GMX v2 - Trading (#7)

* Move PrivateKeys.cs * Update gitignore * Update gitignore * updt * Extract GmxServiceTests.cs * Refact * update todo * Update code * Fix hashdata * Replace static token hashed datas * Set allowance * Add get orders * Add get orders tests * Add ignore * add close orders * revert * Add get gas limit * Start increasePosition. Todo: Finish GetExecutionFee and estimateGas * little refact * Update gitignore * Fix namespaces and clean repo * Add tests samples * Add execution fee * Add increase position * Handle backtest on the frontend * Add tests * Update increase * Test increase * fix increase * Fix size * Start get position * Update get positions * Fix get position * Update rpc and trade mappers * Finish close position * Fix leverage
2025-01-30 23:06:22 +07:00
parent ecaa89c67b
commit 65bdb8e34f
156 changed files with 11253 additions and 4073 deletions
--- a/src/Managing.Api/Controllers/BacktestController.cs
+++ b/src/Managing.Api/Controllers/BacktestController.cs
@@ -1,7 +1,9 @@
 using Managing.Application.Abstractions;
 using Managing.Application.Abstractions.Services;
 using Managing.Application.Hubs;
+using Managing.Core;
 using Managing.Domain.Backtests;
+using Managing.Domain.Candles;
 using Managing.Domain.MoneyManagements;
 using Microsoft.AspNetCore.Authorization;
 using Microsoft.AspNetCore.Mvc;
@@ -122,7 +124,9 @@ public class BacktestController : ControllerBase

        if (string.IsNullOrEmpty(moneyManagementName) && moneyManagement == null)
        {
-            throw new ArgumentException($"'{nameof(moneyManagementName)}' and '{nameof(moneyManagement)}' cannot be null or empty.", nameof(moneyManagementName));
+            throw new ArgumentException(
+                $"'{nameof(moneyManagementName)}' and '{nameof(moneyManagement)}' cannot be null or empty.",
+                nameof(moneyManagementName));
        }

        if (days > 0)
@@ -146,19 +150,23 @@ public class BacktestController : ControllerBase
        if (scenario == null)
            return BadRequest("No scenario found");

+        var localCandles = FileHelpers
+            .ReadJson<List<Candle>>($"{ticker.ToString()}-{timeframe.ToString()}-candles.json")
+            .TakeLast(500).ToList();
+
        switch (botType)
        {
            case BotType.SimpleBot:
                break;
            case BotType.ScalpingBot:
                backtestResult = _backtester.RunScalpingBotBacktest(account, moneyManagement, ticker, scenario,
-                    timeframe, Convert.ToDouble(days), balance, watchOnly, save);
+                    timeframe, Convert.ToDouble(days), balance, watchOnly, save, initialCandles: localCandles);
                break;
            case BotType.FlippingBot:
                backtestResult = _backtester.RunFlippingBotBacktest(account, moneyManagement, ticker, scenario,
-                    timeframe, Convert.ToDouble(days), balance, watchOnly, save);
+                    timeframe, Convert.ToDouble(days), balance, watchOnly, save, initialCandles: localCandles);
                break;
-        }                                                                             
+        }

        await NotifyBacktesingSubscriberAsync(backtestResult);

@@ -171,7 +179,8 @@ public class BacktestController : ControllerBase
    /// <param name="backtesting">The backtest result to notify subscribers about.</param>
    private async Task NotifyBacktesingSubscriberAsync(Backtest backtesting)
    {
-        if(backtesting != null){
+        if (backtesting != null)
+        {
            await _hubContext.Clients.All.SendAsync("BacktestsSubscription", backtesting);
        }
    }
--- a/src/Managing.Api/Controllers/BotController.cs
+++ b/src/Managing.Api/Controllers/BotController.cs
@@ -1,6 +1,6 @@
 using Managing.Api.Models.Requests;
 using Managing.Api.Models.Responses;
-using Managing.Application.Abstractions;
+using Managing.Application.Abstractions.Services;
 using Managing.Application.Hubs;
 using Managing.Application.ManageBot.Commands;
 using MediatR;
@@ -33,7 +33,8 @@ public class BotController : ControllerBase
    /// <param name="mediator">Mediator for handling commands and requests.</param>
    /// <param name="hubContext">SignalR hub context for real-time communication.</param>
    /// <param name="backtester">Backtester for running backtests on bots.</param>
-    public BotController(ILogger<BotController> logger, IMediator mediator, IHubContext<BotHub> hubContext, IBacktester backtester)
+    public BotController(ILogger<BotController> logger, IMediator mediator, IHubContext<BotHub> hubContext,
+        IBacktester backtester)
    {
        _logger = logger;
        _mediator = mediator;
@@ -50,8 +51,9 @@ public class BotController : ControllerBase
    [Route("Start")]
    public async Task<ActionResult<string>> Start(StartBotRequest request)
    {
-        var result = await _mediator.Send(new StartBotCommand(request.BotType, request.BotName, request.Ticker, 
-            request.Scenario, request.Timeframe, request.AccountName, request.MoneyManagementName, request.IsForWatchOnly));
+        var result = await _mediator.Send(new StartBotCommand(request.BotType, request.BotName, request.Ticker,
+            request.Scenario, request.Timeframe, request.AccountName, request.MoneyManagementName,
+            request.IsForWatchOnly));

        await NotifyBotSubscriberAsync();
        return Ok(result);
--- a/src/Managing.Api/Controllers/DataController.cs
+++ b/src/Managing.Api/Controllers/DataController.cs
@@ -3,6 +3,7 @@ using Managing.Application.Abstractions.Services;
 using Managing.Application.Hubs;
 using Managing.Application.Workers.Abstractions;
 using Managing.Domain.Candles;
+using Managing.Domain.Statistics;
 using Microsoft.AspNetCore.Authorization;
 using Microsoft.AspNetCore.Mvc;
 using Microsoft.AspNetCore.SignalR;
@@ -58,10 +59,8 @@ public class DataController : ControllerBase
    {
        var account = await _accountService.GetAccount(accountName, true, false);
        var cacheKey = string.Concat(accountName, timeframe.ToString());
-        var tickers = _cacheService.GetOrSave(cacheKey, () =>
-        {
-            return _exchangeService.GetTickers(account, timeframe).Result;
-        }, TimeSpan.FromHours(2));
+        var tickers = _cacheService.GetOrSave(cacheKey,
+            () => { return _exchangeService.GetTickers(account, timeframe).Result; }, TimeSpan.FromHours(2));

        return Ok(tickers);
    }
@@ -73,10 +72,8 @@ public class DataController : ControllerBase
    [HttpGet("Spotlight")]
    public ActionResult<SpotlightOverview> GetSpotlight()
    {
-        var overview = _cacheService.GetOrSave(nameof(SpotlightOverview), () =>
-        {
-            return _statisticService.GetLastSpotlight(DateTime.Now.AddHours(-3));
-        }, TimeSpan.FromMinutes(2));
+        var overview = _cacheService.GetOrSave(nameof(SpotlightOverview),
+            () => { return _statisticService.GetLastSpotlight(DateTime.Now.AddHours(-3)); }, TimeSpan.FromMinutes(2));

        if (overview?.Spotlights.Count < overview?.ScenarioCount)
        {
@@ -95,7 +92,8 @@ public class DataController : ControllerBase
    /// <param name="timeframe">The timeframe for the candle data.</param>
    /// <returns>A list of <see cref="Candle"/> objects.</returns>
    [HttpGet("GetCandles")]
-    public async Task<ActionResult<List<Candle>>> GetCandles(TradingExchanges exchange, Ticker ticker, DateTime startDate, Timeframe timeframe)
+    public async Task<ActionResult<List<Candle>>> GetCandles(TradingExchanges exchange, Ticker ticker,
+        DateTime startDate, Timeframe timeframe)
    {
        return Ok(await _exchangeService.GetCandlesInflux(exchange, ticker, startDate, timeframe));
    }
--- a/src/Managing.Api/Program.cs
+++ b/src/Managing.Api/Program.cs
@@ -8,21 +8,25 @@ using Managing.Application.Hubs;
 using Managing.Bootstrap;
 using Managing.Common;
 using Managing.Infrastructure.Databases.InfluxDb.Models;
-using Managing.Infrastructure.Databases.MongoDb;
+using Managing.Infrastructure.Databases.MongoDb.Configurations;
 using Microsoft.AspNetCore.Authentication.JwtBearer;
 using Microsoft.IdentityModel.Tokens;
+using Microsoft.OpenApi.Models;
 using NSwag;
 using NSwag.Generation.Processors.Security;
 using Serilog;
+using Serilog.Events;
 using Serilog.Sinks.Elasticsearch;
+using OpenApiSecurityRequirement = Microsoft.OpenApi.Models.OpenApiSecurityRequirement;
+using OpenApiSecurityScheme = NSwag.OpenApiSecurityScheme;

 // Builder
 var builder = WebApplication.CreateBuilder(args);
-builder.Configuration.SetBasePath(System.AppContext.BaseDirectory);
+builder.Configuration.SetBasePath(AppContext.BaseDirectory);
 builder.Configuration.AddJsonFile("appsettings.json", optional: false, reloadOnChange: true)
-                     .AddJsonFile($"appsettings.{builder.Environment.EnvironmentName}.json")
-                     .AddJsonFile($"config.{builder.Environment.EnvironmentName}.json",
-                                         optional: true, reloadOnChange: true);
+    .AddJsonFile($"appsettings.{builder.Environment.EnvironmentName}.json")
+    .AddJsonFile($"config.{builder.Environment.EnvironmentName}.json",
+        optional: true, reloadOnChange: true);

 builder.Configuration.AddEnvironmentVariables();
 builder.Configuration.AddUserSecrets<Program>();
@@ -41,7 +45,7 @@ builder.Host.UseSerilog((hostBuilder, loggerConfiguration) =>
        AutoRegisterTemplateVersion = AutoRegisterTemplateVersion.ESv7,
        TypeName = null,
        BatchAction = ElasticOpType.Create,
-        MinimumLogEventLevel = Serilog.Events.LogEventLevel.Information,
+        MinimumLogEventLevel = LogEventLevel.Information,
        DetectElasticsearchVersion = true,
        RegisterTemplateFailure = RegisterTemplateRecovery.IndexAnyway,
    };
@@ -65,7 +69,7 @@ builder.Services.AddAuthentication(JwtBearerDefaults.AuthenticationScheme).AddJw
        ValidIssuer = builder.Configuration["Authentication:Schemes:Bearer:ValidIssuer"],
        ValidAudience = builder.Configuration["Authentication:Schemes:Bearer:ValidAudiences"],
        IssuerSigningKey = new SymmetricSecurityKey
-        (Encoding.UTF8.GetBytes(builder.Configuration["Jwt:Secret"])),
+            (Encoding.UTF8.GetBytes(builder.Configuration["Jwt:Secret"])),
        ValidateIssuer = false,
        ValidateAudience = false,
        ValidateIssuerSigningKey = true
@@ -75,12 +79,12 @@ builder.Services.AddAuthorization();
 builder.Services.AddCors(o => o.AddPolicy("CorsPolicy", builder =>
 {
    builder
-           .SetIsOriginAllowed((host) => true)
-           .AllowAnyOrigin()
-           .WithOrigins("http://localhost:3000/")
-           .AllowAnyMethod()
-           .AllowAnyHeader()
-           .AllowCredentials();
+        .SetIsOriginAllowed((host) => true)
+        .AllowAnyOrigin()
+        .WithOrigins("http://localhost:3000/")
+        .AllowAnyMethod()
+        .AllowAnyHeader()
+        .AllowCredentials();
 }));

 builder.Services.AddSignalR().AddJsonProtocol();
@@ -108,20 +112,23 @@ builder.Services.AddSwaggerGen(options =>
    {
        Description = "Please insert your JWT Token into field : Bearer {your_token}",
        Name = "Authorization",
-        Type = Microsoft.OpenApi.Models.SecuritySchemeType.Http,
-        In = Microsoft.OpenApi.Models.ParameterLocation.Header,
+        Type = SecuritySchemeType.Http,
+        In = ParameterLocation.Header,
        Scheme = "Bearer",
        BearerFormat = "JWT"
    });
-    options.AddSecurityRequirement(new Microsoft.OpenApi.Models.OpenApiSecurityRequirement{
+    options.AddSecurityRequirement(new OpenApiSecurityRequirement
+    {
        {
-            new Microsoft.OpenApi.Models.OpenApiSecurityScheme{
-                Reference = new Microsoft.OpenApi.Models.OpenApiReference{
-                    Type = Microsoft.OpenApi.Models.ReferenceType.SecurityScheme,
+            new Microsoft.OpenApi.Models.OpenApiSecurityScheme
+            {
+                Reference = new OpenApiReference
+                {
+                    Type = ReferenceType.SecurityScheme,
                    Id = "Bearer"
                }
            },
-            new string[]{}
+            new string[] { }
        }
    });
 });
@@ -167,4 +174,4 @@ app.UseEndpoints(endpoints =>
    endpoints.MapHub<CandleHub>("/candlehub");
 });

-app.Run();
+app.Run();