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
This commit is contained in:
@@ -2,11 +2,10 @@
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using System.Numerics;
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using Managing.ABI.GmxV2.Reader.ContractDefinition;
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using Managing.Core;
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using Managing.Domain.Trades;
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using Managing.Infrastructure.Evm.Models.Gmx;
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using Managing.Infrastructure.Evm.Models.Gmx.v2;
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using Managing.Infrastructure.Evm.Referentials;
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using Nethereum.Hex.HexConvertors.Extensions;
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using Nethereum.Signer;
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using Nethereum.Web3;
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using static Managing.Common.Enums;
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@@ -62,7 +61,7 @@ public static class GmxHelpers
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{
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decimal priceBasisPoints;
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var basisPointDivisor = 10000m;
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var allowedSlippage = 34m;
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var allowedSlippage = 30m;
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var toDecimal = 30;
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if (isLong)
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@@ -81,32 +80,6 @@ public static class GmxHelpers
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return priceLimit;
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}
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internal static BigInteger? GetGasLimit()
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{
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throw new NotImplementedException();
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}
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internal static List<Trade> Map(List<GmxOrder> orders, Ticker ticker)
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{
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return orders.ConvertAll(order => Map(order, ticker));
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}
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private static Trade Map(GmxOrder order, Ticker ticker)
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{
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var trade = new Trade(DateTime.UtcNow,
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order.IsLong ? TradeDirection.Short : TradeDirection.Long,
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TradeStatus.Requested,
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GetTradeType(order.IsLong, order.TriggerAboveThreshold),
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ticker,
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Convert.ToDecimal(order.SizeDelta),
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Convert.ToDecimal(order.TriggerPrice),
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null,
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"", ""
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);
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return trade;
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}
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public static bool GetTriggerAboveThreshold(bool isLong, TradeType tradeType)
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{
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if ((isLong && tradeType == TradeType.TakeProfit) ||
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@@ -145,9 +118,9 @@ public static class GmxHelpers
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public static string GetRandomAddress()
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{
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var ecKey = Nethereum.Signer.EthECKey.GenerateKey();
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var ecKey = EthECKey.GenerateKey();
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var privateKey = ecKey.GetPrivateKeyAsBytes().ToHex();
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var account = new Nethereum.Signer.EthECKey(privateKey).GetPublicAddress();
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var account = new EthECKey(privateKey).GetPublicAddress();
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return account;
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}
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@@ -168,15 +141,15 @@ public static class GmxHelpers
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private static MarketPrice ConvertToContractTokenPrice(MarketPrice marketPrice, int tokenDecimals)
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{
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var price = new MarketPrice();
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price.Min = ConvertToContractPrice(tokenDecimals, marketPrice.Min);
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price.Max = ConvertToContractPrice(tokenDecimals, marketPrice.Max);
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price.Min = ConvertToContractPrice(marketPrice.Min, tokenDecimals);
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price.Max = ConvertToContractPrice(marketPrice.Max, tokenDecimals);
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return price;
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}
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private static BigInteger ConvertToContractPrice(decimal price, BigInteger tokenDecimals)
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private static BigInteger ConvertToContractPrice(BigInteger price, decimal tokenDecimals)
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{
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// Convert the decimal price to a BigInteger, scaling it up to maintain precision.
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BigInteger scaledPrice = new BigInteger(price * (decimal)Math.Pow(10, (double)tokenDecimals));
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BigInteger scaledPrice = price * new BigInteger((decimal)Math.Pow(10, (double)tokenDecimals));
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// Return the scaled price directly since it's already adjusted for token decimals.
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return scaledPrice;
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@@ -257,4 +230,19 @@ public static class GmxHelpers
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parts[0] = int.Parse(parts[0]).ToString("N0", CultureInfo.InvariantCulture);
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return string.Join(".", parts);
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}
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public static BigInteger? ConvertToUsd(BigInteger? tokenAmount, int? tokenDecimals, BigInteger? price)
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{
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if (tokenAmount == null || tokenDecimals == null || price == null)
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{
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return null;
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}
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return (tokenAmount.Value * price.Value) / ExpandDecimals(1, tokenDecimals.Value);
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}
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private static BigInteger ExpandDecimals(int value, int decimals)
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{
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return BigInteger.Multiply(value, BigInteger.Pow(10, decimals));
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}
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}
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@@ -2,10 +2,12 @@
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using Managing.ABI.GmxV2.Reader.ContractDefinition;
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using Managing.Core;
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using Managing.Domain.Candles;
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using Managing.Domain.Statistics;
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using Managing.Domain.Trades;
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using Managing.Infrastructure.Evm.Models.Gmx;
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using Managing.Infrastructure.Evm.Models.Gmx.v1;
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using Managing.Infrastructure.Evm.Models.Gmx.v2;
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using Managing.Infrastructure.Evm.Referentials;
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using Nethereum.Util;
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using Nethereum.Web3;
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using static Managing.Common.Enums;
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@@ -184,7 +186,7 @@ public static class GmxMappers
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var longToken = TokenV2Service.GetTokenByAddress(infos.Market.LongToken);
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var shortToken = TokenV2Service.GetTokenByAddress(infos.Market.ShortToken);
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var isSameCollaterals = infos.Market.LongToken == infos.Market.ShortToken;
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var isSpotOnly = infos.Market.IndexToken == Nethereum.Util.AddressUtil.ZERO_ADDRESS;
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var isSpotOnly = infos.Market.IndexToken == AddressUtil.ZERO_ADDRESS;
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var name = TokenV2Service.GetMarketFullName(indexToken.Address, longToken.Address, shortToken.Address,
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isSpotOnly);
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var symbol = indexToken.Symbol;
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@@ -211,7 +213,7 @@ public static class GmxMappers
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var longToken = TokenV2Service.GetTokenByAddress(infos.LongToken);
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var shortToken = TokenV2Service.GetTokenByAddress(infos.ShortToken);
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var isSameCollaterals = infos.LongToken == infos.ShortToken;
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var isSpotOnly = infos.IndexToken == Nethereum.Util.AddressUtil.ZERO_ADDRESS;
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var isSpotOnly = infos.IndexToken == AddressUtil.ZERO_ADDRESS;
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var name = TokenV2Service.GetMarketFullName(indexToken.Address, longToken.Address, shortToken.Address,
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isSpotOnly);
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@@ -245,4 +247,46 @@ public static class GmxMappers
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ImpactPoolAmount = response.ReturnValue2.ImpactPoolAmount
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};
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}
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internal static List<Trade> Map(List<GmxOrder> orders, Ticker ticker)
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{
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return orders.ConvertAll(order => Map(order, ticker));
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}
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private static Trade Map(GmxOrder order, Ticker ticker)
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{
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var trade = new Trade(DateTime.UtcNow,
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order.IsLong ? TradeDirection.Short : TradeDirection.Long,
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TradeStatus.Requested,
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GmxHelpers.GetTradeType(order.IsLong, order.TriggerAboveThreshold),
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ticker,
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Convert.ToDecimal(order.SizeDelta),
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Convert.ToDecimal(order.TriggerPrice),
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null,
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"", ""
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);
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return trade;
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}
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public static List<FundingRate> Map(GmxMarketInfo market)
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{
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var longApr =
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GmxV2Helpers.GetFundingFactorPerPeriod(market, true, GmxV2Helpers.Periods[Timeframe.OneHour]) * 100;
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var shortApr =
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GmxV2Helpers.GetFundingFactorPerPeriod(market, false, GmxV2Helpers.Periods[Timeframe.OneHour]) * 100;
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var longFundingRate = new FundingRate()
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{
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Ticker = GmxHelpers.GetTicker(market.Market.Symbol),
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Rate = GmxHelpers.FormatAmount(longApr, 30, 4),
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Direction = TradeDirection.Long
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};
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var shortFundingRate = new FundingRate()
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{
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Ticker = GmxHelpers.GetTicker(market.Market.Symbol),
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Rate = GmxHelpers.FormatAmount(shortApr, 30, 4),
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Direction = TradeDirection.Short
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};
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return new List<FundingRate>() { longFundingRate, shortFundingRate };
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}
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}
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@@ -1,22 +1,23 @@
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using System.Numerics;
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using Managing.Domain.Trades;
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using Managing.Infrastructure.Evm.Models.Gmx;
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using Managing.Infrastructure.Evm.Models.Gmx.v1;
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using Managing.Infrastructure.Evm.Referentials;
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using Managing.Tools.ABI.OrderBook;
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using Managing.Tools.ABI.OrderBook.ContractDefinition;
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using Managing.Tools.ABI.OrderBookReader;
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using Managing.Tools.ABI.OrderBookReader.ContractDefinition;
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using Managing.Tools.ABI.PositionRouter;
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using Managing.Tools.ABI.PositionRouter.ContractDefinition;
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using Managing.Tools.ABI.Reader;
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using Managing.Tools.ABI.Reader.ContractDefinition;
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using Managing.Tools.OrderBook;
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using Managing.Tools.OrderBook.ContractDefinition;
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using Managing.Tools.OrderBookReader;
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using Managing.Tools.OrderBookReader.ContractDefinition;
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using Managing.Tools.PositionRouter;
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using Managing.Tools.PositionRouter.ContractDefinition;
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using Managing.Tools.Router;
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using Managing.Tools.Router.ContractDefinition;
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using Managing.Tools.ABI.Router;
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using Managing.Tools.ABI.Router.ContractDefinition;
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using Nethereum.Contracts.Standards.ERC20;
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using Nethereum.Contracts.Standards.ERC20.ContractDefinition;
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using Nethereum.Util;
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using Nethereum.Web3;
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using static Managing.Common.Enums;
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using ApproveFunction = Nethereum.Contracts.Standards.ERC20.ContractDefinition.ApproveFunction;
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namespace Managing.Infrastructure.Evm.Services.Gmx;
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@@ -25,7 +26,7 @@ public static class GmxService
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private const decimal _orderFeesExecution = 0.0003m;
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private const decimal _positionUpdateFees = 0.0001m;
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public async static Task InitAccountForTrading(Web3 web3, string publicAddress, List<Ticker> tickers)
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public static async Task InitAccountForTrading(Web3 web3, string publicAddress, List<Ticker> tickers)
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{
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var router = new RouterService(web3, Arbitrum.Address.Router);
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if (!await IsPluginAdded(web3, publicAddress, Arbitrum.Address.PositionRouter))
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@@ -44,11 +45,11 @@ public static class GmxService
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foreach (var ticker in tickers)
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{
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var conntractAddress = TokenService.GetContractAddress(ticker);
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await ApproveToken(web3, publicAddress, conntractAddress);
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await EvmBase.ApproveToken(web3, publicAddress, conntractAddress, publicAddress);
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}
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}
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public async static Task<bool> IsPluginAdded(Web3 web3, string publicAddress, string pluginAddress)
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public static async Task<bool> IsPluginAdded(Web3 web3, string publicAddress, string pluginAddress)
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{
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var router = new RouterService(web3, Arbitrum.Address.Router);
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var function = new ApprovedPluginsFunction
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@@ -61,16 +62,6 @@ public static class GmxService
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return isAdded;
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}
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public async static Task ApproveToken(Web3 web3, string publicAddress, string contractAddress)
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{
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var input = new Nethereum.Contracts.Standards.ERC20.ContractDefinition.ApproveFunction
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{
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Spender = publicAddress
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};
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var contract = new ERC20ContractService(web3.Eth, contractAddress);
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var approval = await contract.ApproveRequestAsync(input);
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}
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public static async Task<bool> ApproveOrder(Web3 web3, Ticker ticker, string publicAddress, decimal amount)
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{
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@@ -87,7 +78,7 @@ public static class GmxService
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if (allowance.IsZero) return false;
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var approveQuery = new Nethereum.Contracts.Standards.ERC20.ContractDefinition.ApproveFunction
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var approveQuery = new ApproveFunction
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{
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FromAddress = publicAddress,
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Spender = Arbitrum.Address.Router,
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@@ -98,7 +89,7 @@ public static class GmxService
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return true;
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}
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public async static Task<Trade> IncreasePosition(Web3 web3, string publicAddress, Ticker ticker,
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public static async Task<Trade> IncreasePosition(Web3 web3, string publicAddress, Ticker ticker,
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TradeDirection direction, decimal price, decimal quantity, decimal? leverage)
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{
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var quantityLeveraged = GmxHelpers.GetQuantityForLeverage(quantity, leverage);
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@@ -150,7 +141,7 @@ public static class GmxService
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return trade;
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}
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public async static Task<Trade> DecreasePosition(Web3 web3, string publicAddress, Ticker ticker,
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public static async Task<Trade> DecreasePosition(Web3 web3, string publicAddress, Ticker ticker,
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TradeDirection direction, decimal price, decimal quantity, decimal? leverage)
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{
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var trade = new Trade(DateTime.UtcNow,
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@@ -270,7 +261,7 @@ public static class GmxService
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return trade;
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}
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public async static Task<bool> CancelOrders(Web3 web3, string publicAddress, Ticker ticker)
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public static async Task<bool> CancelOrders(Web3 web3, string publicAddress, Ticker ticker)
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{
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var orderBook = new OrderBookService(web3, Arbitrum.Address.OrderBook);
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var orders = await GetOrders(web3, publicAddress, ticker);
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@@ -0,0 +1,67 @@
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using System.Numerics;
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using Microsoft.Extensions.Caching.Memory;
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using Nethereum.ABI;
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using Nethereum.Util;
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namespace Managing.Infrastructure.Evm.Services.Gmx;
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public class GmxV2Encoder
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{
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private readonly MemoryCache _dataCache = new MemoryCache(new MemoryCacheOptions { SizeLimit = 10000 });
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private readonly MemoryCache _stringCache = new MemoryCache(new MemoryCacheOptions { SizeLimit = 10000 });
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private readonly ABIEncode _abiEncode = new ABIEncode();
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private readonly MemoryCacheEntryOptions _absoluteExpiration = new MemoryCacheEntryOptions { Size = 1 };
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public byte[] HashData(List<(string dataType, object dataValues)> datas)
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{
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var key = GenerateKey(datas);
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if (_dataCache.TryGetValue(key, out byte[] cachedHash))
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{
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return cachedHash;
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}
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var abiValues = new List<ABIValue>();
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foreach (var data in datas)
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{
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var abiValue = new ABIValue(data.dataType, data.dataValues);
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abiValues.Add(abiValue);
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}
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var abiEncode = new ABIEncode();
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var encoded = abiEncode.GetABIEncoded(abiValues.ToArray());
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var hash = new Sha3Keccack().CalculateHash(encoded);
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_dataCache.Set(key, hash, _absoluteExpiration);
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return hash;
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}
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public byte[] HashString(string input)
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{
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if (_stringCache.TryGetValue(input, out byte[] cachedHash))
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{
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return cachedHash;
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}
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// Adjusted to directly work with byte arrays
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var hash = HashData(new List<(string dataType, object dataValues)>() { ("string", input) });
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_stringCache.Set(input, hash, _absoluteExpiration);
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return hash;
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}
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private string GenerateKey(List<(string dataType, object dataValues)> datas)
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{
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var combined = new List<string>();
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foreach (var data in datas)
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{
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combined.Add(
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$"{data.dataType}:{(data.dataValues is BigInteger bigInt ? bigInt.ToString() : data.dataValues)}");
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}
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return string.Join(",", combined);
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}
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}
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@@ -1,70 +1,209 @@
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using System.Numerics;
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using Microsoft.Extensions.Caching.Memory;
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using Nethereum.ABI;
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using Nethereum.Util;
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using Managing.Common;
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using Managing.Infrastructure.Evm.Models.Gmx.v2;
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using Nethereum.Web3;
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namespace Managing.Infrastructure.Evm.Models.Gmx.v2;
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namespace Managing.Infrastructure.Evm.Services.Gmx;
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public class GmxV2Helpers
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public static class GmxV2Helpers
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{
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private readonly MemoryCache _dataCache = new MemoryCache(new MemoryCacheOptions { SizeLimit = 10000 });
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private readonly MemoryCache _stringCache = new MemoryCache(new MemoryCacheOptions { SizeLimit = 10000 });
|
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private readonly ABIEncode _abiEncode = new ABIEncode();
|
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private readonly MemoryCacheEntryOptions _absoluteExpiration = new MemoryCacheEntryOptions { Size = 1 };
|
||||
|
||||
|
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public byte[] HashData(string[] dataTypes, object[] dataValues)
|
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public static BigInteger GetFundingFactorPerPeriod(GmxMarketInfo marketInfo, bool isLong, int periodInSeconds)
|
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{
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var key = GenerateKey(dataTypes, dataValues);
|
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var fundingFactorPerSecond = marketInfo.Market.FundingFactorPerSecond;
|
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var longsPayShorts = marketInfo.Market.LongsPayShorts;
|
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var longInterestUsd = marketInfo.Infos.LongInterestUsd;
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var shortInterestUsd = marketInfo.Infos.ShortInterestUsd;
|
||||
|
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if (_dataCache.TryGetValue(key, out byte[] cachedHash))
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var isLargerSide = isLong ? longsPayShorts : !longsPayShorts;
|
||||
|
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BigInteger factorPerSecond;
|
||||
|
||||
if (isLargerSide)
|
||||
{
|
||||
return cachedHash;
|
||||
factorPerSecond = fundingFactorPerSecond * -1;
|
||||
}
|
||||
else
|
||||
{
|
||||
var largerInterestUsd = longsPayShorts ? longInterestUsd : shortInterestUsd;
|
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var smallerInterestUsd = longsPayShorts ? shortInterestUsd : longInterestUsd;
|
||||
|
||||
var ratio = smallerInterestUsd > 0
|
||||
? BigInteger.Multiply(largerInterestUsd, Precision) / smallerInterestUsd
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: 0;
|
||||
|
||||
factorPerSecond = ApplyFactor(ratio, fundingFactorPerSecond);
|
||||
}
|
||||
|
||||
var abiValues = new List<ABIValue>();
|
||||
foreach (var dataType in dataTypes)
|
||||
{
|
||||
var abiValue = new ABIValue(dataType, dataValues[dataTypes.ToList().IndexOf(dataType)]);
|
||||
abiValues.Add(abiValue);
|
||||
}
|
||||
|
||||
var abiEncode = new ABIEncode();
|
||||
var encoded = abiEncode.GetABIEncoded(abiValues.ToArray());
|
||||
var hash = new Sha3Keccack().CalculateHash(encoded);
|
||||
_dataCache.Set(key, hash, _absoluteExpiration);
|
||||
|
||||
return hash;
|
||||
return factorPerSecond * periodInSeconds;
|
||||
}
|
||||
|
||||
|
||||
public byte[] HashString(string input)
|
||||
private static BigInteger ApplyFactor(BigInteger ratio, BigInteger fundingFactorPerSecond)
|
||||
{
|
||||
if (_stringCache.TryGetValue(input, out byte[] cachedHash))
|
||||
{
|
||||
return cachedHash;
|
||||
}
|
||||
|
||||
// Adjusted to directly work with byte arrays
|
||||
var hash = HashData(new[] { "string" }, new string[] { input });
|
||||
_stringCache.Set(input, hash, _absoluteExpiration);
|
||||
|
||||
return hash;
|
||||
// Implement the logic for applying the factor based on the ratio
|
||||
// This is a placeholder implementation
|
||||
return BigInteger.Multiply(ratio, fundingFactorPerSecond) / Precision;
|
||||
}
|
||||
|
||||
private string GenerateKey(string[] dataTypes, object[] dataValues)
|
||||
{
|
||||
var combined = new List<string>();
|
||||
for (int i = 0; i < dataTypes.Length; i++)
|
||||
{
|
||||
combined.Add($"{dataTypes[i]}:{(dataValues[i] is BigInteger bigInt ? bigInt.ToString() : dataValues[i])}");
|
||||
}
|
||||
private static readonly BigInteger Precision = BigInteger.Pow(10, 18);
|
||||
|
||||
return string.Join(",", combined);
|
||||
public static Dictionary<Enums.Timeframe, int> Periods = new Dictionary<Enums.Timeframe, int>()
|
||||
{
|
||||
{ Enums.Timeframe.FiveMinutes, 300 },
|
||||
{ Enums.Timeframe.FifteenMinutes, 900 },
|
||||
{ Enums.Timeframe.OneHour, 3600 },
|
||||
{ Enums.Timeframe.FourHour, 14400 },
|
||||
{ Enums.Timeframe.OneDay, 86400 }
|
||||
};
|
||||
|
||||
public static string GetMarketAddress(Enums.Ticker ticker)
|
||||
{
|
||||
// Switch statement to return the market address based on the ticker
|
||||
switch (ticker)
|
||||
{
|
||||
case Enums.Ticker.BTC: return Constants.GMX.Markets.BTCUSDC;
|
||||
case Enums.Ticker.ETH: return Constants.GMX.Markets.ETHUSDC;
|
||||
case Enums.Ticker.LINK: return Constants.GMX.Markets.LINKUSD;
|
||||
case Enums.Ticker.PEPE: return Constants.GMX.Markets.PEPEUSD;
|
||||
case Enums.Ticker.SOL: return Constants.GMX.Markets.SOLUSD;
|
||||
case Enums.Ticker.UNI: return Constants.GMX.Markets.UNIUSD;
|
||||
case Enums.Ticker.SHIB: return Constants.GMX.Markets.SHIBUSD;
|
||||
case Enums.Ticker.AAVE: return Constants.GMX.Markets.AAVEUSD;
|
||||
case Enums.Ticker.OP: return Constants.GMX.Markets.OPUSD;
|
||||
case Enums.Ticker.APE: return Constants.GMX.Markets.APEUSD;
|
||||
case Enums.Ticker.GMX: return Constants.GMX.Markets.GMXUSD;
|
||||
case Enums.Ticker.ARB: return Constants.GMX.Markets.ARBUSD;
|
||||
case Enums.Ticker.NEAR: return Constants.GMX.Markets.NEARUSD;
|
||||
case Enums.Ticker.STX: return Constants.GMX.Markets.STXUSD;
|
||||
case Enums.Ticker.LTC: return Constants.GMX.Markets.LTCUSD;
|
||||
case Enums.Ticker.XRP: return Constants.GMX.Markets.XRPUSD;
|
||||
case Enums.Ticker.WIF: return Constants.GMX.Markets.WIFUSD;
|
||||
case Enums.Ticker.ORDI: return Constants.GMX.Markets.ORDIUSD;
|
||||
default: throw new ArgumentOutOfRangeException(nameof(ticker), "Invalid ticker value.");
|
||||
}
|
||||
}
|
||||
|
||||
public static Enums.Ticker GetTicker(string marketAddress)
|
||||
{
|
||||
switch (marketAddress)
|
||||
{
|
||||
case Constants.GMX.Markets.BTCUSDC: return Enums.Ticker.BTC;
|
||||
case Constants.GMX.Markets.ETHUSDC: return Enums.Ticker.ETH;
|
||||
case Constants.GMX.Markets.LINKUSD: return Enums.Ticker.LINK;
|
||||
case Constants.GMX.Markets.PEPEUSD: return Enums.Ticker.PEPE;
|
||||
case Constants.GMX.Markets.SOLUSD: return Enums.Ticker.SOL;
|
||||
case Constants.GMX.Markets.UNIUSD: return Enums.Ticker.UNI;
|
||||
case Constants.GMX.Markets.SHIBUSD: return Enums.Ticker.SHIB;
|
||||
case Constants.GMX.Markets.AAVEUSD: return Enums.Ticker.AAVE;
|
||||
case Constants.GMX.Markets.OPUSD: return Enums.Ticker.OP;
|
||||
case Constants.GMX.Markets.APEUSD: return Enums.Ticker.APE;
|
||||
case Constants.GMX.Markets.GMXUSD: return Enums.Ticker.GMX;
|
||||
case Constants.GMX.Markets.ARBUSD: return Enums.Ticker.ARB;
|
||||
case Constants.GMX.Markets.NEARUSD: return Enums.Ticker.NEAR;
|
||||
case Constants.GMX.Markets.STXUSD: return Enums.Ticker.STX;
|
||||
case Constants.GMX.Markets.LTCUSD: return Enums.Ticker.LTC;
|
||||
case Constants.GMX.Markets.XRPUSD: return Enums.Ticker.XRP;
|
||||
case Constants.GMX.Markets.WIFUSD: return Enums.Ticker.WIF;
|
||||
case Constants.GMX.Markets.ORDIUSD: return Enums.Ticker.ORDI;
|
||||
default: throw new ArgumentOutOfRangeException(nameof(marketAddress), "Invalid market address.");
|
||||
}
|
||||
}
|
||||
|
||||
public static Enums.TradeType GetTradeType(GmxV2OrderType orderType)
|
||||
{
|
||||
return orderType switch
|
||||
{
|
||||
GmxV2OrderType.LimitIncrease => Enums.TradeType.Limit,
|
||||
GmxV2OrderType.LimitDecrease => Enums.TradeType.Limit,
|
||||
GmxV2OrderType.MarketIncrease => Enums.TradeType.Market,
|
||||
GmxV2OrderType.MarketDecrease => Enums.TradeType.Market,
|
||||
GmxV2OrderType.Liquidation => Enums.TradeType.Market,
|
||||
_ => throw new ArgumentOutOfRangeException(nameof(orderType), "Invalid order type.")
|
||||
};
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Parses the contract price to a decimal value.
|
||||
/// </summary>
|
||||
/// <param name="price"></param>
|
||||
/// <param name="tokenDecimals"></param>
|
||||
/// <param name="useTransform">Used to tranform the decimal since GMX is not using everytime the decimal from the MarketProps. Use true for prices and false for amounts</param>
|
||||
/// <returns></returns>
|
||||
public static decimal ParseContractPrice(BigInteger price, int tokenDecimals, bool useTransform = false)
|
||||
{
|
||||
if (useTransform)
|
||||
tokenDecimals = TransformValue(tokenDecimals);
|
||||
|
||||
return (decimal)price / (decimal)ExpandDecimals(1, tokenDecimals);
|
||||
}
|
||||
|
||||
public static BigInteger ConvertToContractPrice(decimal value, int tokenDecimals, bool useTransform = false)
|
||||
{
|
||||
if (useTransform)
|
||||
tokenDecimals = TransformValue(tokenDecimals);
|
||||
|
||||
return new BigInteger(value * (decimal)ExpandDecimals(1, tokenDecimals));
|
||||
}
|
||||
|
||||
public static BigInteger ExpandDecimals(int value, int decimals)
|
||||
{
|
||||
return BigInteger.Multiply(value, BigInteger.Pow(10, decimals));
|
||||
}
|
||||
|
||||
public static int TransformValue(int input)
|
||||
{
|
||||
// Apply the derived linear equation y = -x + 30
|
||||
return -input + 30;
|
||||
}
|
||||
|
||||
public static BigInteger EstimateOrderOraclePriceCount(int swapsCount)
|
||||
{
|
||||
return 3 + new BigInteger(swapsCount);
|
||||
}
|
||||
|
||||
public static bool SameAddress(string address, string address2)
|
||||
{
|
||||
return address.ToLower() == address2.ToLower();
|
||||
return string.Equals(address, address2, StringComparison.CurrentCultureIgnoreCase);
|
||||
}
|
||||
|
||||
public static BigInteger GetAcceptablePrice(decimal price, bool isLong)
|
||||
{
|
||||
var slippage = 0.003m; // 0.3% slippage
|
||||
var priceSlippage = price * slippage;
|
||||
var acceptablePrice = isLong ? price + priceSlippage : price - priceSlippage;
|
||||
|
||||
return Web3.Convert.ToWei(acceptablePrice, 22);
|
||||
}
|
||||
|
||||
public static BigInteger GetCollateralAmount(decimal amount, decimal leverage = 1)
|
||||
{
|
||||
return Web3.Convert.ToWei(amount * leverage, 30);
|
||||
}
|
||||
|
||||
public static decimal ConvertToUsd(BigInteger amount, int decimals, BigInteger price)
|
||||
{
|
||||
var result = (amount * price) / ExpandDecimals(1, decimals);
|
||||
return (decimal)result;
|
||||
}
|
||||
|
||||
public static BigInteger ParseValue(decimal value, int decimals)
|
||||
{
|
||||
return Web3.Convert.ToWei(value, decimals);
|
||||
}
|
||||
|
||||
public static string GetPositionKey(string addressesAccount, string addressesMarket,
|
||||
string addressesCollateralToken, bool flagsIsLong)
|
||||
{
|
||||
return $"{addressesAccount}:{addressesMarket}:{addressesCollateralToken}:{flagsIsLong}";
|
||||
}
|
||||
|
||||
public static BigInteger GetEntryPrice(BigInteger positionSizeInUsd, BigInteger positionSizeInTokens,
|
||||
int decimals)
|
||||
{
|
||||
if (positionSizeInTokens <= 0)
|
||||
{
|
||||
return 0;
|
||||
}
|
||||
|
||||
return BigInteger.Multiply(positionSizeInUsd, ExpandDecimals(1, decimals)) / positionSizeInTokens;
|
||||
}
|
||||
}
|
||||
107
src/Managing.Infrastructure.Web3/Services/Gmx/GmxV2Mappers.cs
Normal file
107
src/Managing.Infrastructure.Web3/Services/Gmx/GmxV2Mappers.cs
Normal file
@@ -0,0 +1,107 @@
|
||||
using System.Numerics;
|
||||
using Managing.ABI.GmxV2.SyntheticsReader.ContractDefinition;
|
||||
using Managing.Common;
|
||||
using Managing.Core;
|
||||
using Managing.Domain.Trades;
|
||||
using Managing.Infrastructure.Evm.Models.Gmx.v2;
|
||||
using Nethereum.Web3;
|
||||
|
||||
namespace Managing.Infrastructure.Evm.Services.Gmx;
|
||||
|
||||
internal static class GmxV2Mappers
|
||||
{
|
||||
public static Trade Map(GmxV2Position position, Enums.Ticker ticker)
|
||||
{
|
||||
var entryPrice = GmxV2Helpers.GetEntryPrice(position.SizeInUsd, position.SizeInTokens,
|
||||
position.TokenData.Decimals);
|
||||
var parsedEntryPrice = GmxHelpers.FormatAmount(entryPrice, Constants.GMX.Config.Decimals.USD - 2, 4);
|
||||
|
||||
var collateralLeverage = CalculateCollateralAndLeverage(position.SizeInUsd, position.CollateralAmount);
|
||||
var trade = new Trade(
|
||||
DateHelpers.GetFromUnixTimestamp((int)position.IncreasedAtTime),
|
||||
position.IsLong ? Enums.TradeDirection.Long : Enums.TradeDirection.Short,
|
||||
Enums.TradeStatus.Filled,
|
||||
Enums.TradeType.Limit,
|
||||
ticker,
|
||||
collateralLeverage.collateral / parsedEntryPrice,
|
||||
parsedEntryPrice,
|
||||
collateralLeverage.leverage,
|
||||
position.Key,
|
||||
""
|
||||
);
|
||||
|
||||
return trade;
|
||||
}
|
||||
|
||||
public static List<Trade> Map(List<GmxV2Order> orders)
|
||||
{
|
||||
var trades = new List<Trade>();
|
||||
|
||||
foreach (var order in orders)
|
||||
{
|
||||
var shortToken = TokenV2Service.GetTokenByAddress(order.InitialCollateralTokenAddress);
|
||||
var ticker = GmxV2Helpers.GetTicker(order.MarketAddress);
|
||||
var indexToken = TokenV2Service.GetByTicker(ticker);
|
||||
var sizeDelta = GmxHelpers.FormatAmount(order.SizeDeltaUsd, Constants.GMX.Config.Decimals.USD, 4);
|
||||
var triggerPrice = GmxV2Helpers.ParseContractPrice(order.ContractTriggerPrice, indexToken.Decimals, true);
|
||||
var quantity = sizeDelta / triggerPrice;
|
||||
var initialCollateral =
|
||||
GmxV2Helpers.ParseContractPrice(order.InitialCollateralDeltaAmount, shortToken.Decimals);
|
||||
var leverage = sizeDelta / initialCollateral;
|
||||
|
||||
var trade = new Trade(
|
||||
order.Date,
|
||||
order.IsLong ? Enums.TradeDirection.Long : Enums.TradeDirection.Short,
|
||||
Enums.TradeStatus.PendingOpen,
|
||||
GmxV2Helpers.GetTradeType(order.OrderType),
|
||||
GmxV2Helpers.GetTicker(order.MarketAddress),
|
||||
Convert.ToDecimal(quantity),
|
||||
Convert.ToDecimal(triggerPrice),
|
||||
leverage,
|
||||
"",
|
||||
""
|
||||
);
|
||||
|
||||
trades.Add(trade);
|
||||
}
|
||||
|
||||
return trades;
|
||||
}
|
||||
//
|
||||
// public static GmxV2Position MapPosition(GmxV2Service.PositionInfoDTO positionInfo)
|
||||
// {
|
||||
// return new GmxV2Position
|
||||
// {
|
||||
// PositionKey = GetPositionKeyV2(
|
||||
// positionInfo.Position.Account,
|
||||
// positionInfo.Position.Market,
|
||||
// positionInfo.Position.CollateralToken,
|
||||
// positionInfo.Position.IsLong
|
||||
// ),
|
||||
// SizeInUsd = positionInfo.Position.SizeInUsd,
|
||||
// CollateralAmount = positionInfo.Position.CollateralAmount,
|
||||
// IncreasedAtTime = positionInfo.Position.IncreasedAtTime,
|
||||
// IsLong = positionInfo.Position.IsLong,
|
||||
// Leverage = CalculateLeverage(positionInfo.Position.SizeInUsd, positionInfo.Position.CollateralAmount)
|
||||
// };
|
||||
// }
|
||||
|
||||
private static (decimal collateral, decimal leverage) CalculateCollateralAndLeverage(BigInteger sizeInUsd,
|
||||
BigInteger collateralAmount)
|
||||
{
|
||||
if (collateralAmount == 0) return (0m, 0m);
|
||||
var size = Web3.Convert.FromWei(sizeInUsd, 30);
|
||||
var collateral = Web3.Convert.FromWei(collateralAmount, 6); // USDC decimals
|
||||
return (collateral, Math.Round(size / collateral));
|
||||
}
|
||||
|
||||
public static List<MarketPrices> Map(List<ABI.GmxV2.Reader.ContractDefinition.MarketPrices> marketPrices)
|
||||
{
|
||||
return marketPrices.Select(mp => new MarketPrices
|
||||
{
|
||||
IndexTokenPrice = mp.IndexTokenPrice,
|
||||
LongTokenPrice = mp.LongTokenPrice,
|
||||
ShortTokenPrice = mp.ShortTokenPrice
|
||||
}).ToList();
|
||||
}
|
||||
}
|
||||
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,17 @@
|
||||
using System.Net.Http.Json;
|
||||
using Managing.Common;
|
||||
using Managing.Infrastructure.Evm.Models.Gmx.v2;
|
||||
|
||||
namespace Managing.Infrastructure.Evm.Services.Gmx;
|
||||
|
||||
public class OracleKeeperService()
|
||||
{
|
||||
private readonly HttpClient _httpClient = new HttpClient();
|
||||
private readonly string _baseUrl = Constants.GMX.Config.OracleKeeperUrl;
|
||||
|
||||
public async Task<List<GmxTicker>> GetTickers()
|
||||
{
|
||||
var response = await _httpClient.GetFromJsonAsync<List<GmxTicker>>(_baseUrl + "/prices/tickers");
|
||||
return response;
|
||||
}
|
||||
}
|
||||
@@ -1,6 +1,7 @@
|
||||
using Managing.Common;
|
||||
using Nethereum.Util;
|
||||
|
||||
namespace Managing.Infrastructure.Evm.Models.Gmx.v2;
|
||||
namespace Managing.Infrastructure.Evm.Services.Gmx;
|
||||
|
||||
public static class TokenV2Service
|
||||
{
|
||||
@@ -11,7 +12,8 @@ public static class TokenV2Service
|
||||
Name = "Ethereum",
|
||||
Symbol = "ETH",
|
||||
Decimals = 18,
|
||||
Address = Nethereum.Util.AddressUtil.ZERO_ADDRESS,
|
||||
PriceDecimals = 12,
|
||||
Address = AddressUtil.ZERO_ADDRESS,
|
||||
IsNative = true,
|
||||
IsShortable = true,
|
||||
ImageUrl = "https://assets.coingecko.com/coins/images/279/small/ethereum.png?1595348880",
|
||||
@@ -23,6 +25,7 @@ public static class TokenV2Service
|
||||
Name = "Wrapped Ethereum",
|
||||
Symbol = "WETH",
|
||||
Decimals = 18,
|
||||
PriceDecimals = 12,
|
||||
Address = Constants.GMX.TokenAddress.WETH,
|
||||
IsWrapped = true,
|
||||
BaseSymbol = "ETH",
|
||||
@@ -35,6 +38,7 @@ public static class TokenV2Service
|
||||
Name = "Wrapped Stacked Ethereum",
|
||||
Symbol = "WSTETH",
|
||||
Decimals = 18,
|
||||
PriceDecimals = 12,
|
||||
Address = Constants.GMX.TokenAddress.WSTETH,
|
||||
IsWrapped = true,
|
||||
BaseSymbol = "wstETH",
|
||||
@@ -47,6 +51,7 @@ public static class TokenV2Service
|
||||
Symbol = "BTC",
|
||||
AssetSymbol = "WBTC",
|
||||
Decimals = 8,
|
||||
PriceDecimals = 22,
|
||||
Address = Constants.GMX.TokenAddress.WBTC,
|
||||
IsShortable = true,
|
||||
ImageUrl = "https://assets.coingecko.com/coins/images/26115/thumb/btcb.png?1655921693",
|
||||
@@ -423,6 +428,11 @@ public static class TokenV2Service
|
||||
|
||||
return $"{longToken}-{shortToken}";
|
||||
}
|
||||
|
||||
public static GmxToken GetByTicker(Enums.Ticker ticker)
|
||||
{
|
||||
return TOKENS.FirstOrDefault(t => t.Symbol == ticker.ToString()) ?? throw new InvalidOperationException();
|
||||
}
|
||||
}
|
||||
|
||||
public class GmxToken
|
||||
|
||||
Reference in New Issue
Block a user