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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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79
src/Managing.Domain/Shared/Helpers/TradingBox.cs
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@@ -9,7 +9,8 @@ namespace Managing.Domain.Shared.Helpers;
public static class TradingBox
{
public static Signal GetSignal(HashSet<Candle> newCandles, HashSet<IStrategy> strategies, HashSet<Signal> previousSignal)
public static Signal GetSignal(HashSet<Candle> newCandles, HashSet<IStrategy> strategies,
HashSet<Signal> previousSignal)
{
var signalOnCandles = new HashSet<Signal>();
foreach (var strategy in strategies)
@@ -35,10 +36,12 @@ public static class TradingBox
return null;
var data = newCandles.First();
return ComputeSignals(strategies, signalOnCandles, MiscExtensions.ParseEnum<Ticker>(data.Ticker), data.Timeframe);
return ComputeSignals(strategies, signalOnCandles, MiscExtensions.ParseEnum<Ticker>(data.Ticker),
data.Timeframe);
}
public static Signal ComputeSignals(HashSet<IStrategy> strategies, HashSet<Signal> signalOnCandles, Ticker ticker, Timeframe timeframe)
public static Signal ComputeSignals(HashSet<IStrategy> strategies, HashSet<Signal> signalOnCandles, Ticker ticker,
Timeframe timeframe)
{
Signal signal = null;
if (strategies.Count > 1)
@@ -49,34 +52,36 @@ public static class TradingBox
var validContext = true;
if (contextStrategiesCount > 0 &&
signalOnCandles.Count(s => s.SignalType == SignalType.Context) != contextStrategiesCount)
signalOnCandles.Count(s => s.SignalType == SignalType.Context) != contextStrategiesCount)
{
validContext = false;
}
if (signals.All(s => s.Direction == TradeDirection.Long) && trendSignal.All(t => t.Direction == TradeDirection.Long) && validContext)
if (signals.All(s => s.Direction == TradeDirection.Long) &&
trendSignal.All(t => t.Direction == TradeDirection.Long) && validContext)
{
signal = new Signal(
ticker,
TradeDirection.Long,
Confidence.High,
signals.Last().Candle,
signals.Last().Date,
signals.Last().Exchange,
timeframe,
StrategyType.Composite, SignalType.Signal);
ticker,
TradeDirection.Long,
Confidence.High,
signals.Last().Candle,
signals.Last().Date,
signals.Last().Exchange,
timeframe,
StrategyType.Composite, SignalType.Signal);
}
else if (signals.All(s => s.Direction == TradeDirection.Short) && trendSignal.All(t => t.Direction == TradeDirection.Short) && validContext)
else if (signals.All(s => s.Direction == TradeDirection.Short) &&
trendSignal.All(t => t.Direction == TradeDirection.Short) && validContext)
{
signal = new Signal(
ticker,
TradeDirection.Short,
Confidence.High,
signals.Last().Candle,
signals.Last().Date,
signals.Last().Exchange,
timeframe,
StrategyType.Composite, SignalType.Signal);
ticker,
TradeDirection.Short,
Confidence.High,
signals.Last().Candle,
signals.Last().Date,
signals.Last().Exchange,
timeframe,
StrategyType.Composite, SignalType.Signal);
}
}
else
@@ -88,7 +93,8 @@ public static class TradingBox
return signal;
}
public static MoneyManagement GetBestMoneyManagement(List<Candle> candles, List<Position> positions, MoneyManagement originMoneyManagement)
public static MoneyManagement GetBestMoneyManagement(List<Candle> candles, List<Position> positions,
MoneyManagement originMoneyManagement)
{
// Foreach positions, identitify the price when the position is open
// Then, foreach candles, get the maximum price before the next position
@@ -120,11 +126,13 @@ public static class TradingBox
return moneyManagement;
}
public static (decimal Stoploss, decimal TakeProfit) GetBestSLTPForPosition(List<Candle> candles, Position position, Position nextPosition)
public static (decimal Stoploss, decimal TakeProfit) GetBestSLTPForPosition(List<Candle> candles, Position position,
Position nextPosition)
{
var stopLoss = 0M;
var takeProfit = 0M;
var candlesBeforeNextPosition = candles.Where(c => c.Date >= position.Date && c.Date <= (nextPosition == null ? candles.Last().Date : nextPosition.Date));
var candlesBeforeNextPosition = candles.Where(c =>
c.Date >= position.Date && c.Date <= (nextPosition == null ? candles.Last().Date : nextPosition.Date));
if (position.OriginDirection == TradeDirection.Long)
{
@@ -140,7 +148,7 @@ public static class TradingBox
stopLoss = GetPercentageFromEntry(position.Open.Price, maxPrice);
takeProfit = GetPercentageFromEntry(position.Open.Price, minPrice);
}
return (stopLoss, takeProfit);
}
@@ -149,13 +157,18 @@ public static class TradingBox
return Math.Abs(100 - ((100 * price) / entry));
}
public static ProfitAndLoss GetProfitAndLoss(Position position, decimal quantity, decimal price)
public static ProfitAndLoss GetProfitAndLoss(Position position, decimal quantity, decimal price, decimal leverage)
{
var orders = new List<Tuple<decimal, decimal>>
{
new Tuple<decimal, decimal>(position.Open.Quantity, position.Open.Price),
new Tuple<decimal, decimal>(-quantity, price)
};
return new ProfitAndLoss(orders, position.OriginDirection);
{
new Tuple<decimal, decimal>(position.Open.Quantity, position.Open.Price),
new Tuple<decimal, decimal>(-quantity, price)
};
var pnl = new ProfitAndLoss(orders, position.OriginDirection);
// Apply leverage on the realized pnl
pnl.Realized = pnl.Realized * leverage;
return pnl;
}
}
}