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
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Oda
@@ -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;
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if (isLargerSide)
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{
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return cachedHash;
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factorPerSecond = fundingFactorPerSecond * -1;
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}
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else
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{
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var largerInterestUsd = longsPayShorts ? longInterestUsd : shortInterestUsd;
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var smallerInterestUsd = longsPayShorts ? shortInterestUsd : longInterestUsd;
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var ratio = smallerInterestUsd > 0
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? BigInteger.Multiply(largerInterestUsd, Precision) / smallerInterestUsd
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: 0;
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factorPerSecond = ApplyFactor(ratio, fundingFactorPerSecond);
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}
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var abiValues = new List<ABIValue>();
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foreach (var dataType in dataTypes)
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{
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var abiValue = new ABIValue(dataType, dataValues[dataTypes.ToList().IndexOf(dataType)]);
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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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return factorPerSecond * periodInSeconds;
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}
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public byte[] HashString(string input)
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private static BigInteger ApplyFactor(BigInteger ratio, BigInteger fundingFactorPerSecond)
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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[] { "string" }, new string[] { input });
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_stringCache.Set(input, hash, _absoluteExpiration);
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return hash;
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// Implement the logic for applying the factor based on the ratio
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// This is a placeholder implementation
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return BigInteger.Multiply(ratio, fundingFactorPerSecond) / Precision;
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}
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private string GenerateKey(string[] dataTypes, object[] dataValues)
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{
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var combined = new List<string>();
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for (int i = 0; i < dataTypes.Length; i++)
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{
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combined.Add($"{dataTypes[i]}:{(dataValues[i] is BigInteger bigInt ? bigInt.ToString() : dataValues[i])}");
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}
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private static readonly BigInteger Precision = BigInteger.Pow(10, 18);
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return string.Join(",", combined);
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public static Dictionary<Enums.Timeframe, int> Periods = new Dictionary<Enums.Timeframe, int>()
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{
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{ Enums.Timeframe.FiveMinutes, 300 },
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{ Enums.Timeframe.FifteenMinutes, 900 },
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{ Enums.Timeframe.OneHour, 3600 },
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{ Enums.Timeframe.FourHour, 14400 },
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{ Enums.Timeframe.OneDay, 86400 }
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};
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public static string GetMarketAddress(Enums.Ticker ticker)
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{
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// Switch statement to return the market address based on the ticker
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switch (ticker)
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{
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case Enums.Ticker.BTC: return Constants.GMX.Markets.BTCUSDC;
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case Enums.Ticker.ETH: return Constants.GMX.Markets.ETHUSDC;
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case Enums.Ticker.LINK: return Constants.GMX.Markets.LINKUSD;
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case Enums.Ticker.PEPE: return Constants.GMX.Markets.PEPEUSD;
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case Enums.Ticker.SOL: return Constants.GMX.Markets.SOLUSD;
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case Enums.Ticker.UNI: return Constants.GMX.Markets.UNIUSD;
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case Enums.Ticker.SHIB: return Constants.GMX.Markets.SHIBUSD;
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case Enums.Ticker.AAVE: return Constants.GMX.Markets.AAVEUSD;
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case Enums.Ticker.OP: return Constants.GMX.Markets.OPUSD;
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case Enums.Ticker.APE: return Constants.GMX.Markets.APEUSD;
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case Enums.Ticker.GMX: return Constants.GMX.Markets.GMXUSD;
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case Enums.Ticker.ARB: return Constants.GMX.Markets.ARBUSD;
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case Enums.Ticker.NEAR: return Constants.GMX.Markets.NEARUSD;
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case Enums.Ticker.STX: return Constants.GMX.Markets.STXUSD;
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case Enums.Ticker.LTC: return Constants.GMX.Markets.LTCUSD;
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case Enums.Ticker.XRP: return Constants.GMX.Markets.XRPUSD;
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case Enums.Ticker.WIF: return Constants.GMX.Markets.WIFUSD;
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case Enums.Ticker.ORDI: return Constants.GMX.Markets.ORDIUSD;
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default: throw new ArgumentOutOfRangeException(nameof(ticker), "Invalid ticker value.");
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}
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}
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public static Enums.Ticker GetTicker(string marketAddress)
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{
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switch (marketAddress)
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{
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case Constants.GMX.Markets.BTCUSDC: return Enums.Ticker.BTC;
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case Constants.GMX.Markets.ETHUSDC: return Enums.Ticker.ETH;
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case Constants.GMX.Markets.LINKUSD: return Enums.Ticker.LINK;
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case Constants.GMX.Markets.PEPEUSD: return Enums.Ticker.PEPE;
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case Constants.GMX.Markets.SOLUSD: return Enums.Ticker.SOL;
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case Constants.GMX.Markets.UNIUSD: return Enums.Ticker.UNI;
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case Constants.GMX.Markets.SHIBUSD: return Enums.Ticker.SHIB;
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case Constants.GMX.Markets.AAVEUSD: return Enums.Ticker.AAVE;
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case Constants.GMX.Markets.OPUSD: return Enums.Ticker.OP;
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case Constants.GMX.Markets.APEUSD: return Enums.Ticker.APE;
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case Constants.GMX.Markets.GMXUSD: return Enums.Ticker.GMX;
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case Constants.GMX.Markets.ARBUSD: return Enums.Ticker.ARB;
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case Constants.GMX.Markets.NEARUSD: return Enums.Ticker.NEAR;
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case Constants.GMX.Markets.STXUSD: return Enums.Ticker.STX;
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case Constants.GMX.Markets.LTCUSD: return Enums.Ticker.LTC;
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case Constants.GMX.Markets.XRPUSD: return Enums.Ticker.XRP;
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case Constants.GMX.Markets.WIFUSD: return Enums.Ticker.WIF;
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case Constants.GMX.Markets.ORDIUSD: return Enums.Ticker.ORDI;
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default: throw new ArgumentOutOfRangeException(nameof(marketAddress), "Invalid market address.");
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}
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}
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public static Enums.TradeType GetTradeType(GmxV2OrderType orderType)
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{
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return orderType switch
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{
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GmxV2OrderType.LimitIncrease => Enums.TradeType.Limit,
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GmxV2OrderType.LimitDecrease => Enums.TradeType.Limit,
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GmxV2OrderType.MarketIncrease => Enums.TradeType.Market,
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GmxV2OrderType.MarketDecrease => Enums.TradeType.Market,
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GmxV2OrderType.Liquidation => Enums.TradeType.Market,
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_ => throw new ArgumentOutOfRangeException(nameof(orderType), "Invalid order type.")
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};
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}
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/// <summary>
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/// Parses the contract price to a decimal value.
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/// </summary>
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/// <param name="price"></param>
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/// <param name="tokenDecimals"></param>
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/// <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>
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/// <returns></returns>
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public static decimal ParseContractPrice(BigInteger price, int tokenDecimals, bool useTransform = false)
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{
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if (useTransform)
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tokenDecimals = TransformValue(tokenDecimals);
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return (decimal)price / (decimal)ExpandDecimals(1, tokenDecimals);
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}
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public static BigInteger ConvertToContractPrice(decimal value, int tokenDecimals, bool useTransform = false)
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{
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if (useTransform)
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tokenDecimals = TransformValue(tokenDecimals);
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return new BigInteger(value * (decimal)ExpandDecimals(1, tokenDecimals));
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}
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public 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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public static int TransformValue(int input)
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{
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// Apply the derived linear equation y = -x + 30
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return -input + 30;
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}
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public static BigInteger EstimateOrderOraclePriceCount(int swapsCount)
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{
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return 3 + new BigInteger(swapsCount);
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}
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public static bool SameAddress(string address, string address2)
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{
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return address.ToLower() == address2.ToLower();
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return string.Equals(address, address2, StringComparison.CurrentCultureIgnoreCase);
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}
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public static BigInteger GetAcceptablePrice(decimal price, bool isLong)
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{
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var slippage = 0.003m; // 0.3% slippage
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var priceSlippage = price * slippage;
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var acceptablePrice = isLong ? price + priceSlippage : price - priceSlippage;
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return Web3.Convert.ToWei(acceptablePrice, 22);
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}
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public static BigInteger GetCollateralAmount(decimal amount, decimal leverage = 1)
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{
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return Web3.Convert.ToWei(amount * leverage, 30);
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}
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public static decimal ConvertToUsd(BigInteger amount, int decimals, BigInteger price)
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{
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var result = (amount * price) / ExpandDecimals(1, decimals);
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return (decimal)result;
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}
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public static BigInteger ParseValue(decimal value, int decimals)
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{
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return Web3.Convert.ToWei(value, decimals);
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}
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public static string GetPositionKey(string addressesAccount, string addressesMarket,
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string addressesCollateralToken, bool flagsIsLong)
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{
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return $"{addressesAccount}:{addressesMarket}:{addressesCollateralToken}:{flagsIsLong}";
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}
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public static BigInteger GetEntryPrice(BigInteger positionSizeInUsd, BigInteger positionSizeInTokens,
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int decimals)
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{
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if (positionSizeInTokens <= 0)
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{
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return 0;
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}
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return BigInteger.Multiply(positionSizeInUsd, ExpandDecimals(1, decimals)) / positionSizeInTokens;
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}
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}
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