diff --git a/src/Managing.Application.Abstractions/Repositories/IEvmManager.cs b/src/Managing.Application.Abstractions/Repositories/IEvmManager.cs index 09a1bcb..bdcbf26 100644 --- a/src/Managing.Application.Abstractions/Repositories/IEvmManager.cs +++ b/src/Managing.Application.Abstractions/Repositories/IEvmManager.cs @@ -64,4 +64,6 @@ public interface IEvmManager /// The message to sign /// The signature response Task SignMessageAsync(string embeddedWalletId, string address, string message); + + Task> GetPositions(Account account); } \ No newline at end of file diff --git a/src/Managing.Application.Abstractions/Services/IExchangeService.cs b/src/Managing.Application.Abstractions/Services/IExchangeService.cs index b8556ea..8ebc47b 100644 --- a/src/Managing.Application.Abstractions/Services/IExchangeService.cs +++ b/src/Managing.Application.Abstractions/Services/IExchangeService.cs @@ -61,4 +61,5 @@ public interface IExchangeService Task> GetOpenOrders(Account account, Ticker ticker); Task GetTrade(string reference, string orderId, Ticker ticker); Task> GetFundingRates(); + Task> GetBrokerPositions(Account account); } \ No newline at end of file diff --git a/src/Managing.Application.Abstractions/Services/ITradingService.cs b/src/Managing.Application.Abstractions/Services/ITradingService.cs index c3fd64d..302027f 100644 --- a/src/Managing.Application.Abstractions/Services/ITradingService.cs +++ b/src/Managing.Application.Abstractions/Services/ITradingService.cs @@ -34,4 +34,5 @@ public interface ITradingService void UpdateDeltaNeutralOpportunities(); void UpdateScenario(Scenario scenario); void UpdateStrategy(Strategy strategy); + Task> GetBrokerPositions(Account account); } \ No newline at end of file diff --git a/src/Managing.Application.Tests/TradingBaseTests.cs b/src/Managing.Application.Tests/TradingBaseTests.cs index 7fa965e..db79d9d 100644 --- a/src/Managing.Application.Tests/TradingBaseTests.cs +++ b/src/Managing.Application.Tests/TradingBaseTests.cs @@ -1,4 +1,5 @@ -using Managing.Application.Abstractions.Repositories; +using Managing.Application.Abstractions; +using Managing.Application.Abstractions.Repositories; using Managing.Application.Abstractions.Services; using Managing.Application.Backtesting; using Managing.Application.Bots; @@ -37,7 +38,8 @@ namespace Managing.Application.Tests Chainlink, GbcFeed }; - var evmManager = new EvmManager(Subgraphs, CreateWebProxyService()); + var cacheService = new Mock(); + var evmManager = new EvmManager(Subgraphs, CreateWebProxyService(), cacheService.Object); var evmProcessor = new EvmProcessor(new Mock>().Object, evmManager); var exchangeProcessors = new List() @@ -87,7 +89,7 @@ namespace Managing.Application.Tests } // Helper method to create Web3ProxyService for tests - public static IWeb3ProxyService CreateWebProxyService(string baseUrl = "http://localhost:4111/api/") + public static IWeb3ProxyService CreateWebProxyService(string baseUrl = "http://localhost:4111") { var settings = new Web3ProxySettings { BaseUrl = baseUrl }; var options = Options.Create(settings); diff --git a/src/Managing.Application/Bots/TradingBot.cs b/src/Managing.Application/Bots/TradingBot.cs index 57fb734..df4cea8 100644 --- a/src/Managing.Application/Bots/TradingBot.cs +++ b/src/Managing.Application/Bots/TradingBot.cs @@ -330,7 +330,29 @@ public class TradingBot : Bot, ITradingBot ? positionForSignal : TradingService.GetPositionByIdentifier(positionForSignal.Identifier); - if (position.Status == (PositionStatus.Finished | PositionStatus.Flipped)) + var positionsExchange = IsForBacktest + ? new List{position} + : await TradingService.GetBrokerPositions(Account); + + if (!IsForBacktest) + { + position = positionsExchange.FirstOrDefault(p => p.Ticker == Ticker); + } + + if (position.Status == PositionStatus.New) + { + var orders = await ExchangeService.GetOpenOrders(Account, Ticker); + if (orders.Any()) + { + await LogInformation($"Cannot update Position. Position is still waiting for opening. There is {orders.Count()} open orders."); + } + else + { + await LogWarning($"Cannot update Position. No position on exchange and no orders. Position {signal.Identifier} might be closed already."); + await HandleClosedPosition(positionForSignal); + } + } + else if (position.Status == (PositionStatus.Finished | PositionStatus.Flipped)) { await HandleClosedPosition(positionForSignal); } @@ -424,11 +446,12 @@ public class TradingBot : Bot, ITradingBot Logger.LogInformation($"Try to re-open position"); await OpenPosition(signal); } - } + } } catch (Exception ex) { Logger.LogError(ex, ex.Message); + SentrySdk.CaptureException(ex); return; } } @@ -654,13 +677,23 @@ public class TradingBot : Bot, ITradingBot var openOrders = await ExchangeService.GetOpenOrders(Account, Ticker); if (openOrders.Any()) { - // TODO: Check if position is open, do not cancel orders if position still open - Logger.LogInformation($"Canceling all orders for {Ticker}"); - await ExchangeService.CancelOrder(Account, Ticker); - var closePendingOrderStatus = await ExchangeService.CancelOrder(Account, Ticker); - Logger.LogInformation($"Closing all {Ticker} orders status : {closePendingOrderStatus}"); - } + var openPositions = (await ExchangeService.GetBrokerPositions(Account)) + .Where(p => p.Ticker == Ticker); + var cancelClose = openPositions.Any(); + if (cancelClose) + { + Logger.LogInformation($"Position still open, cancel close orders&"); + } + else + { + Logger.LogInformation($"Canceling all orders for {Ticker}"); + await ExchangeService.CancelOrder(Account, Ticker); + var closePendingOrderStatus = await ExchangeService.CancelOrder(Account, Ticker); + Logger.LogInformation($"Closing all {Ticker} orders status : {closePendingOrderStatus}"); + } + } + else { Logger.LogInformation($"No need to cancel orders for {Ticker}"); } diff --git a/src/Managing.Application/Trading/TradingService.cs b/src/Managing.Application/Trading/TradingService.cs index eacdd4d..abe014d 100644 --- a/src/Managing.Application/Trading/TradingService.cs +++ b/src/Managing.Application/Trading/TradingService.cs @@ -278,6 +278,11 @@ public class TradingService : ITradingService _tradingRepository.UpdateStrategy(strategy); } + public async Task> GetBrokerPositions(Account account) + { + return await _exchangeService.GetBrokerPositions(account); + } + private async Task ManageTrader(TraderFollowup a, List tickers) { var shortAddress = a.Account.Address.Substring(0, 6); diff --git a/src/Managing.Infrastructure.Exchanges/Abstractions/IExchangeProcessor.cs b/src/Managing.Infrastructure.Exchanges/Abstractions/IExchangeProcessor.cs index 14cd416..939b3f1 100644 --- a/src/Managing.Infrastructure.Exchanges/Abstractions/IExchangeProcessor.cs +++ b/src/Managing.Infrastructure.Exchanges/Abstractions/IExchangeProcessor.cs @@ -40,4 +40,5 @@ public interface IExchangeProcessor Task> GetOrders(Account account, Ticker ticker); Task GetTrade(string reference, string orderId, Ticker ticker); Task> GetFundingRates(); + Task> GetPositions(Account account); } diff --git a/src/Managing.Infrastructure.Exchanges/ExchangeService.cs b/src/Managing.Infrastructure.Exchanges/ExchangeService.cs index 8c8808b..cbf8800 100644 --- a/src/Managing.Infrastructure.Exchanges/ExchangeService.cs +++ b/src/Managing.Infrastructure.Exchanges/ExchangeService.cs @@ -187,6 +187,12 @@ namespace Managing.Infrastructure.Exchanges return processor.GetFundingRates(); } + public Task> GetBrokerPositions(Account account) + { + var processor = _exchangeProcessor.First(e => e.Exchange() == TradingExchanges.Evm); + return processor.GetPositions(account); + } + public async Task> GetTrades(Account account, Ticker ticker) { var processor = GetProcessor(account); diff --git a/src/Managing.Infrastructure.Exchanges/Exchanges/BaseProcessor.cs b/src/Managing.Infrastructure.Exchanges/Exchanges/BaseProcessor.cs index bed80ef..fb4e952 100644 --- a/src/Managing.Infrastructure.Exchanges/Exchanges/BaseProcessor.cs +++ b/src/Managing.Infrastructure.Exchanges/Exchanges/BaseProcessor.cs @@ -41,5 +41,6 @@ namespace Managing.Infrastructure.Exchanges.Exchanges public abstract Task> GetOrders(Account account, Ticker ticker); public abstract Task GetTrade(string reference, string orderId, Ticker ticker); public abstract Task> GetFundingRates(); + public abstract Task> GetPositions(Account account); } } diff --git a/src/Managing.Infrastructure.Exchanges/Exchanges/BinanceProcessor.cs b/src/Managing.Infrastructure.Exchanges/Exchanges/BinanceProcessor.cs index cdaa216..823dc14 100644 --- a/src/Managing.Infrastructure.Exchanges/Exchanges/BinanceProcessor.cs +++ b/src/Managing.Infrastructure.Exchanges/Exchanges/BinanceProcessor.cs @@ -112,6 +112,11 @@ public class BinanceProcessor : BaseProcessor throw new NotImplementedException(); } + public override Task> GetPositions(Account account) + { + throw new NotImplementedException(); + } + public override async Task> GetTrades(Account account, Ticker ticker) { var binanceOrder = diff --git a/src/Managing.Infrastructure.Exchanges/Exchanges/EvmProcessor.cs b/src/Managing.Infrastructure.Exchanges/Exchanges/EvmProcessor.cs index 66ef5b3..a19f832 100644 --- a/src/Managing.Infrastructure.Exchanges/Exchanges/EvmProcessor.cs +++ b/src/Managing.Infrastructure.Exchanges/Exchanges/EvmProcessor.cs @@ -103,6 +103,11 @@ public class EvmProcessor : BaseProcessor return await _evmManager.GetFundingRates(); } + public override async Task> GetPositions(Account account) + { + return await _evmManager.GetPositions(account); + } + public override decimal GetVolume(Account account, Ticker ticker) { var volume = _evmManager.GetVolume(SubgraphProvider.ChainlinkPrice, ticker); diff --git a/src/Managing.Infrastructure.Exchanges/Exchanges/FtxProcessor.cs b/src/Managing.Infrastructure.Exchanges/Exchanges/FtxProcessor.cs index e870e52..79d2ada 100644 --- a/src/Managing.Infrastructure.Exchanges/Exchanges/FtxProcessor.cs +++ b/src/Managing.Infrastructure.Exchanges/Exchanges/FtxProcessor.cs @@ -212,4 +212,9 @@ public class FtxProcessor : BaseProcessor { throw new NotImplementedException(); } + + public override Task> GetPositions(Account account) + { + throw new NotImplementedException(); + } } \ No newline at end of file diff --git a/src/Managing.Infrastructure.Exchanges/Exchanges/KrakenProcessor.cs b/src/Managing.Infrastructure.Exchanges/Exchanges/KrakenProcessor.cs index 071739a..b2cfcae 100644 --- a/src/Managing.Infrastructure.Exchanges/Exchanges/KrakenProcessor.cs +++ b/src/Managing.Infrastructure.Exchanges/Exchanges/KrakenProcessor.cs @@ -100,6 +100,11 @@ public class KrakenProcessor : BaseProcessor throw new NotImplementedException(); } + public override Task> GetPositions(Account account) + { + throw new NotImplementedException(); + } + public override async Task> GetTrades(Account account, Ticker ticker) { LoadClient(account); diff --git a/src/Managing.Infrastructure.Tests/EvmManagerTests.cs b/src/Managing.Infrastructure.Tests/EvmManagerTests.cs index f4bce72..8145b84 100644 --- a/src/Managing.Infrastructure.Tests/EvmManagerTests.cs +++ b/src/Managing.Infrastructure.Tests/EvmManagerTests.cs @@ -1,4 +1,6 @@ using System.Numerics; +using Amazon.Runtime.Internal.Util; +using Managing.Application.Abstractions; using Managing.Application.Abstractions.Repositories; using Managing.Common; using Managing.Domain.Evm; @@ -8,6 +10,7 @@ using Managing.Infrastructure.Evm.Models.Privy; using Managing.Infrastructure.Evm.Services; using Microsoft.Extensions.Options; using Microsoft.VisualStudio.TestTools.UnitTesting; +using Moq; using Nethereum.Contracts; using Nethereum.Contracts.Standards.ERC721.ContractDefinition; using Nethereum.Web3; @@ -19,30 +22,24 @@ namespace Managing.Infrastructure.Tests; public class EvmManagerTests { - private readonly IEvmManager _manager; + public readonly EvmManager _manager; private readonly List _chains; public List Subgraphs; public readonly IWeb3ProxyService _web3Proxy; public readonly string PublicAddress = "0x932167388dd9aad41149b3ca23ebd489e2e2dd78"; - + public EvmManagerTests() { // Use the helper method to create Web3ProxyService _web3Proxy = CreateWebProxyService(); - _manager = new EvmManager(Subgraphs, _web3Proxy); + var cache = new Mock(); + _manager = new EvmManager(Subgraphs, _web3Proxy, cache.Object); _chains = ChainService.GetChains(); } - [Fact] - public void Should_construct_manager() - { - var manager = new EvmManager(Subgraphs, _web3Proxy); - Assert.IsType(manager); - } - [Ignore] [Theory] [InlineData("")] @@ -69,8 +66,7 @@ public class EvmManagerTests [InlineData("0xa435530d50d7D17Fd9fc6E1c897Dbf7C08E12d35", "0x17f4BAa9D35Ee54fFbCb2608e20786473c7aa49f")] public async Task Should_return_event_transfer_nft(string owner, string contract) { - var manager = new EvmManager(Subgraphs, _web3Proxy); - var holders = await manager.GetNftEvent(owner, contract); + var holders = await _manager.GetNftEvent(owner, contract); Assert.IsType>>(holders); Assert.True(holders.Any()); } @@ -80,8 +76,7 @@ public class EvmManagerTests [Fact] public async Task Should_return_date_of_block() { - var manager = new EvmManager(Subgraphs, _web3Proxy); - var date = await manager.GetBlockDate(38793245); + var date = await _manager.GetBlockDate(38793245); Assert.Equal(new DateTime(2022, 11, 17, 11, 15, 33), date); } @@ -92,10 +87,8 @@ public class EvmManagerTests var address = "0x94618601FE6cb8912b274E5a00453949A57f8C1e"; var privateKey = "0x7580e7fb49df1c861f0050fae31c2224c6aba908e116b8da44ee8cd927b990b0"; - var manager = new EvmManager(Subgraphs, _web3Proxy); - - var signature = manager.SignMessage(message, privateKey); - var addressRecovered = manager.VerifySignature(signature, message); + var signature = _manager.SignMessage(message, privateKey); + var addressRecovered = _manager.VerifySignature(signature, message); Assert.Equal(addressRecovered, address); } @@ -103,8 +96,7 @@ public class EvmManagerTests [Fact] public void Shoud_return_generated_evm_address() { - var manager = new EvmManager(Subgraphs, _web3Proxy); - var keys = manager.GenerateAddress(); + var keys = _manager.GenerateAddress(); Assert.IsType<(string Key, string Secret)>(keys); Assert.False(string.IsNullOrEmpty(keys.Key)); @@ -115,9 +107,8 @@ public class EvmManagerTests public void Should_return_correct_account_for_mnemo() { var mnemo = "twist enemy flame exchange summer roast beyond friend image pyramid topple need"; - var manager = new EvmManager(Subgraphs, _web3Proxy); var publicAddress = "0x3aBAD913A70554f416944F1a4C0EAbF3BCAFB959"; - var address = manager.GetAddressFromMnemo(mnemo); + var address = _manager.GetAddressFromMnemo(mnemo); Assert.NotNull(address); Assert.IsType(address); Assert.Equal(publicAddress, address); @@ -129,9 +120,8 @@ public class EvmManagerTests // [InlineData("0x7002AE0Bae7fC67416230F025A32EfE086C0934E", Constants.Chains.Arbitrum)] public async Task Should_return_balances(string publicAddress, string chainName) { - var manager = new EvmManager(Subgraphs, _web3Proxy); var chain = _chains.First(c => c.Name == chainName); - var balances = await manager.GetBalances(chain, 0, 500, publicAddress); + var balances = await _manager.GetBalances(chain, 0, 500, publicAddress); Assert.IsType>(balances); Assert.NotEmpty(balances); @@ -143,9 +133,8 @@ public class EvmManagerTests [InlineData("0xc62F5499789b716Aa94a421A60c76c8c13A31ab6", Constants.Chains.Ethereum)] public async Task Should_return_all_balance(string publicAddress, string chainName) { - var manager = new EvmManager(Subgraphs, _web3Proxy); var chain = _chains.First(c => c.Name == chainName); - var balances = await manager.GetAllBalances(chain, publicAddress); + var balances = await _manager.GetAllBalances(chain, publicAddress); Assert.IsType>(balances); Assert.True(balances.Count > 1); @@ -156,8 +145,7 @@ public class EvmManagerTests [InlineData("", Constants.Chains.Arbitrum, Ticker.GMX)] public async void Should_return_token_balance(string publicAddress, string chainName, Ticker ticker) { - var manager = new EvmManager(Subgraphs, _web3Proxy); - var balance = await manager.GetTokenBalance(chainName, ticker, publicAddress); + var balance = await _manager.GetTokenBalance(chainName, ticker, publicAddress); Assert.IsType(balance); Assert.True(balance.Balance > 0); @@ -168,9 +156,8 @@ public class EvmManagerTests [InlineData("")] public async Task Should_return_balance_of_ethers(string publicAddress) { - var manager = new EvmManager(Subgraphs, _web3Proxy); var chain = _chains.First(c => c.Name == Constants.Chains.Ethereum); - var balance = await manager.GetEtherBalance(chain, publicAddress); + var balance = await _manager.GetEtherBalance(chain, publicAddress); Assert.IsType(balance); } @@ -180,8 +167,7 @@ public class EvmManagerTests [InlineData("")] public async Task Should_return_all_balance_for_all_chain(string publicAddress) { - var manager = new EvmManager(Subgraphs, _web3Proxy); - var balances = await manager.GetAllBalancesOnAllChain(publicAddress); + var balances = await _manager.GetAllBalancesOnAllChain(publicAddress); Assert.IsType>(balances); Assert.True(balances.Count > 0); @@ -192,12 +178,11 @@ public class EvmManagerTests [InlineData(Ticker.BTC, Timeframe.FiveMinutes)] public async Task Get_Prices(Ticker ticker, Timeframe timeframe) { - var manager = new EvmManager(Subgraphs, _web3Proxy); - var candles = await manager.GetCandles(SubgraphProvider.ChainlinkPrice, ticker, DateTime.UtcNow, timeframe); + var candles = await _manager.GetCandles(ticker, DateTime.UtcNow, timeframe); if (!candles.Any()) { - candles = await manager.GetCandles(SubgraphProvider.ChainlinkGmx, ticker, DateTime.UtcNow, timeframe); + candles = await _manager.GetCandles(ticker, DateTime.UtcNow, timeframe); } Assert.NotNull(candles); @@ -208,8 +193,7 @@ public class EvmManagerTests [Fact] public async Task Get_Available_Tickers() { - var manager = new EvmManager(Subgraphs, _web3Proxy); - var tickers = await manager.GetAvailableTicker(); + var tickers = await _manager.GetAvailableTicker(); Assert.NotEmpty(tickers); } @@ -218,8 +202,7 @@ public class EvmManagerTests [Fact] public async Task GetLastCandle() { - var manager = new EvmManager(Subgraphs, _web3Proxy); - var candle = await manager.GetCandle(SubgraphProvider.Gbc, Ticker.BTC); + var candle = await _manager.GetCandle(Ticker.BTC); Assert.NotNull(candle); } @@ -228,8 +211,7 @@ public class EvmManagerTests [Fact] public async Task Should_Init_Address_For_Trading() { - var manager = new EvmManager(Subgraphs, _web3Proxy); - var accountInitilized = await manager.InitAddress(PublicAddress); + var accountInitilized = await _manager.InitAddress(PublicAddress); Assert.True(accountInitilized); } @@ -238,12 +220,11 @@ public class EvmManagerTests [Fact] public async Task Should_send_eth_from_account() { - var manager = new EvmManager(Subgraphs, _web3Proxy); var chain = _chains.First(c => c.Name == Constants.Chains.Arbitrum); - var balance = await manager.GetEtherBalance(chain, PublicAddress); + var balance = await _manager.GetEtherBalance(chain, PublicAddress); // Update receiver var receiverAddress = ""; - var sendResult = await manager.Send( + var sendResult = await _manager.Send( chain, Ticker.ETH, balance.Balance / 2, @@ -258,12 +239,11 @@ public class EvmManagerTests [Fact] public async Task Should_send_Gmx_from_account() { - var manager = new EvmManager(Subgraphs, _web3Proxy); var chain = _chains.First(c => c.Name == Constants.Chains.Arbitrum); var receiverAddress = ""; - var balance = await manager.GetTokenBalance(chain.Name, Ticker.GMX, PublicAddress); + var balance = await _manager.GetTokenBalance(chain.Name, Ticker.GMX, PublicAddress); - var sendResult = await manager.Send( + var sendResult = await _manager.Send( chain, Ticker.GMX, balance.Balance / 2, @@ -278,10 +258,9 @@ public class EvmManagerTests [Fact] public async Task Should_return_allowance() { - var manager = new EvmManager(Subgraphs, _web3Proxy); var account = PrivateKeys.GetAccount(); - var allowance = await manager.GetAllowance(account.Key, Ticker.USDC); + var allowance = await _manager.GetAllowance(account.Key, Ticker.USDC); Assert.IsType(allowance); } @@ -289,13 +268,12 @@ public class EvmManagerTests [Fact] public async Task Should_set_allowance() { - var manager = new EvmManager(Subgraphs, _web3Proxy); var account = PrivateKeys.GetAccount(); // Get amount from balance - var balance = await manager.GetTokenBalance(Constants.Chains.Arbitrum, Ticker.USDC, account.Key); + var balance = await _manager.GetTokenBalance(Constants.Chains.Arbitrum, Ticker.USDC, account.Key); - var result = await manager.SetAllowance(account, Ticker.USDC, new BigInteger(10)); + var result = await _manager.SetAllowance(account, Ticker.USDC, new BigInteger(10)); Assert.True(result); } @@ -314,14 +292,13 @@ public class EvmManagerTests var walletId = "cm7vxs99f0007blcl8cmzv74t"; var address = "0x932167388dD9aad41149b3cA23eBD489E2E2DD78"; - var manager = new EvmManager(Subgraphs, _web3Proxy); - var signature = await manager.SignMessageAsync(walletId, address, message); + var signature = await _manager.SignMessageAsync(walletId, address, message); Assert.NotNull(signature); } // Helper method to create Web3ProxyService for tests - public static IWeb3ProxyService CreateWebProxyService(string baseUrl = "http://localhost:4111/api/") + public static IWeb3ProxyService CreateWebProxyService(string baseUrl = "http://localhost:4111") { var settings = new Web3ProxySettings { BaseUrl = baseUrl }; var options = Options.Create(settings); diff --git a/src/Managing.Infrastructure.Tests/ExchangeServicesTests.cs b/src/Managing.Infrastructure.Tests/ExchangeServicesTests.cs index cd1dced..a804c18 100644 --- a/src/Managing.Infrastructure.Tests/ExchangeServicesTests.cs +++ b/src/Managing.Infrastructure.Tests/ExchangeServicesTests.cs @@ -1,4 +1,5 @@ -using Managing.Application.Abstractions.Repositories; +using Managing.Application.Abstractions; +using Managing.Application.Abstractions.Repositories; using Managing.Application.Abstractions.Services; using Managing.Domain.Candles; using Managing.Domain.Trades; @@ -30,7 +31,8 @@ namespace Managing.Infrastructure.Tests { ILoggerFactory doesntDoMuch = new NullLoggerFactory(); var candleRepository = new Mock().Object; - var evmManager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService()); + var cacheService = new Mock().Object; + var evmManager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService(), cacheService); var evmProcessor = new EvmProcessor(new Mock>().Object, evmManager); var exchangeProcessors = new List() { diff --git a/src/Managing.Infrastructure.Tests/GmxServiceTests.cs b/src/Managing.Infrastructure.Tests/GmxServiceTests.cs index bf3c7a1..ea8431d 100644 --- a/src/Managing.Infrastructure.Tests/GmxServiceTests.cs +++ b/src/Managing.Infrastructure.Tests/GmxServiceTests.cs @@ -39,10 +39,9 @@ public class GmxServiceTests : EvmManagerTests [Fact] public async void Should_return_orders() { - var manager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService()); var account = PrivateKeys.GetAccount(); - var orders = await manager.GetOrders(account, Enums.Ticker.BTC); + var orders = await _manager.GetOrders(account, Enums.Ticker.BTC); Assert.IsType>(orders); } @@ -50,10 +49,9 @@ public class GmxServiceTests : EvmManagerTests [Fact] public async void Should_cancel_gmx_orders() { - var manager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService()); var account = PrivateKeys.GetAccount(); - var cancelled = await manager.CancelOrders(account, Enums.Ticker.BTC); + var cancelled = await _manager.CancelOrders(account, Enums.Ticker.BTC); Assert.IsType(cancelled); } @@ -103,9 +101,8 @@ public class GmxServiceTests : EvmManagerTests [Fact] public async void Should_return_quantity_in_position() { - var manager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService()); var account = PrivateKeys.GetAccount(); - var quantity = await manager.QuantityInPosition(Constants.Chains.Arbitrum, account.Key, Enums.Ticker.BTC); + var quantity = await _manager.QuantityInPosition(Constants.Chains.Arbitrum, account.Key, Enums.Ticker.BTC); Assert.NotNull(quantity); } diff --git a/src/Managing.Infrastructure.Tests/PrivyTradingTests.cs b/src/Managing.Infrastructure.Tests/PrivyTradingTests.cs index 062b813..06064a7 100644 --- a/src/Managing.Infrastructure.Tests/PrivyTradingTests.cs +++ b/src/Managing.Infrastructure.Tests/PrivyTradingTests.cs @@ -14,23 +14,21 @@ public class PrivyTradingTests : EvmManagerTests [Fact] public async Task Should_return_orders() { - var manager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService()); var account = PrivateKeys.GetAccount(); account.Type = Enums.AccountType.Privy; - var orders = await manager.GetOrders(account, Enums.Ticker.BTC); + var orders = await _manager.GetOrders(account, Enums.Ticker.BTC); Assert.IsType>(orders); } [Fact] public async void Should_cancel_order() { - var manager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService()); var account = PrivateKeys.GetAccount(); account.Type = Enums.AccountType.Privy; - var result = await manager.CancelOrders(account, Enums.Ticker.BTC); + var result = await _manager.CancelOrders(account, Enums.Ticker.BTC); Assert.True(result); } } \ No newline at end of file diff --git a/src/Managing.Infrastructure.Web3/EvmManager.cs b/src/Managing.Infrastructure.Web3/EvmManager.cs index f239726..cd6bb33 100644 --- a/src/Managing.Infrastructure.Web3/EvmManager.cs +++ b/src/Managing.Infrastructure.Web3/EvmManager.cs @@ -720,6 +720,21 @@ public class EvmManager : IEvmManager return await GetTrade(account.Key, chainName, ticker); } + public async Task> GetPositions(Account account) + { + if (account.IsPrivyWallet) + { + var result = await _web3ProxyService.GetGmxServiceAsync( + "/positions", + new { account = account.Key }); + + + return GmxV2Mappers.Map(result.Positions); + } + + throw new NotImplementedException(); + } + public async Task GetTrade(string reference, string chainName, Ticker ticker) { @@ -757,7 +772,7 @@ public class EvmManager : IEvmManager var result = await _web3ProxyService.GetGmxServiceAsync("/trades", new { account = account.Key, ticker = ticker.ToString() }); - return result.Trades; + return GmxV2Mappers.Map(result.Trades); } else { diff --git a/src/Managing.Infrastructure.Web3/Models/Proxy/GetGmxPositionsResponse.cs b/src/Managing.Infrastructure.Web3/Models/Proxy/GetGmxPositionsResponse.cs index fdc5d6b..343dc4d 100644 --- a/src/Managing.Infrastructure.Web3/Models/Proxy/GetGmxPositionsResponse.cs +++ b/src/Managing.Infrastructure.Web3/Models/Proxy/GetGmxPositionsResponse.cs @@ -45,11 +45,11 @@ public class GmxPosition [JsonProperty("liquidationPrice")] public double LiquidationPrice { get; set; } - [JsonProperty("stopLoss")] public StopLoss StopLoss { get; set; } + [JsonProperty("stopLoss")] public GmxTrade StopLoss { get; set; } - [JsonProperty("takeProfit1")] public TakeProfit1 TakeProfit1 { get; set; } + [JsonProperty("takeProfit1")] public GmxTrade TakeProfit1 { get; set; } - [JsonProperty("open")] public Open Open { get; set; } + [JsonProperty("open")] public GmxTrade Open { get; set; } } public class GetGmxPositionsResponse : Web3ProxyBaseResponse diff --git a/src/Managing.Infrastructure.Web3/Models/Proxy/GetGmxTradesResponse.cs b/src/Managing.Infrastructure.Web3/Models/Proxy/GetGmxTradesResponse.cs index bb07e9e..f1e79b2 100644 --- a/src/Managing.Infrastructure.Web3/Models/Proxy/GetGmxTradesResponse.cs +++ b/src/Managing.Infrastructure.Web3/Models/Proxy/GetGmxTradesResponse.cs @@ -1,10 +1,56 @@ -using Managing.Domain.Trades; +using System.Text.Json.Serialization; +using Managing.Domain.Trades; using Newtonsoft.Json; namespace Managing.Infrastructure.Evm.Models.Proxy; public class GetGmxTradesResponse : Web3ProxyBaseResponse { + [JsonProperty("trades")] - public List Trades { get; set; } -} \ No newline at end of file + [JsonPropertyName("trades")] + public List Trades { get; set; } +} + +public class GmxTrade +{ + [JsonProperty("id")] + [JsonPropertyName("id")] + public string Id { get; set; } + + [JsonProperty("ticker")] + [JsonPropertyName("ticker")] + public string Ticker { get; set; } + + [JsonProperty("direction")] + [JsonPropertyName("direction")] + public string Direction { get; set; } + + [JsonProperty("price")] + [JsonPropertyName("price")] + public double Price { get; set; } + + [JsonProperty("quantity")] + [JsonPropertyName("quantity")] + public double Quantity { get; set; } + + [JsonProperty("leverage")] + [JsonPropertyName("leverage")] + public decimal Leverage { get; set; } + + [JsonProperty("status")] + [JsonPropertyName("status")] + public string Status { get; set; } + + [JsonProperty("tradeType")] + [JsonPropertyName("tradeType")] + public string TradeType { get; set; } + + [JsonProperty("date")] + [JsonPropertyName("date")] + public DateTime Date { get; set; } + + [JsonProperty("exchangeOrderId")] + [JsonPropertyName("exchangeOrderId")] + public string ExchangeOrderId { get; set; } +} diff --git a/src/Managing.Infrastructure.Web3/Services/Gmx/GmxV2Mappers.cs b/src/Managing.Infrastructure.Web3/Services/Gmx/GmxV2Mappers.cs index 0472d10..1c3df10 100644 --- a/src/Managing.Infrastructure.Web3/Services/Gmx/GmxV2Mappers.cs +++ b/src/Managing.Infrastructure.Web3/Services/Gmx/GmxV2Mappers.cs @@ -5,7 +5,10 @@ using Managing.Core; using Managing.Domain.Candles; using Managing.Domain.Trades; using Managing.Infrastructure.Evm.Models.Gmx.v2; +using Managing.Infrastructure.Evm.Models.Proxy; using Nethereum.Web3; +using Managing.Domain.MoneyManagements; +using static Managing.Common.Enums; namespace Managing.Infrastructure.Evm.Services.Gmx; @@ -48,14 +51,14 @@ internal static class GmxV2Mappers var quantity = sizeDelta / triggerPrice; var initialCollateral = GmxV2Helpers.ParseContractPrice(order.InitialCollateralDeltaAmount, shortToken.Decimals); - var leverage = sizeDelta / initialCollateral; + var leverage = sizeDelta == 0 || initialCollateral == 0 ? 0 : 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), + ticker, Convert.ToDecimal(quantity), Convert.ToDecimal(triggerPrice), leverage, @@ -91,9 +94,10 @@ internal static class GmxV2Mappers BigInteger collateralAmount) { if (collateralAmount == 0) return (0m, 0m); + const int collateralDecimals = 6; var size = Web3.Convert.FromWei(sizeInUsd, 30); - var collateral = Web3.Convert.FromWei(collateralAmount, 6); // USDC decimals - return (collateral, Math.Round(size / collateral)); + var collateral = Web3.Convert.FromWei(collateralAmount, collateralDecimals); + return (collateral, collateral == 0 ? 0 : Math.Round(size / collateral)); } public static List Map(List marketPrices) @@ -134,10 +138,75 @@ internal static class GmxV2Mappers } catch (Exception e) { - Console.WriteLine(e); + Console.WriteLine($"Could not parse ticker for symbol {t.Symbol}: {e.Message}"); } } return tokens; } + + /// + /// Maps raw GMX positions fetched from the proxy/contract to domain Position objects. + /// + /// List of GmxPosition objects from the proxy. + /// List of domain Position objects. + /// + /// Assumes GmxPosition contains necessary details like Account, Market, CollateralToken, IsLong, etc. + /// Requires resolution of MoneyManagement dependency. + /// + public static List Map(List resultPositions) + { + var positions = new List(); + foreach (var gmxPosition in resultPositions) + { + try + { + var position = new Position("", + MiscExtensions.ParseEnum(gmxPosition.Direction), + MiscExtensions.ParseEnum(gmxPosition.Ticker), + new MoneyManagement(), + PositionInitiator.User, + gmxPosition.Date); + position.Open = Map(gmxPosition.Open); + position.TakeProfit1 = Map(gmxPosition.TakeProfit1); + position.StopLoss = Map(gmxPosition.StopLoss); + position.ProfitAndLoss = new ProfitAndLoss() + { + Net = (decimal)gmxPosition.Pnl + }; + + position.Status = MiscExtensions.ParseEnum(gmxPosition.Status); + positions.Add(position); + } + catch (Exception ex) + { + Console.WriteLine($"Error mapping GMX position {gmxPosition?.ExchangeOrderId}: {ex.Message} \n StackTrace: {ex.StackTrace}"); + } + } + return positions; + } + + private static Trade Map(GmxTrade gmxPosition) + { + return new Trade(gmxPosition.Date, + MiscExtensions.ParseEnum(gmxPosition.Direction), + MiscExtensions.ParseEnum(gmxPosition.Status), + MiscExtensions.ParseEnum(gmxPosition.TradeType), + MiscExtensions.ParseEnum(gmxPosition.Ticker), + (decimal)gmxPosition.Quantity, + (decimal)gmxPosition.Price, + gmxPosition.Leverage, + gmxPosition.ExchangeOrderId, ""); + } + + public static List Map(List resultPositions) + { + var trades = new List(); + foreach (var gmxPosition in resultPositions) + { + trades.Add(Map(gmxPosition)); + } + + return trades; + } } \ No newline at end of file diff --git a/src/Managing.Infrastructure.Web3/Services/Web3ProxyService.cs b/src/Managing.Infrastructure.Web3/Services/Web3ProxyService.cs index 9d9e8af..6a171fa 100644 --- a/src/Managing.Infrastructure.Web3/Services/Web3ProxyService.cs +++ b/src/Managing.Infrastructure.Web3/Services/Web3ProxyService.cs @@ -50,6 +50,7 @@ namespace Managing.Infrastructure.Evm.Services } catch (Exception ex) when (!(ex is Web3ProxyException)) { + SentrySdk.CaptureException(ex); throw new Web3ProxyException($"Failed to call Privy service at {endpoint}: {ex.Message}"); } } @@ -81,6 +82,7 @@ namespace Managing.Infrastructure.Evm.Services } catch (Exception ex) when (!(ex is Web3ProxyException)) { + SentrySdk.CaptureException(ex); throw new Web3ProxyException($"Failed to get Privy service at {endpoint}: {ex.Message}"); } } @@ -107,6 +109,7 @@ namespace Managing.Infrastructure.Evm.Services } catch (Exception ex) when (!(ex is Web3ProxyException)) { + SentrySdk.CaptureException(ex); throw new Web3ProxyException($"Failed to call GMX service at {endpoint}: {ex.Message}"); } } @@ -138,6 +141,7 @@ namespace Managing.Infrastructure.Evm.Services } catch (Exception ex) when (!(ex is Web3ProxyException)) { + SentrySdk.CaptureException(ex); throw new Web3ProxyException($"Failed to get GMX service at {endpoint}: {ex.Message}"); } } @@ -178,6 +182,7 @@ namespace Managing.Infrastructure.Evm.Services } catch (Exception ex) when (!(ex is Web3ProxyException)) { + SentrySdk.CaptureException(ex); // If we couldn't parse the error as JSON or another issue occurred var content = await response.Content.ReadAsStringAsync(); throw new Web3ProxyException($"HTTP error {statusCode}: {content}"); diff --git a/src/Managing.Web3Proxy/src/generated/gmxsdk/modules/orders/helpers.ts b/src/Managing.Web3Proxy/src/generated/gmxsdk/modules/orders/helpers.ts index 2953702..4a9e5fb 100644 --- a/src/Managing.Web3Proxy/src/generated/gmxsdk/modules/orders/helpers.ts +++ b/src/Managing.Web3Proxy/src/generated/gmxsdk/modules/orders/helpers.ts @@ -6,6 +6,7 @@ import { getByKey } from "../../utils/objects.js"; import { createFindSwapPath, findAllSwapPaths, getWrappedAddress } from "../../utils/swap/swapPath.js"; import { convertToUsd, getIsUnwrap, getIsWrap, getTokensRatioByPrice } from "../../utils/tokens.js"; import { getIncreasePositionAmounts } from "../../utils/trade/amounts.js"; +import { getAcceptablePriceInfo } from "../../utils/prices.js"; import type { GmxSdk } from "../.."; import { createSwapEstimator, getMarketsGraph } from "../../utils/swap/swapRouting.js"; @@ -13,7 +14,6 @@ import { getSwapAmountsByFromValue, getSwapAmountsByToValue } from "../../utils/ import { EntryField, SidecarSlTpOrderEntryValid } from "../../types/sidecarOrders.js"; import { bigMath } from "../../utils/bigmath.js"; -const ALLOWED_SLIPPAGE_BPS = BigInt(100); /** Base Optional params for helpers, allows to avoid calling markets, tokens and uiFeeFactor methods if they are already passed */ interface BaseOptionalParams { marketsInfoData?: MarketsInfoData; @@ -166,16 +166,25 @@ export async function increaseOrderHelper( if (params.stopLossPrice) { const stopLossCollateralDeltaUsd = convertToUsd(increaseAmounts.collateralDeltaAmount, collateralToken.decimals, params.stopLossPrice); + const acceptablePriceInfo = getAcceptablePriceInfo({ + marketInfo, + isIncrease: false, + isLong: params.isLong, + indexPrice: params.stopLossPrice, + sizeDeltaUsd: increaseAmounts.sizeDeltaUsd, + maxNegativePriceImpactBps: marketInfo.maxPositionImpactFactorForLiquidations, + }); + stopLossDecreaseAmounts = { isFullClose: true, sizeDeltaUsd: increaseAmounts.sizeDeltaUsd, sizeDeltaInTokens: increaseAmounts.sizeDeltaInTokens, collateralDeltaUsd: stopLossCollateralDeltaUsd, collateralDeltaAmount: increaseAmounts.collateralDeltaAmount, - indexPrice: 0n, + indexPrice: params.stopLossPrice, collateralPrice: 0n, - acceptablePrice: params.stopLossPrice, - acceptablePriceDeltaBps: ALLOWED_SLIPPAGE_BPS, + acceptablePrice: acceptablePriceInfo.acceptablePrice, + acceptablePriceDeltaBps: acceptablePriceInfo.acceptablePriceDeltaBps, recommendedAcceptablePriceDeltaBps: 0n, estimatedPnl: 0n, estimatedPnlPercentage: 0n, @@ -231,16 +240,25 @@ export async function increaseOrderHelper( if (params.takeProfitPrice) { const takeProfitCollateralDeltaUsd = convertToUsd(increaseAmounts.collateralDeltaAmount, collateralToken.decimals, params.takeProfitPrice); + const acceptablePriceInfo = getAcceptablePriceInfo({ + marketInfo, + isIncrease: false, + isLong: params.isLong, + indexPrice: params.takeProfitPrice, + sizeDeltaUsd: increaseAmounts.sizeDeltaUsd, + maxNegativePriceImpactBps: marketInfo.maxPositionImpactFactorForLiquidations, + }); + takeProfitDecreaseAmounts = { isFullClose: true, sizeDeltaUsd: increaseAmounts.sizeDeltaUsd, sizeDeltaInTokens: increaseAmounts.sizeDeltaInTokens, collateralDeltaUsd: takeProfitCollateralDeltaUsd, collateralDeltaAmount: increaseAmounts.collateralDeltaAmount, - indexPrice: 0n, - collateralPrice: 0n, - acceptablePrice: params.takeProfitPrice, - acceptablePriceDeltaBps: ALLOWED_SLIPPAGE_BPS, + indexPrice: params.takeProfitPrice, // Keep original trigger price for indexPrice + collateralPrice: 0n, // Consider if this needs calculation + acceptablePrice: acceptablePriceInfo.acceptablePrice, + acceptablePriceDeltaBps: acceptablePriceInfo.acceptablePriceDeltaBps, recommendedAcceptablePriceDeltaBps: 0n, estimatedPnl: 0n, estimatedPnlPercentage: 0n, diff --git a/src/Managing.Web3Proxy/src/routes/api/gmx/index.ts b/src/Managing.Web3Proxy/src/routes/api/gmx/index.ts index a1c7467..5496866 100644 --- a/src/Managing.Web3Proxy/src/routes/api/gmx/index.ts +++ b/src/Managing.Web3Proxy/src/routes/api/gmx/index.ts @@ -140,6 +140,8 @@ const plugin: FastifyPluginAsyncTypebox = async (fastify) => { account, ticker ) + + console.log('result', result) return result } catch (error) {