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GMX v2 - Trading (#7)

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* 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
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45
src/Managing.Application/Trading/TradingService.cs
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@@ -76,7 +76,6 @@ public class TradingService : ITradingService
}
public Scenario GetScenarioByName(string scenario)
{
return _tradingRepository.GetScenarioByName(scenario);
@@ -126,7 +125,8 @@ public class TradingService : ITradingService
if (quantityInPosition > 0)
{
// Position still open
position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.Open.Quantity, lastPrice);
position.ProfitAndLoss =
TradingBox.GetProfitAndLoss(position, position.Open.Quantity, lastPrice, position.Open.Leverage);
_logger.LogInformation($"Position is still open - PNL : {position.ProfitAndLoss.Realized} $");
_logger.LogInformation($"Requested trades : {orders.Count}");
}
@@ -138,7 +138,8 @@ public class TradingService : ITradingService
// SL hit
_logger.LogInformation($"Stop loss is filled on exchange.");
position.StopLoss.SetStatus(TradeStatus.Filled);
position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.StopLoss.Quantity, position.StopLoss.Price);
position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.StopLoss.Quantity,
position.StopLoss.Price, position.Open.Leverage);
_ = _exchangeService.CancelOrder(account, position.Ticker);
}
else if (orders.All(o => o.TradeType != TradeType.TakeProfit))
@@ -147,19 +148,22 @@ public class TradingService : ITradingService
if (position.TakeProfit1.Status == TradeStatus.Filled && position.TakeProfit2 != null)
{
position.TakeProfit2.SetStatus(TradeStatus.Filled);
position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.TakeProfit2.Quantity, position.TakeProfit2.Price);
position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.TakeProfit2.Quantity,
position.TakeProfit2.Price, 1);
_logger.LogInformation($"TakeProfit 2 is filled on exchange.");
}
else
{
position.TakeProfit1.SetStatus(TradeStatus.Filled);
position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.TakeProfit1.Quantity, position.TakeProfit1.Price);
position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.TakeProfit1.Quantity,
position.TakeProfit1.Price, 1);
_logger.LogInformation($"TakeProfit 1 is filled on exchange.");
}
}
else
{
_logger.LogInformation($"Position closed manually or forced close by exchange because quantity in position is below 0.");
_logger.LogInformation(
$"Position closed manually or forced close by exchange because quantity in position is below 0.");
position.Status = PositionStatus.Finished;
if (orders.Any()) await _exchangeService.CancelOrder(account, position.Ticker);
@@ -202,10 +206,8 @@ public class TradingService : ITradingService
return 0.000665M;
}
return _cacheService.GetOrSave($"Fee-{account.Exchange}", () =>
{
return _tradingRepository.GetFee(TradingExchanges.Evm)?.Cost ?? 0m;
}, TimeSpan.FromHours(2));
return _cacheService.GetOrSave($"Fee-{account.Exchange}",
() => { return _tradingRepository.GetFee(TradingExchanges.Evm)?.Cost ?? 0m; }, TimeSpan.FromHours(2));
}
public void UpdatePosition(Position position)
@@ -246,7 +248,6 @@ public class TradingService : ITradingService
{
await ManageTrader(a, availableTickers);
}
}
_cacheService.SaveValue(key, aqip, TimeSpan.FromMinutes(10));
@@ -255,8 +256,10 @@ public class TradingService : ITradingService
public IEnumerable<Trader> GetTradersWatch()
{
var watchAccount = _statisticRepository.GetBestTraders();
var customWatchAccount = _accountService.GetAccounts(true, false).Where(a => a.Type == AccountType.Watch).ToList().MapToTraders();
watchAccount.AddRange(customWatchAccount.Where(a => !watchAccount.Any(w => w.Address.Equals(a.Address, StringComparison.InvariantCultureIgnoreCase))));
var customWatchAccount = _accountService.GetAccounts(true, false).Where(a => a.Type == AccountType.Watch)
.ToList().MapToTraders();
watchAccount.AddRange(customWatchAccount.Where(a =>
!watchAccount.Any(w => w.Address.Equals(a.Address, StringComparison.InvariantCultureIgnoreCase))));
return watchAccount;
}
@@ -279,14 +282,16 @@ public class TradingService : ITradingService
{
if (oldTrade != null)
{
_logger.LogInformation($"[{shortAddress}][{ticker}] Trader previously got a position open but the position was close by trader");
_logger.LogInformation(
$"[{shortAddress}][{ticker}] Trader previously got a position open but the position was close by trader");
await _messengerService.SendClosedPosition(a.Account.Address, oldTrade);
a.Trades.Remove(oldTrade);
}
}
else if ((newTrade != null && oldTrade == null) || (newTrade.Quantity > oldTrade.Quantity))
{
_logger.LogInformation($"[{shortAddress}][{ticker}] Trader increase {newTrade.Direction} by {newTrade.Quantity - (oldTrade?.Quantity ?? 0)} with leverage {newTrade.Leverage} at {newTrade.Price} leverage.");
_logger.LogInformation(
$"[{shortAddress}][{ticker}] Trader increase {newTrade.Direction} by {newTrade.Quantity - (oldTrade?.Quantity ?? 0)} with leverage {newTrade.Leverage} at {newTrade.Price} leverage.");
var index = a.Trades.IndexOf(oldTrade);
if (index != -1)
@@ -307,12 +312,14 @@ public class TradingService : ITradingService
var decreaseAmount = oldTrade.Quantity - newTrade.Quantity;
var index = a.Trades.IndexOf(oldTrade);
a.Trades[index] = newTrade;
_logger.LogInformation($"[{a.Account.Address.Substring(0, 6)}][{ticker}] Trader decrease position but didnt close it {decreaseAmount}");
_logger.LogInformation(
$"[{a.Account.Address.Substring(0, 6)}][{ticker}] Trader decrease position but didnt close it {decreaseAmount}");
await _messengerService.SendDecreasePosition(a.Account.Address, newTrade, decreaseAmount);
}
else
{
_logger.LogInformation($"[{shortAddress}][{ticker}] No change - Quantity still {newTrade.Quantity}");
_logger.LogInformation(
$"[{shortAddress}][{ticker}] No change - Quantity still {newTrade.Quantity}");
}
}
catch (Exception ex)
@@ -324,7 +331,7 @@ public class TradingService : ITradingService
private List<TraderFollowup> GetAccountsQuantityInPosition(IEnumerable<Trader> watchAccount)
{
var result = new List<TraderFollowup> ();
var result = new List<TraderFollowup>();
foreach (var account in watchAccount)
{
var trader = SetupFollowUp(account);
@@ -352,4 +359,4 @@ public class TradingService : ITradingService
public List<Trade> Trades { get; set; }
public List<string> PositionIdentifiers { get; set; }
}
}
}