Fix bots + positions managements
This commit is contained in:
@@ -64,4 +64,6 @@ public interface IEvmManager
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/// <param name="message">The message to sign</param>
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/// <param name="message">The message to sign</param>
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/// <returns>The signature response</returns>
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/// <returns>The signature response</returns>
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Task<string> SignMessageAsync(string embeddedWalletId, string address, string message);
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Task<string> SignMessageAsync(string embeddedWalletId, string address, string message);
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Task<List<Position>> GetPositions(Account account);
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}
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}
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@@ -61,4 +61,5 @@ public interface IExchangeService
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Task<List<Trade>> GetOpenOrders(Account account, Ticker ticker);
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Task<List<Trade>> GetOpenOrders(Account account, Ticker ticker);
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Task<Trade> GetTrade(string reference, string orderId, Ticker ticker);
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Task<Trade> GetTrade(string reference, string orderId, Ticker ticker);
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Task<List<FundingRate>> GetFundingRates();
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Task<List<FundingRate>> GetFundingRates();
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Task<IEnumerable<Position>> GetBrokerPositions(Account account);
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}
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}
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@@ -34,4 +34,5 @@ public interface ITradingService
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void UpdateDeltaNeutralOpportunities();
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void UpdateDeltaNeutralOpportunities();
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void UpdateScenario(Scenario scenario);
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void UpdateScenario(Scenario scenario);
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void UpdateStrategy(Strategy strategy);
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void UpdateStrategy(Strategy strategy);
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Task<IEnumerable<Position>> GetBrokerPositions(Account account);
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}
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}
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@@ -1,4 +1,5 @@
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Services;
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using Managing.Application.Abstractions.Services;
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using Managing.Application.Backtesting;
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using Managing.Application.Backtesting;
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using Managing.Application.Bots;
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using Managing.Application.Bots;
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@@ -37,7 +38,8 @@ namespace Managing.Application.Tests
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Chainlink,
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Chainlink,
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GbcFeed
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GbcFeed
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};
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};
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var evmManager = new EvmManager(Subgraphs, CreateWebProxyService());
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var cacheService = new Mock<ICacheService>();
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var evmManager = new EvmManager(Subgraphs, CreateWebProxyService(), cacheService.Object);
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var evmProcessor = new EvmProcessor(new Mock<ILogger<EvmProcessor>>().Object, evmManager);
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var evmProcessor = new EvmProcessor(new Mock<ILogger<EvmProcessor>>().Object, evmManager);
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var exchangeProcessors = new List<IExchangeProcessor>()
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var exchangeProcessors = new List<IExchangeProcessor>()
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@@ -87,7 +89,7 @@ namespace Managing.Application.Tests
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}
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}
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// Helper method to create Web3ProxyService for tests
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// Helper method to create Web3ProxyService for tests
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public static IWeb3ProxyService CreateWebProxyService(string baseUrl = "http://localhost:4111/api/")
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public static IWeb3ProxyService CreateWebProxyService(string baseUrl = "http://localhost:4111")
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{
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{
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var settings = new Web3ProxySettings { BaseUrl = baseUrl };
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var settings = new Web3ProxySettings { BaseUrl = baseUrl };
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var options = Options.Create(settings);
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var options = Options.Create(settings);
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@@ -330,7 +330,29 @@ public class TradingBot : Bot, ITradingBot
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? positionForSignal
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? positionForSignal
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: TradingService.GetPositionByIdentifier(positionForSignal.Identifier);
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: TradingService.GetPositionByIdentifier(positionForSignal.Identifier);
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if (position.Status == (PositionStatus.Finished | PositionStatus.Flipped))
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var positionsExchange = IsForBacktest
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? new List<Position>{position}
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: await TradingService.GetBrokerPositions(Account);
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if (!IsForBacktest)
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{
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position = positionsExchange.FirstOrDefault(p => p.Ticker == Ticker);
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}
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if (position.Status == PositionStatus.New)
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{
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var orders = await ExchangeService.GetOpenOrders(Account, Ticker);
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if (orders.Any())
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{
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await LogInformation($"Cannot update Position. Position is still waiting for opening. There is {orders.Count()} open orders.");
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}
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else
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{
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await LogWarning($"Cannot update Position. No position on exchange and no orders. Position {signal.Identifier} might be closed already.");
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await HandleClosedPosition(positionForSignal);
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}
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}
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else if (position.Status == (PositionStatus.Finished | PositionStatus.Flipped))
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{
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{
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await HandleClosedPosition(positionForSignal);
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await HandleClosedPosition(positionForSignal);
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}
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}
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@@ -424,11 +446,12 @@ public class TradingBot : Bot, ITradingBot
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Logger.LogInformation($"Try to re-open position");
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Logger.LogInformation($"Try to re-open position");
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await OpenPosition(signal);
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await OpenPosition(signal);
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}
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}
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}
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}
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}
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}
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catch (Exception ex)
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catch (Exception ex)
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{
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{
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Logger.LogError(ex, ex.Message);
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Logger.LogError(ex, ex.Message);
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SentrySdk.CaptureException(ex);
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return;
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return;
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}
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}
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}
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}
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@@ -654,13 +677,23 @@ public class TradingBot : Bot, ITradingBot
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var openOrders = await ExchangeService.GetOpenOrders(Account, Ticker);
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var openOrders = await ExchangeService.GetOpenOrders(Account, Ticker);
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if (openOrders.Any())
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if (openOrders.Any())
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{
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{
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// TODO: Check if position is open, do not cancel orders if position still open
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var openPositions = (await ExchangeService.GetBrokerPositions(Account))
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Logger.LogInformation($"Canceling all orders for {Ticker}");
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.Where(p => p.Ticker == Ticker);
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await ExchangeService.CancelOrder(Account, Ticker);
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var cancelClose = openPositions.Any();
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var closePendingOrderStatus = await ExchangeService.CancelOrder(Account, Ticker);
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Logger.LogInformation($"Closing all {Ticker} orders status : {closePendingOrderStatus}");
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}
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if (cancelClose)
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{
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Logger.LogInformation($"Position still open, cancel close orders&");
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}
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else
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{
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Logger.LogInformation($"Canceling all orders for {Ticker}");
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await ExchangeService.CancelOrder(Account, Ticker);
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var closePendingOrderStatus = await ExchangeService.CancelOrder(Account, Ticker);
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Logger.LogInformation($"Closing all {Ticker} orders status : {closePendingOrderStatus}");
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}
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}
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else
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{
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{
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Logger.LogInformation($"No need to cancel orders for {Ticker}");
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Logger.LogInformation($"No need to cancel orders for {Ticker}");
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}
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}
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@@ -278,6 +278,11 @@ public class TradingService : ITradingService
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_tradingRepository.UpdateStrategy(strategy);
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_tradingRepository.UpdateStrategy(strategy);
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}
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}
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public async Task<IEnumerable<Position>> GetBrokerPositions(Account account)
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{
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return await _exchangeService.GetBrokerPositions(account);
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}
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private async Task ManageTrader(TraderFollowup a, List<Ticker> tickers)
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private async Task ManageTrader(TraderFollowup a, List<Ticker> tickers)
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{
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{
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var shortAddress = a.Account.Address.Substring(0, 6);
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var shortAddress = a.Account.Address.Substring(0, 6);
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@@ -40,4 +40,5 @@ public interface IExchangeProcessor
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Task<List<Trade>> GetOrders(Account account, Ticker ticker);
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Task<List<Trade>> GetOrders(Account account, Ticker ticker);
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Task<Trade> GetTrade(string reference, string orderId, Ticker ticker);
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Task<Trade> GetTrade(string reference, string orderId, Ticker ticker);
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Task<List<FundingRate>> GetFundingRates();
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Task<List<FundingRate>> GetFundingRates();
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Task<IEnumerable<Position>> GetPositions(Account account);
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}
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}
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@@ -187,6 +187,12 @@ namespace Managing.Infrastructure.Exchanges
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return processor.GetFundingRates();
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return processor.GetFundingRates();
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}
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}
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public Task<IEnumerable<Position>> GetBrokerPositions(Account account)
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{
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var processor = _exchangeProcessor.First(e => e.Exchange() == TradingExchanges.Evm);
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return processor.GetPositions(account);
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}
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public async Task<List<Trade>> GetTrades(Account account, Ticker ticker)
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public async Task<List<Trade>> GetTrades(Account account, Ticker ticker)
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{
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{
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var processor = GetProcessor(account);
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var processor = GetProcessor(account);
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@@ -41,5 +41,6 @@ namespace Managing.Infrastructure.Exchanges.Exchanges
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public abstract Task<List<Trade>> GetOrders(Account account, Ticker ticker);
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public abstract Task<List<Trade>> GetOrders(Account account, Ticker ticker);
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public abstract Task<Trade> GetTrade(string reference, string orderId, Ticker ticker);
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public abstract Task<Trade> GetTrade(string reference, string orderId, Ticker ticker);
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public abstract Task<List<FundingRate>> GetFundingRates();
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public abstract Task<List<FundingRate>> GetFundingRates();
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public abstract Task<IEnumerable<Position>> GetPositions(Account account);
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}
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}
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}
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}
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@@ -112,6 +112,11 @@ public class BinanceProcessor : BaseProcessor
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throw new NotImplementedException();
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throw new NotImplementedException();
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}
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}
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public override Task<IEnumerable<Position>> GetPositions(Account account)
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{
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throw new NotImplementedException();
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}
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public override async Task<List<Trade>> GetTrades(Account account, Ticker ticker)
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public override async Task<List<Trade>> GetTrades(Account account, Ticker ticker)
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{
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{
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var binanceOrder =
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var binanceOrder =
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@@ -103,6 +103,11 @@ public class EvmProcessor : BaseProcessor
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return await _evmManager.GetFundingRates();
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return await _evmManager.GetFundingRates();
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}
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}
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public override async Task<IEnumerable<Position>> GetPositions(Account account)
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{
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return await _evmManager.GetPositions(account);
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}
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public override decimal GetVolume(Account account, Ticker ticker)
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public override decimal GetVolume(Account account, Ticker ticker)
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{
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{
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var volume = _evmManager.GetVolume(SubgraphProvider.ChainlinkPrice, ticker);
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var volume = _evmManager.GetVolume(SubgraphProvider.ChainlinkPrice, ticker);
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@@ -212,4 +212,9 @@ public class FtxProcessor : BaseProcessor
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{
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{
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throw new NotImplementedException();
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throw new NotImplementedException();
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}
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}
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public override Task<IEnumerable<Position>> GetPositions(Account account)
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{
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throw new NotImplementedException();
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}
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}
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}
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@@ -100,6 +100,11 @@ public class KrakenProcessor : BaseProcessor
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throw new NotImplementedException();
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throw new NotImplementedException();
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}
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}
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public override Task<IEnumerable<Position>> GetPositions(Account account)
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{
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throw new NotImplementedException();
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}
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public override async Task<List<Trade>> GetTrades(Account account, Ticker ticker)
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public override async Task<List<Trade>> GetTrades(Account account, Ticker ticker)
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{
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{
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LoadClient(account);
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LoadClient(account);
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@@ -1,4 +1,6 @@
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using System.Numerics;
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using System.Numerics;
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using Amazon.Runtime.Internal.Util;
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using Managing.Application.Abstractions;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Repositories;
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using Managing.Common;
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using Managing.Common;
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using Managing.Domain.Evm;
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using Managing.Domain.Evm;
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@@ -8,6 +10,7 @@ using Managing.Infrastructure.Evm.Models.Privy;
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using Managing.Infrastructure.Evm.Services;
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using Managing.Infrastructure.Evm.Services;
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using Microsoft.Extensions.Options;
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using Microsoft.Extensions.Options;
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using Microsoft.VisualStudio.TestTools.UnitTesting;
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using Microsoft.VisualStudio.TestTools.UnitTesting;
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using Moq;
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using Nethereum.Contracts;
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using Nethereum.Contracts;
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using Nethereum.Contracts.Standards.ERC721.ContractDefinition;
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using Nethereum.Contracts.Standards.ERC721.ContractDefinition;
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using Nethereum.Web3;
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using Nethereum.Web3;
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@@ -19,30 +22,24 @@ namespace Managing.Infrastructure.Tests;
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public class EvmManagerTests
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public class EvmManagerTests
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{
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{
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private readonly IEvmManager _manager;
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public readonly EvmManager _manager;
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private readonly List<Chain> _chains;
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private readonly List<Chain> _chains;
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public List<ISubgraphPrices> Subgraphs;
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public List<ISubgraphPrices> Subgraphs;
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public readonly IWeb3ProxyService _web3Proxy;
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public readonly IWeb3ProxyService _web3Proxy;
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public readonly string PublicAddress = "0x932167388dd9aad41149b3ca23ebd489e2e2dd78";
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public readonly string PublicAddress = "0x932167388dd9aad41149b3ca23ebd489e2e2dd78";
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public EvmManagerTests()
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public EvmManagerTests()
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{
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{
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// Use the helper method to create Web3ProxyService
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// Use the helper method to create Web3ProxyService
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_web3Proxy = CreateWebProxyService();
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_web3Proxy = CreateWebProxyService();
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_manager = new EvmManager(Subgraphs, _web3Proxy);
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var cache = new Mock<ICacheService>();
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_manager = new EvmManager(Subgraphs, _web3Proxy, cache.Object);
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_chains = ChainService.GetChains();
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_chains = ChainService.GetChains();
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}
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}
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[Fact]
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public void Should_construct_manager()
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{
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var manager = new EvmManager(Subgraphs, _web3Proxy);
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Assert.IsType<EvmManager>(manager);
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}
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[Ignore]
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[Ignore]
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[Theory]
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[Theory]
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[InlineData("")]
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[InlineData("")]
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@@ -69,8 +66,7 @@ public class EvmManagerTests
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[InlineData("0xa435530d50d7D17Fd9fc6E1c897Dbf7C08E12d35", "0x17f4BAa9D35Ee54fFbCb2608e20786473c7aa49f")]
|
[InlineData("0xa435530d50d7D17Fd9fc6E1c897Dbf7C08E12d35", "0x17f4BAa9D35Ee54fFbCb2608e20786473c7aa49f")]
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public async Task Should_return_event_transfer_nft(string owner, string contract)
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public async Task Should_return_event_transfer_nft(string owner, string contract)
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{
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{
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var manager = new EvmManager(Subgraphs, _web3Proxy);
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var holders = await _manager.GetNftEvent(owner, contract);
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var holders = await manager.GetNftEvent(owner, contract);
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Assert.IsType<List<EventLog<TransferEventDTO>>>(holders);
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Assert.IsType<List<EventLog<TransferEventDTO>>>(holders);
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Assert.True(holders.Any());
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Assert.True(holders.Any());
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}
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}
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@@ -80,8 +76,7 @@ public class EvmManagerTests
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[Fact]
|
[Fact]
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public async Task Should_return_date_of_block()
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public async Task Should_return_date_of_block()
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{
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{
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var manager = new EvmManager(Subgraphs, _web3Proxy);
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var date = await _manager.GetBlockDate(38793245);
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var date = await manager.GetBlockDate(38793245);
|
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Assert.Equal(new DateTime(2022, 11, 17, 11, 15, 33), date);
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Assert.Equal(new DateTime(2022, 11, 17, 11, 15, 33), date);
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}
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}
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|
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@@ -92,10 +87,8 @@ public class EvmManagerTests
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var address = "0x94618601FE6cb8912b274E5a00453949A57f8C1e";
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var address = "0x94618601FE6cb8912b274E5a00453949A57f8C1e";
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var privateKey = "0x7580e7fb49df1c861f0050fae31c2224c6aba908e116b8da44ee8cd927b990b0";
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var privateKey = "0x7580e7fb49df1c861f0050fae31c2224c6aba908e116b8da44ee8cd927b990b0";
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|
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var manager = new EvmManager(Subgraphs, _web3Proxy);
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var signature = _manager.SignMessage(message, privateKey);
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var addressRecovered = _manager.VerifySignature(signature, message);
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var signature = manager.SignMessage(message, privateKey);
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var addressRecovered = manager.VerifySignature(signature, message);
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Assert.Equal(addressRecovered, address);
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Assert.Equal(addressRecovered, address);
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}
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}
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@@ -103,8 +96,7 @@ public class EvmManagerTests
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[Fact]
|
[Fact]
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public void Shoud_return_generated_evm_address()
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public void Shoud_return_generated_evm_address()
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{
|
{
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var manager = new EvmManager(Subgraphs, _web3Proxy);
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var keys = _manager.GenerateAddress();
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var keys = manager.GenerateAddress();
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|
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Assert.IsType<(string Key, string Secret)>(keys);
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Assert.IsType<(string Key, string Secret)>(keys);
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Assert.False(string.IsNullOrEmpty(keys.Key));
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Assert.False(string.IsNullOrEmpty(keys.Key));
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@@ -115,9 +107,8 @@ public class EvmManagerTests
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|||||||
public void Should_return_correct_account_for_mnemo()
|
public void Should_return_correct_account_for_mnemo()
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||||||
{
|
{
|
||||||
var mnemo = "twist enemy flame exchange summer roast beyond friend image pyramid topple need";
|
var mnemo = "twist enemy flame exchange summer roast beyond friend image pyramid topple need";
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||||||
var manager = new EvmManager(Subgraphs, _web3Proxy);
|
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var publicAddress = "0x3aBAD913A70554f416944F1a4C0EAbF3BCAFB959";
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var publicAddress = "0x3aBAD913A70554f416944F1a4C0EAbF3BCAFB959";
|
||||||
var address = manager.GetAddressFromMnemo(mnemo);
|
var address = _manager.GetAddressFromMnemo(mnemo);
|
||||||
Assert.NotNull(address);
|
Assert.NotNull(address);
|
||||||
Assert.IsType<string>(address);
|
Assert.IsType<string>(address);
|
||||||
Assert.Equal(publicAddress, address);
|
Assert.Equal(publicAddress, address);
|
||||||
@@ -129,9 +120,8 @@ public class EvmManagerTests
|
|||||||
// [InlineData("0x7002AE0Bae7fC67416230F025A32EfE086C0934E", Constants.Chains.Arbitrum)]
|
// [InlineData("0x7002AE0Bae7fC67416230F025A32EfE086C0934E", Constants.Chains.Arbitrum)]
|
||||||
public async Task Should_return_balances(string publicAddress, string chainName)
|
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 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<List<EvmBalance>>(balances);
|
Assert.IsType<List<EvmBalance>>(balances);
|
||||||
Assert.NotEmpty(balances);
|
Assert.NotEmpty(balances);
|
||||||
@@ -143,9 +133,8 @@ public class EvmManagerTests
|
|||||||
[InlineData("0xc62F5499789b716Aa94a421A60c76c8c13A31ab6", Constants.Chains.Ethereum)]
|
[InlineData("0xc62F5499789b716Aa94a421A60c76c8c13A31ab6", Constants.Chains.Ethereum)]
|
||||||
public async Task Should_return_all_balance(string publicAddress, string chainName)
|
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 chain = _chains.First(c => c.Name == chainName);
|
||||||
var balances = await manager.GetAllBalances(chain, publicAddress);
|
var balances = await _manager.GetAllBalances(chain, publicAddress);
|
||||||
|
|
||||||
Assert.IsType<List<EvmBalance>>(balances);
|
Assert.IsType<List<EvmBalance>>(balances);
|
||||||
Assert.True(balances.Count > 1);
|
Assert.True(balances.Count > 1);
|
||||||
@@ -156,8 +145,7 @@ public class EvmManagerTests
|
|||||||
[InlineData("", Constants.Chains.Arbitrum, Ticker.GMX)]
|
[InlineData("", Constants.Chains.Arbitrum, Ticker.GMX)]
|
||||||
public async void Should_return_token_balance(string publicAddress, string chainName, Ticker ticker)
|
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<EvmBalance>(balance);
|
Assert.IsType<EvmBalance>(balance);
|
||||||
Assert.True(balance.Balance > 0);
|
Assert.True(balance.Balance > 0);
|
||||||
@@ -168,9 +156,8 @@ public class EvmManagerTests
|
|||||||
[InlineData("")]
|
[InlineData("")]
|
||||||
public async Task Should_return_balance_of_ethers(string publicAddress)
|
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 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<EvmBalance>(balance);
|
Assert.IsType<EvmBalance>(balance);
|
||||||
}
|
}
|
||||||
@@ -180,8 +167,7 @@ public class EvmManagerTests
|
|||||||
[InlineData("")]
|
[InlineData("")]
|
||||||
public async Task Should_return_all_balance_for_all_chain(string publicAddress)
|
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<List<EvmBalance>>(balances);
|
Assert.IsType<List<EvmBalance>>(balances);
|
||||||
Assert.True(balances.Count > 0);
|
Assert.True(balances.Count > 0);
|
||||||
@@ -192,12 +178,11 @@ public class EvmManagerTests
|
|||||||
[InlineData(Ticker.BTC, Timeframe.FiveMinutes)]
|
[InlineData(Ticker.BTC, Timeframe.FiveMinutes)]
|
||||||
public async Task Get_Prices(Ticker ticker, Timeframe timeframe)
|
public async Task Get_Prices(Ticker ticker, Timeframe timeframe)
|
||||||
{
|
{
|
||||||
var manager = new EvmManager(Subgraphs, _web3Proxy);
|
var candles = await _manager.GetCandles(ticker, DateTime.UtcNow, timeframe);
|
||||||
var candles = await manager.GetCandles(SubgraphProvider.ChainlinkPrice, ticker, DateTime.UtcNow, timeframe);
|
|
||||||
|
|
||||||
if (!candles.Any())
|
if (!candles.Any())
|
||||||
{
|
{
|
||||||
candles = await manager.GetCandles(SubgraphProvider.ChainlinkGmx, ticker, DateTime.UtcNow, timeframe);
|
candles = await _manager.GetCandles(ticker, DateTime.UtcNow, timeframe);
|
||||||
}
|
}
|
||||||
|
|
||||||
Assert.NotNull(candles);
|
Assert.NotNull(candles);
|
||||||
@@ -208,8 +193,7 @@ public class EvmManagerTests
|
|||||||
[Fact]
|
[Fact]
|
||||||
public async Task Get_Available_Tickers()
|
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);
|
Assert.NotEmpty(tickers);
|
||||||
}
|
}
|
||||||
@@ -218,8 +202,7 @@ public class EvmManagerTests
|
|||||||
[Fact]
|
[Fact]
|
||||||
public async Task GetLastCandle()
|
public async Task GetLastCandle()
|
||||||
{
|
{
|
||||||
var manager = new EvmManager(Subgraphs, _web3Proxy);
|
var candle = await _manager.GetCandle(Ticker.BTC);
|
||||||
var candle = await manager.GetCandle(SubgraphProvider.Gbc, Ticker.BTC);
|
|
||||||
|
|
||||||
Assert.NotNull(candle);
|
Assert.NotNull(candle);
|
||||||
}
|
}
|
||||||
@@ -228,8 +211,7 @@ public class EvmManagerTests
|
|||||||
[Fact]
|
[Fact]
|
||||||
public async Task Should_Init_Address_For_Trading()
|
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);
|
Assert.True(accountInitilized);
|
||||||
}
|
}
|
||||||
@@ -238,12 +220,11 @@ public class EvmManagerTests
|
|||||||
[Fact]
|
[Fact]
|
||||||
public async Task Should_send_eth_from_account()
|
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 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
|
// Update receiver
|
||||||
var receiverAddress = "";
|
var receiverAddress = "";
|
||||||
var sendResult = await manager.Send(
|
var sendResult = await _manager.Send(
|
||||||
chain,
|
chain,
|
||||||
Ticker.ETH,
|
Ticker.ETH,
|
||||||
balance.Balance / 2,
|
balance.Balance / 2,
|
||||||
@@ -258,12 +239,11 @@ public class EvmManagerTests
|
|||||||
[Fact]
|
[Fact]
|
||||||
public async Task Should_send_Gmx_from_account()
|
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 chain = _chains.First(c => c.Name == Constants.Chains.Arbitrum);
|
||||||
var receiverAddress = "";
|
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,
|
chain,
|
||||||
Ticker.GMX,
|
Ticker.GMX,
|
||||||
balance.Balance / 2,
|
balance.Balance / 2,
|
||||||
@@ -278,10 +258,9 @@ public class EvmManagerTests
|
|||||||
[Fact]
|
[Fact]
|
||||||
public async Task Should_return_allowance()
|
public async Task Should_return_allowance()
|
||||||
{
|
{
|
||||||
var manager = new EvmManager(Subgraphs, _web3Proxy);
|
|
||||||
var account = PrivateKeys.GetAccount();
|
var account = PrivateKeys.GetAccount();
|
||||||
|
|
||||||
var allowance = await manager.GetAllowance(account.Key, Ticker.USDC);
|
var allowance = await _manager.GetAllowance(account.Key, Ticker.USDC);
|
||||||
Assert.IsType<decimal>(allowance);
|
Assert.IsType<decimal>(allowance);
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -289,13 +268,12 @@ public class EvmManagerTests
|
|||||||
[Fact]
|
[Fact]
|
||||||
public async Task Should_set_allowance()
|
public async Task Should_set_allowance()
|
||||||
{
|
{
|
||||||
var manager = new EvmManager(Subgraphs, _web3Proxy);
|
|
||||||
var account = PrivateKeys.GetAccount();
|
var account = PrivateKeys.GetAccount();
|
||||||
|
|
||||||
// Get amount from balance
|
// 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);
|
Assert.True(result);
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -314,14 +292,13 @@ public class EvmManagerTests
|
|||||||
var walletId = "cm7vxs99f0007blcl8cmzv74t";
|
var walletId = "cm7vxs99f0007blcl8cmzv74t";
|
||||||
var address = "0x932167388dD9aad41149b3cA23eBD489E2E2DD78";
|
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);
|
Assert.NotNull(signature);
|
||||||
}
|
}
|
||||||
|
|
||||||
// Helper method to create Web3ProxyService for 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 settings = new Web3ProxySettings { BaseUrl = baseUrl };
|
||||||
var options = Options.Create(settings);
|
var options = Options.Create(settings);
|
||||||
|
|||||||
@@ -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.Abstractions.Services;
|
||||||
using Managing.Domain.Candles;
|
using Managing.Domain.Candles;
|
||||||
using Managing.Domain.Trades;
|
using Managing.Domain.Trades;
|
||||||
@@ -30,7 +31,8 @@ namespace Managing.Infrastructure.Tests
|
|||||||
{
|
{
|
||||||
ILoggerFactory doesntDoMuch = new NullLoggerFactory();
|
ILoggerFactory doesntDoMuch = new NullLoggerFactory();
|
||||||
var candleRepository = new Mock<ICandleRepository>().Object;
|
var candleRepository = new Mock<ICandleRepository>().Object;
|
||||||
var evmManager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService());
|
var cacheService = new Mock<ICacheService>().Object;
|
||||||
|
var evmManager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService(), cacheService);
|
||||||
var evmProcessor = new EvmProcessor(new Mock<ILogger<EvmProcessor>>().Object, evmManager);
|
var evmProcessor = new EvmProcessor(new Mock<ILogger<EvmProcessor>>().Object, evmManager);
|
||||||
var exchangeProcessors = new List<IExchangeProcessor>()
|
var exchangeProcessors = new List<IExchangeProcessor>()
|
||||||
{
|
{
|
||||||
|
|||||||
@@ -39,10 +39,9 @@ public class GmxServiceTests : EvmManagerTests
|
|||||||
[Fact]
|
[Fact]
|
||||||
public async void Should_return_orders()
|
public async void Should_return_orders()
|
||||||
{
|
{
|
||||||
var manager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService());
|
|
||||||
var account = PrivateKeys.GetAccount();
|
var account = PrivateKeys.GetAccount();
|
||||||
|
|
||||||
var orders = await manager.GetOrders(account, Enums.Ticker.BTC);
|
var orders = await _manager.GetOrders(account, Enums.Ticker.BTC);
|
||||||
|
|
||||||
Assert.IsType<List<Trade>>(orders);
|
Assert.IsType<List<Trade>>(orders);
|
||||||
}
|
}
|
||||||
@@ -50,10 +49,9 @@ public class GmxServiceTests : EvmManagerTests
|
|||||||
[Fact]
|
[Fact]
|
||||||
public async void Should_cancel_gmx_orders()
|
public async void Should_cancel_gmx_orders()
|
||||||
{
|
{
|
||||||
var manager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService());
|
|
||||||
var account = PrivateKeys.GetAccount();
|
var account = PrivateKeys.GetAccount();
|
||||||
|
|
||||||
var cancelled = await manager.CancelOrders(account, Enums.Ticker.BTC);
|
var cancelled = await _manager.CancelOrders(account, Enums.Ticker.BTC);
|
||||||
|
|
||||||
Assert.IsType<bool>(cancelled);
|
Assert.IsType<bool>(cancelled);
|
||||||
}
|
}
|
||||||
@@ -103,9 +101,8 @@ public class GmxServiceTests : EvmManagerTests
|
|||||||
[Fact]
|
[Fact]
|
||||||
public async void Should_return_quantity_in_position()
|
public async void Should_return_quantity_in_position()
|
||||||
{
|
{
|
||||||
var manager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService());
|
|
||||||
var account = PrivateKeys.GetAccount();
|
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);
|
Assert.NotNull(quantity);
|
||||||
}
|
}
|
||||||
|
|||||||
@@ -14,23 +14,21 @@ public class PrivyTradingTests : EvmManagerTests
|
|||||||
[Fact]
|
[Fact]
|
||||||
public async Task Should_return_orders()
|
public async Task Should_return_orders()
|
||||||
{
|
{
|
||||||
var manager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService());
|
|
||||||
var account = PrivateKeys.GetAccount();
|
var account = PrivateKeys.GetAccount();
|
||||||
account.Type = Enums.AccountType.Privy;
|
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<List<Trade>>(orders);
|
Assert.IsType<List<Trade>>(orders);
|
||||||
}
|
}
|
||||||
|
|
||||||
[Fact]
|
[Fact]
|
||||||
public async void Should_cancel_order()
|
public async void Should_cancel_order()
|
||||||
{
|
{
|
||||||
var manager = new EvmManager(Subgraphs, EvmManagerTests.CreateWebProxyService());
|
|
||||||
var account = PrivateKeys.GetAccount();
|
var account = PrivateKeys.GetAccount();
|
||||||
account.Type = Enums.AccountType.Privy;
|
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);
|
Assert.True(result);
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -720,6 +720,21 @@ public class EvmManager : IEvmManager
|
|||||||
return await GetTrade(account.Key, chainName, ticker);
|
return await GetTrade(account.Key, chainName, ticker);
|
||||||
}
|
}
|
||||||
|
|
||||||
|
public async Task<List<Position>> GetPositions(Account account)
|
||||||
|
{
|
||||||
|
if (account.IsPrivyWallet)
|
||||||
|
{
|
||||||
|
var result = await _web3ProxyService.GetGmxServiceAsync<GetGmxPositionsResponse>(
|
||||||
|
"/positions",
|
||||||
|
new { account = account.Key });
|
||||||
|
|
||||||
|
|
||||||
|
return GmxV2Mappers.Map(result.Positions);
|
||||||
|
}
|
||||||
|
|
||||||
|
throw new NotImplementedException();
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
public async Task<Trade> GetTrade(string reference, string chainName, Ticker ticker)
|
public async Task<Trade> GetTrade(string reference, string chainName, Ticker ticker)
|
||||||
{
|
{
|
||||||
@@ -757,7 +772,7 @@ public class EvmManager : IEvmManager
|
|||||||
var result = await _web3ProxyService.GetGmxServiceAsync<GetGmxTradesResponse>("/trades",
|
var result = await _web3ProxyService.GetGmxServiceAsync<GetGmxTradesResponse>("/trades",
|
||||||
new { account = account.Key, ticker = ticker.ToString() });
|
new { account = account.Key, ticker = ticker.ToString() });
|
||||||
|
|
||||||
return result.Trades;
|
return GmxV2Mappers.Map(result.Trades);
|
||||||
}
|
}
|
||||||
else
|
else
|
||||||
{
|
{
|
||||||
|
|||||||
@@ -45,11 +45,11 @@ public class GmxPosition
|
|||||||
|
|
||||||
[JsonProperty("liquidationPrice")] public double LiquidationPrice { get; set; }
|
[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
|
public class GetGmxPositionsResponse : Web3ProxyBaseResponse
|
||||||
|
|||||||
@@ -1,10 +1,56 @@
|
|||||||
using Managing.Domain.Trades;
|
using System.Text.Json.Serialization;
|
||||||
|
using Managing.Domain.Trades;
|
||||||
using Newtonsoft.Json;
|
using Newtonsoft.Json;
|
||||||
|
|
||||||
namespace Managing.Infrastructure.Evm.Models.Proxy;
|
namespace Managing.Infrastructure.Evm.Models.Proxy;
|
||||||
|
|
||||||
public class GetGmxTradesResponse : Web3ProxyBaseResponse
|
public class GetGmxTradesResponse : Web3ProxyBaseResponse
|
||||||
{
|
{
|
||||||
|
|
||||||
[JsonProperty("trades")]
|
[JsonProperty("trades")]
|
||||||
public List<Trade> Trades { get; set; }
|
[JsonPropertyName("trades")]
|
||||||
}
|
public List<GmxTrade> 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; }
|
||||||
|
}
|
||||||
|
|||||||
@@ -5,7 +5,10 @@ using Managing.Core;
|
|||||||
using Managing.Domain.Candles;
|
using Managing.Domain.Candles;
|
||||||
using Managing.Domain.Trades;
|
using Managing.Domain.Trades;
|
||||||
using Managing.Infrastructure.Evm.Models.Gmx.v2;
|
using Managing.Infrastructure.Evm.Models.Gmx.v2;
|
||||||
|
using Managing.Infrastructure.Evm.Models.Proxy;
|
||||||
using Nethereum.Web3;
|
using Nethereum.Web3;
|
||||||
|
using Managing.Domain.MoneyManagements;
|
||||||
|
using static Managing.Common.Enums;
|
||||||
|
|
||||||
namespace Managing.Infrastructure.Evm.Services.Gmx;
|
namespace Managing.Infrastructure.Evm.Services.Gmx;
|
||||||
|
|
||||||
@@ -48,14 +51,14 @@ internal static class GmxV2Mappers
|
|||||||
var quantity = sizeDelta / triggerPrice;
|
var quantity = sizeDelta / triggerPrice;
|
||||||
var initialCollateral =
|
var initialCollateral =
|
||||||
GmxV2Helpers.ParseContractPrice(order.InitialCollateralDeltaAmount, shortToken.Decimals);
|
GmxV2Helpers.ParseContractPrice(order.InitialCollateralDeltaAmount, shortToken.Decimals);
|
||||||
var leverage = sizeDelta / initialCollateral;
|
var leverage = sizeDelta == 0 || initialCollateral == 0 ? 0 : sizeDelta / initialCollateral;
|
||||||
|
|
||||||
var trade = new Trade(
|
var trade = new Trade(
|
||||||
order.Date,
|
order.Date,
|
||||||
order.IsLong ? Enums.TradeDirection.Long : Enums.TradeDirection.Short,
|
order.IsLong ? Enums.TradeDirection.Long : Enums.TradeDirection.Short,
|
||||||
Enums.TradeStatus.PendingOpen,
|
Enums.TradeStatus.PendingOpen,
|
||||||
GmxV2Helpers.GetTradeType(order.OrderType),
|
GmxV2Helpers.GetTradeType(order.OrderType),
|
||||||
GmxV2Helpers.GetTicker(order.MarketAddress),
|
ticker,
|
||||||
Convert.ToDecimal(quantity),
|
Convert.ToDecimal(quantity),
|
||||||
Convert.ToDecimal(triggerPrice),
|
Convert.ToDecimal(triggerPrice),
|
||||||
leverage,
|
leverage,
|
||||||
@@ -91,9 +94,10 @@ internal static class GmxV2Mappers
|
|||||||
BigInteger collateralAmount)
|
BigInteger collateralAmount)
|
||||||
{
|
{
|
||||||
if (collateralAmount == 0) return (0m, 0m);
|
if (collateralAmount == 0) return (0m, 0m);
|
||||||
|
const int collateralDecimals = 6;
|
||||||
var size = Web3.Convert.FromWei(sizeInUsd, 30);
|
var size = Web3.Convert.FromWei(sizeInUsd, 30);
|
||||||
var collateral = Web3.Convert.FromWei(collateralAmount, 6); // USDC decimals
|
var collateral = Web3.Convert.FromWei(collateralAmount, collateralDecimals);
|
||||||
return (collateral, Math.Round(size / collateral));
|
return (collateral, collateral == 0 ? 0 : Math.Round(size / collateral));
|
||||||
}
|
}
|
||||||
|
|
||||||
public static List<MarketPrices> Map(List<ABI.GmxV2.Reader.ContractDefinition.MarketPrices> marketPrices)
|
public static List<MarketPrices> Map(List<ABI.GmxV2.Reader.ContractDefinition.MarketPrices> marketPrices)
|
||||||
@@ -134,10 +138,75 @@ internal static class GmxV2Mappers
|
|||||||
}
|
}
|
||||||
catch (Exception e)
|
catch (Exception e)
|
||||||
{
|
{
|
||||||
Console.WriteLine(e);
|
Console.WriteLine($"Could not parse ticker for symbol {t.Symbol}: {e.Message}");
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
return tokens;
|
return tokens;
|
||||||
}
|
}
|
||||||
|
|
||||||
|
/// <summary>
|
||||||
|
/// Maps raw GMX positions fetched from the proxy/contract to domain Position objects.
|
||||||
|
/// </summary>
|
||||||
|
/// <param name="resultPositions">List of GmxPosition objects from the proxy.</param>
|
||||||
|
/// <returns>List of domain Position objects.</returns>
|
||||||
|
/// <remarks>
|
||||||
|
/// Assumes GmxPosition contains necessary details like Account, Market, CollateralToken, IsLong, etc.
|
||||||
|
/// Requires resolution of MoneyManagement dependency.
|
||||||
|
/// </remarks>
|
||||||
|
public static List<Position> Map(List<GmxPosition> resultPositions)
|
||||||
|
{
|
||||||
|
var positions = new List<Position>();
|
||||||
|
foreach (var gmxPosition in resultPositions)
|
||||||
|
{
|
||||||
|
try
|
||||||
|
{
|
||||||
|
var position = new Position("",
|
||||||
|
MiscExtensions.ParseEnum<TradeDirection>(gmxPosition.Direction),
|
||||||
|
MiscExtensions.ParseEnum<Ticker>(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<PositionStatus>(gmxPosition.Status);
|
||||||
|
positions.Add(position);
|
||||||
|
}
|
||||||
|
catch (Exception ex)
|
||||||
|
{
|
||||||
|
Console.WriteLine($"Error mapping GMX position {gmxPosition?.ExchangeOrderId}: {ex.Message} \n StackTrace: {ex.StackTrace}");
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return positions;
|
||||||
|
}
|
||||||
|
|
||||||
|
private static Trade Map(GmxTrade gmxPosition)
|
||||||
|
{
|
||||||
|
return new Trade(gmxPosition.Date,
|
||||||
|
MiscExtensions.ParseEnum<TradeDirection>(gmxPosition.Direction),
|
||||||
|
MiscExtensions.ParseEnum<TradeStatus>(gmxPosition.Status),
|
||||||
|
MiscExtensions.ParseEnum<TradeType>(gmxPosition.TradeType),
|
||||||
|
MiscExtensions.ParseEnum<Ticker>(gmxPosition.Ticker),
|
||||||
|
(decimal)gmxPosition.Quantity,
|
||||||
|
(decimal)gmxPosition.Price,
|
||||||
|
gmxPosition.Leverage,
|
||||||
|
gmxPosition.ExchangeOrderId, "");
|
||||||
|
}
|
||||||
|
|
||||||
|
public static List<Trade> Map(List<GmxTrade> resultPositions)
|
||||||
|
{
|
||||||
|
var trades = new List<Trade>();
|
||||||
|
foreach (var gmxPosition in resultPositions)
|
||||||
|
{
|
||||||
|
trades.Add(Map(gmxPosition));
|
||||||
|
}
|
||||||
|
|
||||||
|
return trades;
|
||||||
|
}
|
||||||
}
|
}
|
||||||
@@ -50,6 +50,7 @@ namespace Managing.Infrastructure.Evm.Services
|
|||||||
}
|
}
|
||||||
catch (Exception ex) when (!(ex is Web3ProxyException))
|
catch (Exception ex) when (!(ex is Web3ProxyException))
|
||||||
{
|
{
|
||||||
|
SentrySdk.CaptureException(ex);
|
||||||
throw new Web3ProxyException($"Failed to call Privy service at {endpoint}: {ex.Message}");
|
throw new Web3ProxyException($"Failed to call Privy service at {endpoint}: {ex.Message}");
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -81,6 +82,7 @@ namespace Managing.Infrastructure.Evm.Services
|
|||||||
}
|
}
|
||||||
catch (Exception ex) when (!(ex is Web3ProxyException))
|
catch (Exception ex) when (!(ex is Web3ProxyException))
|
||||||
{
|
{
|
||||||
|
SentrySdk.CaptureException(ex);
|
||||||
throw new Web3ProxyException($"Failed to get Privy service at {endpoint}: {ex.Message}");
|
throw new Web3ProxyException($"Failed to get Privy service at {endpoint}: {ex.Message}");
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -107,6 +109,7 @@ namespace Managing.Infrastructure.Evm.Services
|
|||||||
}
|
}
|
||||||
catch (Exception ex) when (!(ex is Web3ProxyException))
|
catch (Exception ex) when (!(ex is Web3ProxyException))
|
||||||
{
|
{
|
||||||
|
SentrySdk.CaptureException(ex);
|
||||||
throw new Web3ProxyException($"Failed to call GMX service at {endpoint}: {ex.Message}");
|
throw new Web3ProxyException($"Failed to call GMX service at {endpoint}: {ex.Message}");
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -138,6 +141,7 @@ namespace Managing.Infrastructure.Evm.Services
|
|||||||
}
|
}
|
||||||
catch (Exception ex) when (!(ex is Web3ProxyException))
|
catch (Exception ex) when (!(ex is Web3ProxyException))
|
||||||
{
|
{
|
||||||
|
SentrySdk.CaptureException(ex);
|
||||||
throw new Web3ProxyException($"Failed to get GMX service at {endpoint}: {ex.Message}");
|
throw new Web3ProxyException($"Failed to get GMX service at {endpoint}: {ex.Message}");
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -178,6 +182,7 @@ namespace Managing.Infrastructure.Evm.Services
|
|||||||
}
|
}
|
||||||
catch (Exception ex) when (!(ex is Web3ProxyException))
|
catch (Exception ex) when (!(ex is Web3ProxyException))
|
||||||
{
|
{
|
||||||
|
SentrySdk.CaptureException(ex);
|
||||||
// If we couldn't parse the error as JSON or another issue occurred
|
// If we couldn't parse the error as JSON or another issue occurred
|
||||||
var content = await response.Content.ReadAsStringAsync();
|
var content = await response.Content.ReadAsStringAsync();
|
||||||
throw new Web3ProxyException($"HTTP error {statusCode}: {content}");
|
throw new Web3ProxyException($"HTTP error {statusCode}: {content}");
|
||||||
|
|||||||
@@ -6,6 +6,7 @@ import { getByKey } from "../../utils/objects.js";
|
|||||||
import { createFindSwapPath, findAllSwapPaths, getWrappedAddress } from "../../utils/swap/swapPath.js";
|
import { createFindSwapPath, findAllSwapPaths, getWrappedAddress } from "../../utils/swap/swapPath.js";
|
||||||
import { convertToUsd, getIsUnwrap, getIsWrap, getTokensRatioByPrice } from "../../utils/tokens.js";
|
import { convertToUsd, getIsUnwrap, getIsWrap, getTokensRatioByPrice } from "../../utils/tokens.js";
|
||||||
import { getIncreasePositionAmounts } from "../../utils/trade/amounts.js";
|
import { getIncreasePositionAmounts } from "../../utils/trade/amounts.js";
|
||||||
|
import { getAcceptablePriceInfo } from "../../utils/prices.js";
|
||||||
|
|
||||||
import type { GmxSdk } from "../..";
|
import type { GmxSdk } from "../..";
|
||||||
import { createSwapEstimator, getMarketsGraph } from "../../utils/swap/swapRouting.js";
|
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 { EntryField, SidecarSlTpOrderEntryValid } from "../../types/sidecarOrders.js";
|
||||||
import { bigMath } from "../../utils/bigmath.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 */
|
/** Base Optional params for helpers, allows to avoid calling markets, tokens and uiFeeFactor methods if they are already passed */
|
||||||
interface BaseOptionalParams {
|
interface BaseOptionalParams {
|
||||||
marketsInfoData?: MarketsInfoData;
|
marketsInfoData?: MarketsInfoData;
|
||||||
@@ -166,16 +166,25 @@ export async function increaseOrderHelper(
|
|||||||
if (params.stopLossPrice) {
|
if (params.stopLossPrice) {
|
||||||
const stopLossCollateralDeltaUsd = convertToUsd(increaseAmounts.collateralDeltaAmount, collateralToken.decimals, 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 = {
|
stopLossDecreaseAmounts = {
|
||||||
isFullClose: true,
|
isFullClose: true,
|
||||||
sizeDeltaUsd: increaseAmounts.sizeDeltaUsd,
|
sizeDeltaUsd: increaseAmounts.sizeDeltaUsd,
|
||||||
sizeDeltaInTokens: increaseAmounts.sizeDeltaInTokens,
|
sizeDeltaInTokens: increaseAmounts.sizeDeltaInTokens,
|
||||||
collateralDeltaUsd: stopLossCollateralDeltaUsd,
|
collateralDeltaUsd: stopLossCollateralDeltaUsd,
|
||||||
collateralDeltaAmount: increaseAmounts.collateralDeltaAmount,
|
collateralDeltaAmount: increaseAmounts.collateralDeltaAmount,
|
||||||
indexPrice: 0n,
|
indexPrice: params.stopLossPrice,
|
||||||
collateralPrice: 0n,
|
collateralPrice: 0n,
|
||||||
acceptablePrice: params.stopLossPrice,
|
acceptablePrice: acceptablePriceInfo.acceptablePrice,
|
||||||
acceptablePriceDeltaBps: ALLOWED_SLIPPAGE_BPS,
|
acceptablePriceDeltaBps: acceptablePriceInfo.acceptablePriceDeltaBps,
|
||||||
recommendedAcceptablePriceDeltaBps: 0n,
|
recommendedAcceptablePriceDeltaBps: 0n,
|
||||||
estimatedPnl: 0n,
|
estimatedPnl: 0n,
|
||||||
estimatedPnlPercentage: 0n,
|
estimatedPnlPercentage: 0n,
|
||||||
@@ -231,16 +240,25 @@ export async function increaseOrderHelper(
|
|||||||
if (params.takeProfitPrice) {
|
if (params.takeProfitPrice) {
|
||||||
const takeProfitCollateralDeltaUsd = convertToUsd(increaseAmounts.collateralDeltaAmount, collateralToken.decimals, 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 = {
|
takeProfitDecreaseAmounts = {
|
||||||
isFullClose: true,
|
isFullClose: true,
|
||||||
sizeDeltaUsd: increaseAmounts.sizeDeltaUsd,
|
sizeDeltaUsd: increaseAmounts.sizeDeltaUsd,
|
||||||
sizeDeltaInTokens: increaseAmounts.sizeDeltaInTokens,
|
sizeDeltaInTokens: increaseAmounts.sizeDeltaInTokens,
|
||||||
collateralDeltaUsd: takeProfitCollateralDeltaUsd,
|
collateralDeltaUsd: takeProfitCollateralDeltaUsd,
|
||||||
collateralDeltaAmount: increaseAmounts.collateralDeltaAmount,
|
collateralDeltaAmount: increaseAmounts.collateralDeltaAmount,
|
||||||
indexPrice: 0n,
|
indexPrice: params.takeProfitPrice, // Keep original trigger price for indexPrice
|
||||||
collateralPrice: 0n,
|
collateralPrice: 0n, // Consider if this needs calculation
|
||||||
acceptablePrice: params.takeProfitPrice,
|
acceptablePrice: acceptablePriceInfo.acceptablePrice,
|
||||||
acceptablePriceDeltaBps: ALLOWED_SLIPPAGE_BPS,
|
acceptablePriceDeltaBps: acceptablePriceInfo.acceptablePriceDeltaBps,
|
||||||
recommendedAcceptablePriceDeltaBps: 0n,
|
recommendedAcceptablePriceDeltaBps: 0n,
|
||||||
estimatedPnl: 0n,
|
estimatedPnl: 0n,
|
||||||
estimatedPnlPercentage: 0n,
|
estimatedPnlPercentage: 0n,
|
||||||
|
|||||||
@@ -140,6 +140,8 @@ const plugin: FastifyPluginAsyncTypebox = async (fastify) => {
|
|||||||
account,
|
account,
|
||||||
ticker
|
ticker
|
||||||
)
|
)
|
||||||
|
|
||||||
|
console.log('result', result)
|
||||||
|
|
||||||
return result
|
return result
|
||||||
} catch (error) {
|
} catch (error) {
|
||||||
|
|||||||
Reference in New Issue
Block a user