Fix leaderboard (#3)

This commit is contained in:
Oda
2024-07-20 20:38:40 +07:00
committed by GitHub
parent 029ba5f40e
commit a43e560d3a
8 changed files with 235 additions and 71 deletions

View File

@@ -110,11 +110,9 @@ builder.Services.AddHostedService<PricesFifteenMinutesWorker>();
builder.Services.AddHostedService<PricesOneHourWorker>(); builder.Services.AddHostedService<PricesOneHourWorker>();
builder.Services.AddHostedService<PricesFourHoursWorker>(); builder.Services.AddHostedService<PricesFourHoursWorker>();
builder.Services.AddHostedService<PricesOneDayWorker>(); builder.Services.AddHostedService<PricesOneDayWorker>();
builder.Services.AddHostedService<PositionManagerWorker>();
builder.Services.AddHostedService<SpotlightWorker>(); builder.Services.AddHostedService<SpotlightWorker>();
builder.Services.AddHostedService<TraderWatcher>(); builder.Services.AddHostedService<TraderWatcher>();
builder.Services.AddHostedService<LeaderboardWorker>(); builder.Services.AddHostedService<LeaderboardWorker>();
builder.Services.AddHostedService<NoobiesboardWorker>();
builder.Services.AddHostedService<FundingRatesWatcher>(); builder.Services.AddHostedService<FundingRatesWatcher>();
// App // App

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@@ -5,8 +5,8 @@
}, },
"InfluxDb": { "InfluxDb": {
"Url": "http://localhost:8086/", "Url": "http://localhost:8086/",
"Organization": "", "Organization": "managing-org",
"Token": "" "Token": "Fw2FPL2OwTzDHzSbR2Sd5xs0EKQYy00Q-hYKYAhr9cC1_q5YySONpxuf_Ck0PTjyUiF13xXmi__bu_pXH-H9zA=="
}, },
"Serilog": { "Serilog": {
"MinimumLevel": { "MinimumLevel": {

View File

@@ -18,7 +18,7 @@
} }
}, },
"ElasticConfiguration": { "ElasticConfiguration": {
"Uri": "http://localhost:9200" "Uri": "http://elasticsearch:9200"
}, },
"AllowedHosts": "*" "AllowedHosts": "*"
} }

View File

@@ -41,9 +41,9 @@ public static class TradingHelpers
public static bool IsAGoodTrader(Trader trader) public static bool IsAGoodTrader(Trader trader)
{ {
return trader.Winrate > 80 return trader.Winrate > 30
&& trader.TradeCount > 8 && trader.TradeCount > 8
&& trader.AverageWin > Math.Abs(trader.AverageLoss) * 3 && trader.AverageWin > Math.Abs(trader.AverageLoss)
&& trader.Pnl > 0; && trader.Pnl > 0;
} }

View File

@@ -23,7 +23,7 @@ public static class DiscordHelpers
var embed = new EmbedBuilder var embed = new EmbedBuilder
{ {
Author = new EmbedAuthorBuilder() { Name = "GMX" }, Author = new EmbedAuthorBuilder() { Name = "GMX v2" },
Title = $"{title} {DateTime.UtcNow:d}", Title = $"{title} {DateTime.UtcNow:d}",
Color = Color.Gold, Color = Color.Gold,
Fields = fields, Fields = fields,
@@ -88,7 +88,7 @@ public static class DiscordHelpers
private static string GetExplorerUrl(string key) private static string GetExplorerUrl(string key)
{ {
return $"https://www.tradao.xyz/#/user/{key}/1"; return $"https://www.tradao.xyz/#/user/{key}/arb-gmx-v2/";
} }
internal static Embed GetTradesEmbed(List<Trade> trades, string title) internal static Embed GetTradesEmbed(List<Trade> trades, string title)

View File

@@ -11,10 +11,28 @@ public class Row
{ {
public string user { get; set; } public string user { get; set; }
public string pnl { get; set; } public string pnl { get; set; }
public string fee { get; set; }
public string roi { get; set; } public string roi { get; set; }
public string longSize { get; set; } public string longSize { get; set; }
public string shortSize { get; set; } public string shortSize { get; set; }
public string openLatestCollateralSum { get; set; } public string openLatestCollateralSum { get; set; }
public string chainId { get; set; } public string chainId { get; set; }
public int tradeTimes { get; set; }
public int lastTrade { get; set; }
public decimal volume { get; set; }
public int winTime { get; set; }
public int lossTime { get; set; }
public List<string> indexTokens { get; set; }
public TradaoBacktest backtest { get; set; }
}
public class TradaoBacktest
{
public string roi { get; set; }
public string pnl { get; set; }
public string winRate { get; set; }
public string liquidate { get; set; }
public string maxDrawdown { get; set; }
public int initialBalance { get; set; }
public int updateTime { get; set; }
} }

View File

@@ -1,49 +1,174 @@
namespace Managing.Infrastructure.Evm.Models; using System.Text.Json.Serialization;
namespace Managing.Infrastructure.Evm.Models;
public class TradaoUserDetails public class TradaoUserDetails
{ {
public int updatetime { get; set; } [JsonPropertyName("gmxv2_42161")] public Gmxv242161 gmxv2_42161 { get; set; }
public Summary summary { get; set; }
public IList<Preference> preference { get; set; }
public IList<OpenPositions> openPositions { get; set; }
} }
public class Summary public class Summary
{ {
public string pnl { get; set; } [JsonPropertyName("pnl")] public decimal pnl { get; set; }
public string roi { get; set; }
public double winRate { get; set; }
public int trades { get; set; }
public int winTrades { get; set; }
public int lossTrades { get; set; }
public string averageWin { get; set; }
public string averageLoss { get; set; }
public string openCollateralSum { get; set; }
public string fee { get; set; }
[JsonPropertyName("roi")] public decimal roi { get; set; }
[JsonPropertyName("winRate")] public decimal winRate { get; set; }
[JsonPropertyName("trades")] public int trades { get; set; }
[JsonPropertyName("winTrades")] public int winTrades { get; set; }
[JsonPropertyName("lossTrades")] public int lossTrades { get; set; }
[JsonPropertyName("averageWin")] public decimal averageWin { get; set; }
[JsonPropertyName("averageLoss")] public decimal averageLoss { get; set; }
[JsonPropertyName("fee")] public decimal fee { get; set; }
[JsonPropertyName("tradingVolume")] public decimal tradingVolume { get; set; }
[JsonPropertyName("lastTradeTime")] public int lastTradeTime { get; set; }
[JsonPropertyName("maxIncreaseTimes")] public int maxIncreaseTimes { get; set; }
} }
// GMX v1
public class Gmx42161
{
[JsonPropertyName("updatetime")] public int updatetime { get; set; }
[JsonPropertyName("summary")] public Summary summary { get; set; }
[JsonPropertyName("preference")] public List<object> preference { get; set; }
[JsonPropertyName("records")] public List<Record> records { get; set; }
}
public class Gmx43114
{
[JsonPropertyName("updatetime")] public int updatetime { get; set; }
[JsonPropertyName("summary")] public Summary summary { get; set; }
[JsonPropertyName("preference")] public List<object> preference { get; set; }
[JsonPropertyName("records")] public List<object> records { get; set; }
}
public class Gmxv242161
{
[JsonPropertyName("updatetime")] public int updatetime { get; set; }
[JsonPropertyName("summary")] public Summary summary { get; set; }
[JsonPropertyName("preference")] public List<Preference> preference { get; set; }
[JsonPropertyName("records")] public List<Record> records { get; set; }
[JsonPropertyName("prices")] public Dictionary<string, string> prices { get; set; }
}
public class Record
{
[JsonPropertyName("indexToken")] public string indexToken { get; set; }
[JsonPropertyName("collateralToken")] public string collateralToken { get; set; }
[JsonPropertyName("isLong")] public bool isLong { get; set; }
[JsonPropertyName("isOpen")] public bool isOpen { get; set; }
[JsonPropertyName("positionId")] public string positionId { get; set; }
[JsonPropertyName("records")] public List<RecordDetail> records { get; set; }
[JsonPropertyName("averagePrice")] public string averagePrice { get; set; }
[JsonPropertyName("liqPrice")] public string liqPrice { get; set; }
[JsonPropertyName("borrowFee")] public string borrowFee { get; set; }
[JsonPropertyName("closeFee")] public string closeFee { get; set; }
[JsonPropertyName("fundingFee")] public string fundingFee { get; set; }
}
public class RecordDetail
{
[JsonPropertyName("timestamp")] public int timestamp { get; set; }
[JsonPropertyName("indexToken")] public string indexToken { get; set; }
[JsonPropertyName("collateralToken")] public string collateralToken { get; set; }
[JsonPropertyName("isLong")] public bool isLong { get; set; }
[JsonPropertyName("sizeDelta")] public double sizeDelta { get; set; }
[JsonPropertyName("collateralDelta")] public double collateralDelta { get; set; }
[JsonPropertyName("price")] public double price { get; set; }
[JsonPropertyName("fee")] public double fee { get; set; }
[JsonPropertyName("isLiquidation")] public bool isLiquidation { get; set; }
[JsonPropertyName("eventType")] public int eventType { get; set; }
[JsonPropertyName("pnlDelta")] public double pnlDelta { get; set; }
[JsonPropertyName("averagePrice")] public double averagePrice { get; set; }
[JsonPropertyName("positionId")] public string positionId { get; set; }
[JsonPropertyName("status")] public string status { get; set; }
[JsonPropertyName("blocknum")] public int blocknum { get; set; }
[JsonPropertyName("transactionIndex")] public int transactionIndex { get; set; }
}
public class Gmxv243114
{
[JsonPropertyName("updatetime")] public int updatetime { get; set; }
[JsonPropertyName("summary")] public Summary summary { get; set; }
[JsonPropertyName("preference")] public List<object> preference { get; set; }
[JsonPropertyName("records")] public List<object> records { get; set; }
}
public class Kwenta10
{
[JsonPropertyName("updatetime")] public int updatetime { get; set; }
[JsonPropertyName("summary")] public Summary summary { get; set; }
[JsonPropertyName("preference")] public List<object> preference { get; set; }
[JsonPropertyName("records")] public List<object> records { get; set; }
}
public class Polynomial10
{
[JsonPropertyName("updatetime")] public int updatetime { get; set; }
[JsonPropertyName("summary")] public Summary summary { get; set; }
[JsonPropertyName("preference")] public List<object> preference { get; set; }
[JsonPropertyName("records")] public List<object> records { get; set; }
}
public class Preference public class Preference
{ {
public string tokenAddress { get; set; } [JsonPropertyName("tokenAddress")] public string tokenAddress { get; set; }
public int winTrades { get; set; }
public int lossTrades { get; set; }
public string pnl { get; set; }
}
public class OpenPositions [JsonPropertyName("winTrades")] public int winTrades { get; set; }
{
public string indexTokenAddress { get; set; }
public string collateralTokenAddress { get; set; }
public bool isLong { get; set; }
public string position { get; set; }
public string collateral { get; set; }
public string realizedPnl { get; set; }
public string averagePrice { get; set; }
public string totalFee { get; set; }
public string entryFundingRate { get; set; }
public string borrowFee { get; set; }
public string closeFee { get; set; }
public string liqPrice { get; set; }
[JsonPropertyName("lossTrades")] public int lossTrades { get; set; }
[JsonPropertyName("pnl")] public double pnl { get; set; }
} }

View File

@@ -31,13 +31,12 @@ public class TradaoService : ITradaoService
public TradaoService() public TradaoService()
{ {
_httpClient = new HttpClient(); _httpClient = new HttpClient();
;
} }
public async Task<List<Trader>> GetBadTrader() public async Task<List<Trader>> GetBadTrader()
{ {
var bestTraders = await _httpClient.GetFromJsonAsync<TradaoList>( var bestTraders = await _httpClient.GetFromJsonAsync<TradaoList>(
$"https://api.tradao.xyz/v1/td/dashboard/42161/gmx/pnlTop/500/asc/2592000/0/?current=1&limit=500&order=asc&window=2592000&chain=42161&exchange=gmx&openPosition=0"); $"https://api.tradao.xyz/v2/td/dashboard/pnlTop/12/asc/604800/0/?exchangeId=gmx_42161&exchangeId=gmx_43114&exchangeId=gmxv2_42161&exchangeId=gmxv2_43114&current=1&limit=20&order=desc&window=2592000&exchangeDic=exchangeId%3Dgmx_42161%26exchangeId%3Dgmx_43114%26exchangeId%3Dgmxv2_42161%26exchangeId%3Dgmxv2_43114&chain=0&exchange=gmx&openPosition=0");
if (bestTraders == null || bestTraders.row.Count == 0) if (bestTraders == null || bestTraders.row.Count == 0)
{ {
@@ -47,11 +46,10 @@ public class TradaoService : ITradaoService
return await GetTraderDetails(bestTraders); return await GetTraderDetails(bestTraders);
} }
public async Task<List<Trader>> GetBestTrader() public async Task<List<Trader>> GetBestTrader()
{ {
var bestTraders = await _httpClient.GetFromJsonAsync<TradaoList>( var bestTraders = await _httpClient.GetFromJsonAsync<TradaoList>(
$"https://api.tradao.xyz/v1/td/dashboard/42161/gmx/pnlTop/500/desc/2592000/0/?current=1&limit=500&order=desc&window=2592000&chain=42161&exchange=gmx&openPosition=0"); $"https://api.tradao.xyz/v2/td/dashboard/roiTop/12/desc/2592000/0/?exchangeId=gmxv2_42161&current=1&limit=12&order=desc&window=2592000&exchangeDic=exchangeId%3Dgmxv2_42161&chain=42161&exchange=gmxv2&openPosition=0&volumeL=100000&tradeTimesL=10&tradeTimesH=50&winRateL=0.6");
if (bestTraders == null || bestTraders.row.Count == 0) if (bestTraders == null || bestTraders.row.Count == 0)
{ {
@@ -65,24 +63,27 @@ public class TradaoService : ITradaoService
{ {
var response = var response =
await _httpClient.GetFromJsonAsync<TradaoUserDetails>( await _httpClient.GetFromJsonAsync<TradaoUserDetails>(
$"https://api.tradao.xyz/v1/td/trader/42161/gmx/insights/{address}"); $"https://api.tradao.xyz/v2/td/trader/insightsV2/{address}?exchangeId=gmx_42161&exchangeId=gmx_43114&exchangeId=gmxv2_42161&exchangeId=gmxv2_43114");
var trades = new List<Trade>(); var trades = new List<Trade>();
if (response == null) return trades; if (response == null) return trades;
foreach (var position in response.openPositions) foreach (var record in response.gmxv2_42161.records.Where(p => p.isOpen))
{ {
var computedData = GetComputedData(record.records);
var marketPrice = response.gmxv2_42161.prices.FirstOrDefault(p => p.Key == record.indexToken).Value;
var trade = new Trade( var trade = new Trade(
DateTime.UtcNow, DateTime.UtcNow,
position.isLong ? Common.Enums.TradeDirection.Long : Common.Enums.TradeDirection.Short, record.isLong ? Common.Enums.TradeDirection.Long : Common.Enums.TradeDirection.Short,
Common.Enums.TradeStatus.Filled, Common.Enums.TradeStatus.Filled,
Common.Enums.TradeType.Market, Common.Enums.TradeType.Market,
TokenService.GetTicker(position.indexTokenAddress), TokenService.GetTicker(record.indexToken),
Convert.ToDecimal(position.collateral), Convert.ToDecimal(computedData.Collateral) / Convert.ToDecimal(marketPrice),
Convert.ToDecimal(position.averagePrice), Convert.ToDecimal(record.averagePrice),
Convert.ToDecimal(position.position) / Convert.ToDecimal(position.collateral), Convert.ToDecimal(computedData.Size) / Convert.ToDecimal(computedData.Collateral),
address, position.liqPrice record.positionId, record.liqPrice
); );
trades.Add(trade); trades.Add(trade);
@@ -91,6 +92,28 @@ public class TradaoService : ITradaoService
return trades; return trades;
} }
private (decimal Collateral, decimal Size) GetComputedData(List<RecordDetail> positionRecords)
{
decimal computedCollateral = 0;
decimal computedSize = 0;
foreach (var record in positionRecords)
{
if (record.eventType == 1) // Increase
{
computedCollateral += Convert.ToDecimal(record.collateralDelta);
computedSize += Convert.ToDecimal(record.sizeDelta);
}
else if (record.eventType == 2) // Decrease
{
computedCollateral -= Convert.ToDecimal(record.collateralDelta);
computedSize -= Convert.ToDecimal(record.sizeDelta);
}
}
return (computedCollateral, computedSize);
}
private async Task<List<Trader>> GetTraderDetails(TradaoList traders) private async Task<List<Trader>> GetTraderDetails(TradaoList traders)
{ {
@@ -99,7 +122,7 @@ public class TradaoService : ITradaoService
{ {
var response = var response =
await _httpClient.GetFromJsonAsync<TradaoUserDetails>( await _httpClient.GetFromJsonAsync<TradaoUserDetails>(
$"https://api.tradao.xyz/v1/td/trader/42161/gmx/insights/{trader.user}"); $"https://api.tradao.xyz/v2/td/trader/insightsV2/{trader.user}?exchangeId=gmx_42161&exchangeId=gmx_43114&exchangeId=gmxv2_42161&exchangeId=gmxv2_43114");
if (response != null) if (response != null)
result.Add(Map(response, trader.user)); result.Add(Map(response, trader.user));
@@ -113,12 +136,12 @@ public class TradaoService : ITradaoService
return new Trader return new Trader
{ {
Address = address, Address = address,
Winrate = (int)(response.summary.winRate * 100), Winrate = (int)(response.gmxv2_42161.summary.winRate * 100),
Pnl = Convert.ToDecimal(response.summary.pnl), Pnl = response.gmxv2_42161.summary.pnl,
TradeCount = response.summary.trades, TradeCount = response.gmxv2_42161.summary.trades,
AverageWin = Convert.ToDecimal(response.summary.averageWin), AverageWin = response.gmxv2_42161.summary.averageWin,
AverageLoss = Convert.ToDecimal(response.summary.averageLoss), AverageLoss = response.gmxv2_42161.summary.averageLoss,
Roi = Convert.ToDecimal(response.summary.roi) Roi = response.gmxv2_42161.summary.roi * 100
}; };
} }