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Fix bots + positions managements

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This commit is contained in:
Crypto Od
2025-04-23 19:36:26 +02:00
parent ad5996ca61
commit 76b8b7ebb6
24 changed files with 299 additions and 98 deletions
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2
src/Managing.Application.Abstractions/Repositories/IEvmManager.cs
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@@ -64,4 +64,6 @@ public interface IEvmManager
/// <param name="message">The message to sign</param>
/// <returns>The signature response</returns>
Task<string> SignMessageAsync(string embeddedWalletId, string address, string message);
Task<List<Position>> GetPositions(Account account);
}

1
src/Managing.Application.Abstractions/Services/IExchangeService.cs
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@@ -61,4 +61,5 @@ public interface IExchangeService
Task<List<Trade>> GetOpenOrders(Account account, Ticker ticker);
Task<Trade> GetTrade(string reference, string orderId, Ticker ticker);
Task<List<FundingRate>> GetFundingRates();
Task<IEnumerable<Position>> GetBrokerPositions(Account account);
}

1
src/Managing.Application.Abstractions/Services/ITradingService.cs
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@@ -34,4 +34,5 @@ public interface ITradingService
void UpdateDeltaNeutralOpportunities();
void UpdateScenario(Scenario scenario);
void UpdateStrategy(Strategy strategy);
Task<IEnumerable<Position>> GetBrokerPositions(Account account);
}

8
src/Managing.Application.Tests/TradingBaseTests.cs
View File

@@ -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<ICacheService>();
var evmManager = new EvmManager(Subgraphs, CreateWebProxyService(), cacheService.Object);
var evmProcessor = new EvmProcessor(new Mock<ILogger<EvmProcessor>>().Object, evmManager);
var exchangeProcessors = new List<IExchangeProcessor>()
@@ -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);

49
src/Managing.Application/Bots/TradingBot.cs
View File

@@ -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>{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}");
}

5
src/Managing.Application/Trading/TradingService.cs
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@@ -278,6 +278,11 @@ public class TradingService : ITradingService
_tradingRepository.UpdateStrategy(strategy);
}
public async Task<IEnumerable<Position>> GetBrokerPositions(Account account)
{
return await _exchangeService.GetBrokerPositions(account);
}
private async Task ManageTrader(TraderFollowup a, List<Ticker> tickers)
{
var shortAddress = a.Account.Address.Substring(0, 6);

1
src/Managing.Infrastructure.Exchanges/Abstractions/IExchangeProcessor.cs
View File

@@ -40,4 +40,5 @@ public interface IExchangeProcessor
Task<List<Trade>> GetOrders(Account account, Ticker ticker);
Task<Trade> GetTrade(string reference, string orderId, Ticker ticker);
Task<List<FundingRate>> GetFundingRates();
Task<IEnumerable<Position>> GetPositions(Account account);
}

6
src/Managing.Infrastructure.Exchanges/ExchangeService.cs
View File

@@ -187,6 +187,12 @@ namespace Managing.Infrastructure.Exchanges
return processor.GetFundingRates();
}
public Task<IEnumerable<Position>> GetBrokerPositions(Account account)
{
var processor = _exchangeProcessor.First(e => e.Exchange() == TradingExchanges.Evm);
return processor.GetPositions(account);
}
public async Task<List<Trade>> GetTrades(Account account, Ticker ticker)
{
var processor = GetProcessor(account);

1
src/Managing.Infrastructure.Exchanges/Exchanges/BaseProcessor.cs
View File

@@ -41,5 +41,6 @@ namespace Managing.Infrastructure.Exchanges.Exchanges
public abstract Task<List<Trade>> GetOrders(Account account, Ticker ticker);
public abstract Task<Trade> GetTrade(string reference, string orderId, Ticker ticker);
public abstract Task<List<FundingRate>> GetFundingRates();
public abstract Task<IEnumerable<Position>> GetPositions(Account account);
}
}

5
src/Managing.Infrastructure.Exchanges/Exchanges/BinanceProcessor.cs
View File

@@ -112,6 +112,11 @@ public class BinanceProcessor : BaseProcessor
throw new NotImplementedException();
}
public override Task<IEnumerable<Position>> GetPositions(Account account)
{
throw new NotImplementedException();
}
public override async Task<List<Trade>> GetTrades(Account account, Ticker ticker)
{
var binanceOrder =

5
src/Managing.Infrastructure.Exchanges/Exchanges/EvmProcessor.cs
View File

@@ -103,6 +103,11 @@ public class EvmProcessor : BaseProcessor
return await _evmManager.GetFundingRates();
}
public override async Task<IEnumerable<Position>> GetPositions(Account account)
{
return await _evmManager.GetPositions(account);
}
public override decimal GetVolume(Account account, Ticker ticker)
{
var volume = _evmManager.GetVolume(SubgraphProvider.ChainlinkPrice, ticker);

5
src/Managing.Infrastructure.Exchanges/Exchanges/FtxProcessor.cs
View File

@@ -212,4 +212,9 @@ public class FtxProcessor : BaseProcessor
{
throw new NotImplementedException();
}
public override Task<IEnumerable<Position>> GetPositions(Account account)
{
throw new NotImplementedException();
}
}

5
src/Managing.Infrastructure.Exchanges/Exchanges/KrakenProcessor.cs
View File

@@ -100,6 +100,11 @@ public class KrakenProcessor : BaseProcessor
throw new NotImplementedException();
}
public override Task<IEnumerable<Position>> GetPositions(Account account)
{
throw new NotImplementedException();
}
public override async Task<List<Trade>> GetTrades(Account account, Ticker ticker)
{
LoadClient(account);

87
src/Managing.Infrastructure.Tests/EvmManagerTests.cs
View File

@@ -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<Chain> _chains;
public List<ISubgraphPrices> 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<ICacheService>();
_manager = new EvmManager(Subgraphs, _web3Proxy, cache.Object);
_chains = ChainService.GetChains();
}
[Fact]
public void Should_construct_manager()
{
var manager = new EvmManager(Subgraphs, _web3Proxy);
Assert.IsType<EvmManager>(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<List<EventLog<TransferEventDTO>>>(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<string>(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<List<EvmBalance>>(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<List<EvmBalance>>(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<EvmBalance>(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<EvmBalance>(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<List<EvmBalance>>(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<decimal>(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);

6
src/Managing.Infrastructure.Tests/ExchangeServicesTests.cs
View File

@@ -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<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 exchangeProcessors = new List<IExchangeProcessor>()
{

9
src/Managing.Infrastructure.Tests/GmxServiceTests.cs
View File

@@ -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<List<Trade>>(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<bool>(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);
}

6
src/Managing.Infrastructure.Tests/PrivyTradingTests.cs
View File

@@ -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<List<Trade>>(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);
}
}

17
src/Managing.Infrastructure.Web3/EvmManager.cs
View File

@@ -720,6 +720,21 @@ public class EvmManager : IEvmManager
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)
{
@@ -757,7 +772,7 @@ public class EvmManager : IEvmManager
var result = await _web3ProxyService.GetGmxServiceAsync<GetGmxTradesResponse>("/trades",
new { account = account.Key, ticker = ticker.ToString() });
return result.Trades;
return GmxV2Mappers.Map(result.Trades);
}
else
{

6
src/Managing.Infrastructure.Web3/Models/Proxy/GetGmxPositionsResponse.cs
View File

@@ -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

52
src/Managing.Infrastructure.Web3/Models/Proxy/GetGmxTradesResponse.cs
View File

@@ -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<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; }
}

79
src/Managing.Infrastructure.Web3/Services/Gmx/GmxV2Mappers.cs
View File

@@ -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<MarketPrices> Map(List<ABI.GmxV2.Reader.ContractDefinition.MarketPrices> marketPrices)
@@ -134,10 +138,75 @@ internal static class GmxV2Mappers
}
catch (Exception e)
{
Console.WriteLine(e);
Console.WriteLine($"Could not parse ticker for symbol {t.Symbol}: {e.Message}");
}
}
return tokens;
}
/// <summary>
/// Maps raw GMX positions fetched from the proxy/contract to domain Position objects.
/// </summary>
/// <param name="resultPositions">List of GmxPosition objects from the proxy.</param>
/// <returns>List of domain Position objects.</returns>
/// <remarks>
/// Assumes GmxPosition contains necessary details like Account, Market, CollateralToken, IsLong, etc.
/// Requires resolution of MoneyManagement dependency.
/// </remarks>
public static List<Position> Map(List<GmxPosition> resultPositions)
{
var positions = new List<Position>();
foreach (var gmxPosition in resultPositions)
{
try
{
var position = new Position("",
MiscExtensions.ParseEnum<TradeDirection>(gmxPosition.Direction),
MiscExtensions.ParseEnum<Ticker>(gmxPosition.Ticker),
new MoneyManagement(),
PositionInitiator.User,
gmxPosition.Date);
position.Open = Map(gmxPosition.Open);
position.TakeProfit1 = Map(gmxPosition.TakeProfit1);
position.StopLoss = Map(gmxPosition.StopLoss);
position.ProfitAndLoss = new ProfitAndLoss()
{
Net = (decimal)gmxPosition.Pnl
};
position.Status = MiscExtensions.ParseEnum<PositionStatus>(gmxPosition.Status);
positions.Add(position);
}
catch (Exception ex)
{
Console.WriteLine($"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;
}
}

5
src/Managing.Infrastructure.Web3/Services/Web3ProxyService.cs
View File

@@ -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}");

34
src/Managing.Web3Proxy/src/generated/gmxsdk/modules/orders/helpers.ts
View File

@@ -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,

2
src/Managing.Web3Proxy/src/routes/api/gmx/index.ts
View File

@@ -140,6 +140,8 @@ const plugin: FastifyPluginAsyncTypebox = async (fastify) => {
account,
ticker
)
console.log('result', result)
return result
} catch (error) {