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Filter delta neutral markets

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This commit is contained in:
cryptooda
2024-08-17 17:07:51 +07:00
parent 4f860466ea
commit 8e9601f36e
3 changed files with 22 additions and 16 deletions
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18
src/Managing.Common/Constants.cs
View File

@@ -45,6 +45,24 @@
public const string MARKET_DISABLED_KEY = "IS_MARKET_DISABLED";
public const string MAX_PNL_FACTOR_FOR_TRADERS = "MAX_PNL_FACTOR_FOR_TRADERS";
public class Config
{
public static readonly HashSet<Enums.Ticker> DeltaNeutralTickers = new()
{
Enums.Ticker.BTC,
Enums.Ticker.ARB,
Enums.Ticker.ETH,
Enums.Ticker.BNB,
Enums.Ticker.SOL,
Enums.Ticker.LINK,
Enums.Ticker.OP,
Enums.Ticker.UNI,
Enums.Ticker.AAVE,
Enums.Ticker.PEPE,
Enums.Ticker.WIF,
};
}
public class TokenAddress
{
public const string WETH = "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1";

3
src/Managing.Infrastructure.Web3/Services/Gmx/GmxV2Service.cs
View File

@@ -491,6 +491,9 @@ public class GmxV2Service
var marketDatas = await GetMarketInfosAsync(web3);
foreach (var gmxMarketInfo in marketDatas)
{
if (!Constants.GMX.Config.DeltaNeutralTickers.Contains(GmxHelpers.GetTicker(gmxMarketInfo.Market.Symbol)))
continue;
var rates = Map(gmxMarketInfo);
fundingRates.AddRange(rates);
}

17
src/Managing.Infrastructure.Web3/Services/TradaoService.cs
View File

@@ -12,21 +12,6 @@ public class TradaoService : ITradaoService
{
private readonly HttpClient _httpClient;
private readonly HashSet<Enums.Ticker> _deltaNeutralTickers = new()
{
Enums.Ticker.BTC,
Enums.Ticker.ARB,
Enums.Ticker.ETH,
Enums.Ticker.BNB,
Enums.Ticker.SOL,
Enums.Ticker.LINK,
Enums.Ticker.OP,
Enums.Ticker.UNI,
Enums.Ticker.AAVE,
Enums.Ticker.PEPE,
Enums.Ticker.WIF,
};
public TradaoService()
{
_httpClient = new HttpClient();
@@ -172,7 +157,7 @@ public class TradaoService : ITradaoService
if (ticker == null || fundingRate.ExchangeName != "gmxv2")
continue;
if (!_deltaNeutralTickers.Contains(ticker.Value))
if (!Constants.GMX.Config.DeltaNeutralTickers.Contains(ticker.Value))
continue;
var longRate = GetApy(fundingRate.LongFundingRate);