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Fix get current price

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This commit is contained in:
cryptooda
2025-09-20 16:20:47 +07:00
parent d58672f879
commit 931c4661dc
9 changed files with 110 additions and 12 deletions
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1
src/Managing.Application.Abstractions/Services/IExchangeService.cs
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@@ -26,6 +26,7 @@ public interface IExchangeService
Task<decimal> GetBalance(Account account, bool isForPaperTrading = false);
Task<List<Balance>> GetBalances(Account account, bool isForPaperTrading = false);
Task<decimal> GetPrice(Account account, Ticker ticker, DateTime date);
Task<decimal> GetCurrentPrice(Account account, Ticker ticker);
Task<Trade> GetTrade(Account account, string order, Ticker ticker);
Task<List<Candle>> GetCandles(Account account, Ticker ticker, DateTime startDate, Timeframe interval,

3
src/Managing.Application.Tests/TradingBaseTests.cs
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@@ -91,7 +91,8 @@ namespace Managing.Application.Tests
{
var settings = new Web3ProxySettings { BaseUrl = baseUrl };
var options = Options.Create(settings);
return new Web3ProxyService(options);
var logger = new Mock<ILogger<Web3ProxyService>>().Object;
return new Web3ProxyService(options, logger);
}
}
}

10
src/Managing.Application/Bots/TradingBotBase.cs
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@@ -615,7 +615,7 @@ public class TradingBotBase : ITradingBot
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService =>
{
currentPrice = await exchangeService.GetPrice(Account, Config.Ticker, DateTime.UtcNow);
currentPrice = await exchangeService.GetCurrentPrice(Account, Config.Ticker);
});
var riskResult = default(SynthRiskResult);
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory, async tradingService =>
@@ -664,7 +664,7 @@ public class TradingBotBase : ITradingBot
{
return Config.IsForBacktest
? LastCandle?.Close ?? 0
: await exchangeService.GetPrice(Account, Config.Ticker, DateTime.UtcNow);
: await exchangeService.GetCurrentPrice(Account, Config.Ticker);
});
if (openedPosition != null)
@@ -825,7 +825,7 @@ public class TradingBotBase : ITradingBot
{
currentPrice = Config.IsForBacktest
? LastCandle?.Close ?? 0
: await exchangeService.GetPrice(Account, Config.Ticker, DateTime.UtcNow);
: await exchangeService.GetCurrentPrice(Account, Config.Ticker);
});
@@ -1157,7 +1157,7 @@ public class TradingBotBase : ITradingBot
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService =>
{
closingPrice = await exchangeService.GetPrice(Account, Config.Ticker, DateTime.UtcNow);
closingPrice = await exchangeService.GetCurrentPrice(Account, Config.Ticker);
});
bool isManualCloseProfitable = position.OriginDirection == TradeDirection.Long
@@ -1541,7 +1541,7 @@ public class TradingBotBase : ITradingBot
await ServiceScopeHelpers.WithScopedServices<ITradingService, IExchangeService>(_scopeFactory,
async (tradingService, exchangeService) =>
{
var currentPrice = await exchangeService.GetPrice(Account, Config.Ticker, DateTime.UtcNow);
var currentPrice = await exchangeService.GetCurrentPrice(Account, Config.Ticker);
var signalValidationResult = await tradingService.ValidateSynthSignalAsync(
signal,

1
src/Managing.Infrastructure.Exchanges/Abstractions/IExchangeProcessor.cs
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@@ -27,6 +27,7 @@ public interface IExchangeProcessor
Task<decimal> GetBalance(Account account, bool isForPaperTrading = false);
Task<List<Balance>> GetBalances(Account account, bool isForPaperTrading = false);
Task<decimal> GetPrice(Account account, Ticker ticker, DateTime date);
Task<decimal> GetCurrentPrice(Account account, Ticker ticker);
Task<Trade> GetTrade(Account account, string order, Ticker ticker);
Task<List<Candle>> GetCandles(Account account, Ticker ticker, DateTime startDate, Timeframe interval);
decimal GetVolume(Account account, Ticker ticker);

25
src/Managing.Infrastructure.Exchanges/ExchangeService.cs
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@@ -249,10 +249,35 @@ namespace Managing.Infrastructure.Exchanges
}
public async Task<decimal> GetPrice(Account account, Ticker ticker, DateTime date)
{
try
{
var processor = GetProcessor(account);
return await processor.GetPrice(account, ticker, date);
}
catch (InvalidOperationException ex) when (ex.Message.Contains("no candle data available"))
{
_logger.LogWarning($"Primary price source failed for {ticker} at {date:yyyy-MM-dd HH:mm:ss}. Attempting fallback to current price.");
// Fallback: Try to get current price instead of historical price
try
{
var processor = GetProcessor(account);
return await processor.GetCurrentPrice(account, ticker);
}
catch (Exception fallbackEx)
{
_logger.LogError(fallbackEx, $"Fallback price retrieval also failed for {ticker} at {date:yyyy-MM-dd HH:mm:ss}");
throw new InvalidOperationException($"Unable to retrieve price for {ticker}. Both primary and fallback methods failed. Please check if the ticker is valid and data sources are accessible.", ex);
}
}
}
public async Task<decimal> GetCurrentPrice(Account account, Ticker ticker)
{
var processor = GetProcessor(account);
return await processor.GetCurrentPrice(account, ticker);
}
public async Task<Candle> GetCandle(Account account, Ticker ticker, DateTime date)
{

1
src/Managing.Infrastructure.Exchanges/Exchanges/BaseProcessor.cs
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@@ -17,6 +17,7 @@ namespace Managing.Infrastructure.Exchanges.Exchanges
public abstract Task<List<Candle>> GetCandles(Account account, Ticker ticker, DateTime startDate, Timeframe interval);
public abstract decimal GetFee(Account account, bool isForPaperTrading = false);
public abstract Task<decimal> GetPrice(Account account, Ticker ticker, DateTime date);
public abstract Task<decimal> GetCurrentPrice(Account account, Ticker ticker);
public abstract Task<decimal> GetQuantityInPosition(Account account, Ticker ticker);
public abstract Task<Trade> GetTrade(Account account, string order, Ticker ticker);
public abstract Task<List<Trade>> GetTrades(Account account, Ticker ticker);

54
src/Managing.Infrastructure.Exchanges/Exchanges/EvmProcessor.cs
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@@ -85,7 +85,59 @@ public class EvmProcessor : BaseProcessor
public override async Task<decimal> GetPrice(Account account, Ticker ticker, DateTime date)
{
return (await GetCandles(account, ticker, date, Timeframe.OneMinute, true)).Last().Close;
var candles = await GetCandles(account, ticker, date, Timeframe.OneMinute, true);
if (candles == null || !candles.Any())
{
_logger.LogError($"No candles available for ticker {ticker} at date {date:yyyy-MM-dd HH:mm:ss}. This could indicate a data source issue or invalid ticker.");
throw new InvalidOperationException($"Cannot get price for {ticker} - no candle data available for the requested date {date:yyyy-MM-dd HH:mm:ss}. Please check if the ticker is valid and data source is accessible.");
}
return candles.Last().Close;
}
/// <summary>
/// Gets the current/latest price from the broker for live trading purposes.
/// This method is optimized for getting real-time prices and handles empty data gracefully.
/// </summary>
/// <param name="account">The trading account</param>
/// <param name="ticker">The ticker symbol</param>
/// <returns>The current price from the broker</returns>
public override async Task<decimal> GetCurrentPrice(Account account, Ticker ticker)
{
try
{
// Try to get the most recent candle data (last 5 minutes)
var recentDate = DateTime.UtcNow.AddMinutes(-5);
var candles = await GetCandles(account, ticker, recentDate, Timeframe.OneMinute, true);
if (candles != null && candles.Any())
{
var latestCandle = candles.OrderByDescending(c => c.Date).First();
_logger.LogDebug($"Retrieved current price {latestCandle.Close} for {ticker} from candle data");
return latestCandle.Close;
}
// Fallback: Try to get price from a broader time range
var fallbackDate = DateTime.UtcNow.AddHours(-1);
var fallbackCandles = await GetCandles(account, ticker, fallbackDate, Timeframe.OneMinute, true);
if (fallbackCandles != null && fallbackCandles.Any())
{
var latestFallbackCandle = fallbackCandles.OrderByDescending(c => c.Date).First();
_logger.LogWarning($"Using fallback price {latestFallbackCandle.Close} for {ticker} from 1-hour old data");
return latestFallbackCandle.Close;
}
// If all else fails, throw a descriptive error
_logger.LogError($"No price data available for {ticker} from any source");
throw new InvalidOperationException($"Cannot get current price for {ticker} - no price data available from broker. Please check if the ticker is valid and the broker is accessible.");
}
catch (Exception ex)
{
_logger.LogError(ex, $"Error getting current price for {ticker}");
throw new InvalidOperationException($"Failed to get current price for {ticker}: {ex.Message}", ex);
}
}
public override async Task<decimal> GetQuantityInPosition(Account account, Ticker ticker)

4
src/Managing.Infrastructure.Tests/EvmManagerTests.cs
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@@ -5,6 +5,7 @@ using Managing.Domain.Evm;
using Managing.Infrastructure.Evm;
using Managing.Infrastructure.Evm.Abstractions;
using Managing.Infrastructure.Evm.Services;
using Microsoft.Extensions.Logging;
using Microsoft.Extensions.Options;
using Microsoft.VisualStudio.TestTools.UnitTesting;
using Moq;
@@ -299,6 +300,7 @@ public class EvmManagerTests
{
var settings = new Web3ProxySettings { BaseUrl = baseUrl };
var options = Options.Create(settings);
return new Web3ProxyService(options);
var logger = new Mock<ILogger<Web3ProxyService>>().Object;
return new Web3ProxyService(options, logger);
}
}

21
src/Managing.Infrastructure.Web3/EvmManager.cs
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@@ -441,12 +441,27 @@ public class EvmManager : IEvmManager
}
if (gmxPrices == null)
return null;
{
Console.WriteLine($"Warning: GMX API returned null for ticker {ticker}, timeframe {timeframe}, startDate {startDate:yyyy-MM-dd HH:mm:ss}");
return new List<Candle>();
}
if (gmxPrices.Candles == null || !gmxPrices.Candles.Any())
{
Console.WriteLine($"Warning: GMX API returned empty candles array for ticker {ticker}, timeframe {timeframe}, startDate {startDate:yyyy-MM-dd HH:mm:ss}");
return new List<Candle>();
}
var filteredCandles = gmxPrices.Candles.Where(p => p[0] >= startDate.AddMinutes(-1).ToUnixTimestamp()).ToList();
if (!filteredCandles.Any())
{
Console.WriteLine($"Warning: No candles found after filtering for ticker {ticker}, timeframe {timeframe}, startDate {startDate:yyyy-MM-dd HH:mm:ss}. Total candles before filtering: {gmxPrices.Candles.Count}");
return new List<Candle>();
}
var candles = new List<Candle>();
var timeBetweenCandles =
gmxPrices.Candles.Count > 2 ? gmxPrices.Candles[0][0] - gmxPrices.Candles[1][0] : 900; // Default 15 minutes
var timeBetweenCandles = CandleHelpers.GetBaseIntervalInSeconds(timeframe);
for (int i = 0; i < filteredCandles.Count; i++)
{