: currentDate,
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reduceOnly: true);
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}
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public Task<Trade> ClosePosition(Account account, Position position, decimal lastPrice, bool isForPaperTrading = false)
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{
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var direction = position.OriginDirection == TradeDirection.Long ? TradeDirection.Short : TradeDirection.Long;
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if (isForPaperTrading)
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{
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var fake = BuildEmptyTrade(position.Open.Ticker,
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lastPrice,
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position.Open.Quantity,
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direction,
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position.Open.Leverage,
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TradeType.Market,
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position.Open.Date,
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TradeStatus.Filled);
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return Task.FromResult(fake);
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}
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var processor = GetProcessor(account);
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var closedTrade = processor.OpenTrade(
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account,
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position.Ticker,
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direction,
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lastPrice,
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position.Open.Quantity,
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position.Open.Leverage,
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tradeType: TradeType.Market,
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reduceOnly: true).Result;
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if (account.Exchange != Common.Enums.TradingExchanges.Evm)
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{
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closedTrade.Price = processor.GetTrade(account, closedTrade.ExchangeOrderId, closedTrade.Ticker).Result.Price;
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}
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return Task.FromResult(closedTrade);
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}
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#endregion
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public async Task<bool> CancelOrder(Account account, Ticker ticker)
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{
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var processor = GetProcessor(account);
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return await processor.CancelOrder(account, ticker);
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}
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public async Task<Trade> GetTrade(Account account, string orderId, Ticker ticker)
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{
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var processor = GetProcessor(account);
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return await processor.GetTrade(account, orderId, ticker);
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}
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public async Task<Trade> GetTrade(string reference, string orderId, Ticker ticker)
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{
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var processor = _exchangeProcessor.First(e => e.Exchange() == Common.Enums.TradingExchanges.Evm);
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return await processor.GetTrade(reference, orderId, ticker);
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}
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public async Task<List<Trade>> GetTrades(Account account, Ticker ticker)
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{
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var processor = GetProcessor(account);
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return await processor.GetTrades(account, ticker);
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}
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public async Task<List<Candle>> GetCandles(Account account, Ticker ticker, DateTime startDate, Timeframe timeframe)
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{
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var processor = GetProcessor(account);
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return await processor.GetCandles(account, ticker, startDate, timeframe);
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}
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public async Task<List<Candle>> GetCandlesInflux(TradingExchanges exchange, Ticker ticker, DateTime startDate, Timeframe timeframe)
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{
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var candlesFromRepo = await _candleRepository.GetCandles(exchange, ticker, timeframe, startDate);
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return candlesFromRepo.ToList();
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}
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public async Task<decimal> GetBalance(Account account, bool isForPaperTrading = false)
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{
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if (isForPaperTrading)
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{
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return 1000;
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}
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var processor = GetProcessor(account);
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return await processor.GetBalance(account);
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}
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public decimal GetFee(Account account, bool isForPaperTrading = false)
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{
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var processor = GetProcessor(account);
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return processor.GetFee(account);
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}
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public decimal GetPrice(Account account, Ticker ticker, DateTime date)
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{
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var processor = GetProcessor(account);
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return processor.GetPrice(account, ticker, date);
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}
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public Candle GetCandle(Account account, Ticker ticker, DateTime date)
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{
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var processor = GetProcessor(account);
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return processor.GetCandle(account, ticker, date);
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}
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public async Task<decimal> GetQuantityInPosition(Account account, Ticker ticker)
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{
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var processor = GetProcessor(account);
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return await processor.GetQuantityInPosition(account, ticker);
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}
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public decimal GetVolume(Account account, Ticker ticker)
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{
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var processor = GetProcessor(account);
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return processor.GetVolume(account, ticker);
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}
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public async Task<List<Ticker>> GetTickers(Account account, Timeframe timeframe)
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{
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var tickers = await _candleRepository.GetTickersAsync(account.Exchange, timeframe, DateTime.UtcNow.AddDays(-2));
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return tickers.ToList();
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}
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public decimal GetBestPrice(Account account, Ticker ticker, decimal lastPrice, decimal quantity, TradeDirection direction)
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{
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if (account.Exchange == Common.Enums.TradingExchanges.Evm)
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{
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return GetPrice(account, ticker, DateTime.UtcNow);
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}
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return GetOrderbook(account, ticker).GetBestPrice(direction, quantity);
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}
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public Orderbook GetOrderbook(Account account, Ticker ticker)
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{
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var processor = GetProcessor(account);
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return processor.GetOrderbook(account, ticker);
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}
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public async Task<List<Balance>> GetBalances(Account account, bool isForPaperTrading = false)
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{
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var processor = GetProcessor(account);
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return await processor.GetBalances(account, isForPaperTrading);
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}
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public async Task<List<Trade>> GetOpenOrders(Account account, Ticker ticker)
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{
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var processor = GetProcessor(account);
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return await processor.GetOrders(account, ticker);
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}
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}
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}
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