Oda/managing-apps
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

GMX v2 - Trading (#7)

Browse Source 
* 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
This commit is contained in:
Oda
2025-01-30 23:06:22 +07:00
committed by GitHub
parent ecaa89c67b
commit 65bdb8e34f
156 changed files with 11253 additions and 4073 deletions
Download Patch File Download Diff File Expand all files Collapse all files

98
src/Managing.Application/Trading/OpenPositionCommandHandler.cs
View File

@@ -7,33 +7,30 @@ using static Managing.Common.Enums;
namespace Managing.Application.Trading
{
public class OpenPositionCommandHandler : ICommandHandler<OpenPositionRequest, Position>
public class OpenPositionCommandHandler(
IExchangeService exchangeService,
IAccountService accountService,
ITradingService tradingService)
: ICommandHandler<OpenPositionRequest, Position>
{
private readonly IExchangeService _exchangeService;
private readonly IAccountService _accountService;
private readonly ITradingService _tradingService;
public OpenPositionCommandHandler(
IExchangeService exchangeService,
IAccountService accountService,
ITradingService tradingService)
public async Task<Position> Handle(OpenPositionRequest request)
{
_exchangeService = exchangeService;
_accountService = accountService;
_tradingService = tradingService;
}
public Task<Position> Handle(OpenPositionRequest request)
{
var account = _accountService.GetAccount(request.AccountName, hideSecrets: false, getBalance: false).Result;
if (!request.IsForPaperTrading && !_exchangeService.CancelOrder(account, request.Ticker).Result)
var account = await accountService.GetAccount(request.AccountName, hideSecrets: false, getBalance: false);
if (!request.IsForPaperTrading)
{
throw new Exception($"Not able to close all orders for {request.Ticker}");
var cancelOrderResult = await exchangeService.CancelOrder(account, request.Ticker);
if (!cancelOrderResult)
{
throw new Exception($"Not able to close all orders for {request.Ticker}");
}
}
var initiator = request.IsForPaperTrading ? PositionInitiator.PaperTrading : request.Initiator;
var position = new Position(request.AccountName, request.Direction, request.Ticker, request.MoneyManagement, initiator, request.Date);
var balance = request.IsForPaperTrading ? request.Balance.GetValueOrDefault() : _exchangeService.GetBalance(account, request.IsForPaperTrading).Result;
var position = new Position(request.AccountName, request.Direction, request.Ticker, request.MoneyManagement,
initiator, request.Date);
var balance = request.IsForPaperTrading
? request.Balance.GetValueOrDefault()
: exchangeService.GetBalance(account, request.IsForPaperTrading).Result;
var balanceAtRisk = RiskHelpers.GetBalanceAtRisk(balance, request.MoneyManagement);
if (balanceAtRisk < 13)
@@ -41,11 +38,13 @@ namespace Managing.Application.Trading
throw new Exception($"Try to risk {balanceAtRisk} $ but inferior to minimum to trade");
}
var price = request.IsForPaperTrading && request.Price.HasValue ?
request.Price.Value :
_exchangeService.GetPrice(account, request.Ticker, DateTime.Now);
var price = request.IsForPaperTrading && request.Price.HasValue
? request.Price.Value
: exchangeService.GetPrice(account, request.Ticker, DateTime.Now);
var quantity = balanceAtRisk / price;
var fee = request.IsForPaperTrading ? request.Fee.GetValueOrDefault() : _tradingService.GetFee(account, request.IsForPaperTrading);
var fee = request.IsForPaperTrading
? request.Fee.GetValueOrDefault()
: tradingService.GetFee(account, request.IsForPaperTrading);
var expectedStatus = GetExpectedStatus(request);
position.Open = TradingPolicies.OpenPosition(expectedStatus).Execute(
@@ -53,18 +52,18 @@ namespace Managing.Application.Trading
{
var openPrice = request.IsForPaperTrading || request.Price.HasValue
? request.Price.Value
: _exchangeService.GetBestPrice(account, request.Ticker, price, quantity, request.Direction);
: exchangeService.GetBestPrice(account, request.Ticker, price, quantity, request.Direction);
var trade = _exchangeService.OpenTrade(
account,
request.Ticker,
request.Direction,
openPrice,
quantity,
request.MoneyManagement.Leverage,
TradeType.Limit,
isForPaperTrading: request.IsForPaperTrading,
currentDate: request.Date).Result;
var trade = exchangeService.OpenTrade(
account,
request.Ticker,
request.Direction,
openPrice,
quantity,
request.MoneyManagement.Leverage,
TradeType.Limit,
isForPaperTrading: request.IsForPaperTrading,
currentDate: request.Date).Result;
trade.Fee = TradingHelpers.GetFeeAmount(fee, openPrice * quantity, account.Exchange);
return trade;
@@ -73,11 +72,12 @@ namespace Managing.Application.Trading
if (IsOpenTradeHandled(position.Open.Status, account.Exchange) && !request.IgnoreSLTP.GetValueOrDefault())
{
var closeDirection = request.Direction == TradeDirection.Long ? TradeDirection.Short : TradeDirection.Long;
var closeDirection = request.Direction == TradeDirection.Long
? TradeDirection.Short
: TradeDirection.Long;
// Stop loss
position.StopLoss = _exchangeService.BuildEmptyTrade(
position.StopLoss = exchangeService.BuildEmptyTrade(
request.Ticker,
RiskHelpers.GetStopLossPrice(request.Direction, position.Open.Price, request.MoneyManagement),
position.Open.Quantity,
@@ -87,10 +87,11 @@ namespace Managing.Application.Trading
request.Date,
TradeStatus.PendingOpen);
position.StopLoss.Fee = TradingHelpers.GetFeeAmount(fee, position.StopLoss.Price * position.StopLoss.Quantity, account.Exchange);
position.StopLoss.Fee = TradingHelpers.GetFeeAmount(fee,
position.StopLoss.Price * position.StopLoss.Quantity, account.Exchange);
// Take profit
position.TakeProfit1 = _exchangeService.BuildEmptyTrade(
position.TakeProfit1 = exchangeService.BuildEmptyTrade(
request.Ticker,
RiskHelpers.GetTakeProfitPrice(request.Direction, position.Open.Price, request.MoneyManagement),
quantity,
@@ -100,13 +101,16 @@ namespace Managing.Application.Trading
request.Date,
TradeStatus.PendingOpen);
position.TakeProfit1.Fee = TradingHelpers.GetFeeAmount(fee, position.TakeProfit1.Price * position.TakeProfit1.Quantity, account.Exchange);
position.TakeProfit1.Fee = TradingHelpers.GetFeeAmount(fee,
position.TakeProfit1.Price * position.TakeProfit1.Quantity, account.Exchange);
}
position.Status = IsOpenTradeHandled(position.Open.Status, account.Exchange) ? position.Status : PositionStatus.Rejected;
_tradingService.InsertPosition(position);
position.Status = IsOpenTradeHandled(position.Open.Status, account.Exchange)
? position.Status
: PositionStatus.Rejected;
tradingService.InsertPosition(position);
return Task.FromResult(position);
return position;
}
private static TradeStatus GetExpectedStatus(OpenPositionRequest request)
@@ -122,7 +126,7 @@ namespace Managing.Application.Trading
private static bool IsOpenTradeHandled(TradeStatus tradeStatus, TradingExchanges exchange)
{
return tradeStatus == TradeStatus.Filled
|| (exchange == TradingExchanges.Evm && tradeStatus == TradeStatus.Requested);
|| (exchange == TradingExchanges.Evm && tradeStatus == TradeStatus.Requested);
}
}
}
}