Filter delta neutral markets

This commit is contained in:
2024-08-17 17:07:51 +07:00
parent 4f860466ea
commit 8e9601f36e
3 changed files with 22 additions and 16 deletions

View File

@@ -45,6 +45,24 @@
public const string MARKET_DISABLED_KEY = "IS_MARKET_DISABLED"; public const string MARKET_DISABLED_KEY = "IS_MARKET_DISABLED";
public const string MAX_PNL_FACTOR_FOR_TRADERS = "MAX_PNL_FACTOR_FOR_TRADERS"; 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 class TokenAddress
{ {
public const string WETH = "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1"; public const string WETH = "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1";

View File

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

View File

@@ -12,21 +12,6 @@ public class TradaoService : ITradaoService
{ {
private readonly HttpClient _httpClient; 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() public TradaoService()
{ {
_httpClient = new HttpClient(); _httpClient = new HttpClient();
@@ -172,7 +157,7 @@ public class TradaoService : ITradaoService
if (ticker == null || fundingRate.ExchangeName != "gmxv2") if (ticker == null || fundingRate.ExchangeName != "gmxv2")
continue; continue;
if (!_deltaNeutralTickers.Contains(ticker.Value)) if (!Constants.GMX.Config.DeltaNeutralTickers.Contains(ticker.Value))
continue; continue;
var longRate = GetApy(fundingRate.LongFundingRate); var longRate = GetApy(fundingRate.LongFundingRate);