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Add synthApi (#27)

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* Add synthApi

* Put confidence for Synth proba

* Update the code

* Update readme

* Fix bootstraping

* fix github build

* Update the endpoints for scenario

* Add scenario and update backtest modal

* Update bot modal

* Update interfaces for synth

* add synth to backtest

* Add Kelly criterion and better signal

* Update signal confidence

* update doc

* save leaderboard and prediction

* Update nswag to generate ApiClient in the correct path

* Unify the trading modal

* Save miner and prediction

* Update messaging and block new signal until position not close when flipping off

* Rename strategies to indicators

* Update doc

* Update chart + add signal name

* Fix signal direction

* Update docker webui

* remove crypto npm

* Clean
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2025-07-03 00:13:42 +07:00
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README.md
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@@ -78,7 +78,7 @@ It contains bot management, backtesting, scenario management and money managemen
## Back-end
- .NET 7
- .NET 8
- [SignalR](https://dotnet.microsoft.com/en-us/apps/aspnet/signalr)
- [Discord.Net](https://github.com/discord-net/Discord.Net)
- [CryptoExchange.Net](https://github.com/JKorf/CryptoExchange.Net)
@@ -88,79 +88,209 @@ It contains bot management, backtesting, scenario management and money managemen
---
# Features
# API Features
## Privy
## User Management (`UserController`)
Front-end required:
- Sign message to get jwt
- Delegate embedded address
- Sign delegation
- Send >10 USDc and 5$ of ETH for txn fees
- Trigger to init address
- **JWT Authentication**: Secure user authentication using Web3 signatures
- **Profile Management**: Update agent name, avatar URL, and Telegram channel
- **Current User Information**: Retrieve authenticated user details
Backend actions:
- Approve GMX contracts addresses
- Approve USDc contract address
### Authentication Flow
1. Sign message with Web3 wallet
2. Submit signed message to receive JWT token
3. Use JWT token for all subsequent API calls
### Endpoints
- `POST /User` - Create JWT token with Web3 signature
- `GET /User` - Get current user information
- `PUT /User/agent-name` - Update agent name
- `PUT /User/avatar` - Update avatar URL
- `PUT /User/telegram-channel` - Update Telegram channel
## Money Management
## Account Management (`AccountController`)
- Create a defined money management for a given timeframe (StopLoss, TakeProfit, Amount to risk)
- Edit a money management configuration
- Delete a configuration
- **Account Creation**: Create trading accounts linked to user profiles
- **Account Retrieval**: Get all accounts or specific account by name
- **Balance Monitoring**: Retrieve real-time account balances
- **GMX Integration**: Get claimable fees summary from GMX contracts
- **Account Deletion**: Remove accounts from user profile
## Strategies
### Endpoints
- `POST /Account` - Create new account
- `GET /Account/accounts` - Get all user accounts
- `GET /Account/balances` - Get account balances
- `GET /Account` - Get specific account by name
- `GET /Account/{name}/gmx-claimable-summary` - Get GMX claimable fees
- `DELETE /Account` - Delete account by name
- Build a strategy
- Delete strategy
## Money Management (`MoneyManagementController`)
Strategies availables :
- **Strategy Creation**: Define risk management parameters (StopLoss, TakeProfit, position sizing)
- **Strategy Updates**: Modify existing money management configurations
- **Strategy Retrieval**: Access all strategies or specific strategy by name
- **Strategy Deletion**: Remove unused money management configurations
| Strategy | Description | Recommended values |
|----------------------|------------------------------------------------------------------------------------------------------------------------------------|---------------------------------------------------|
| ChandelierExit | Triggers a SHORT signal when the previous candle is above the ChandelierExit, and the last candle closes below the ChandelierExit. | Period: 22, Multiplier: 3 |
| EMACross | Triggers a signal when the last candle crosses the EMA. | Period: 200 |
| EMATrend | Returns a Trend signal SHORT when the last candle is below the EMA, and a Trend LONG signal when StochRSI < 20%. | Period: 200 |
| MACDCross | Triggers a signal when EMAs cross. | FastPeriod: 12, SlowPeriods: 26, SignalPeriods: 9 |
| RSIDivergenceConfirm | First, detects a divergence and then triggers a signal when the divergence is confirmed. | Period: 4 for 6 |
| RSIDivergence | Triggers a signal when a divergence occurs on the period. | Period: 4 for 6 |
| STC | Returns a signal SHORT when the previous STC > 75% and the current STC <= 75%. | Period: 22 |
| StochRsiTrend | Returns a Trend signal SHORT when Stoch RSI > 80% and a Trend LONG signal when StochRSI < 20%. | Period: 22 |
| SuperTrend | Triggers a SHORT signal when the previous candle is above the super trend, and the last candle closes below the super trend. | Period: 10, Multiplier: 3 |
| ThreeWhiteSoldiers | Triggers a LONG signal when the Three White Soldiers pattern is identified. | Lookback Period: 3 |
### Endpoints
- `POST /MoneyManagement` - Create or update money management strategy
- `GET /MoneyManagement/moneymanagements` - Get all money management strategies
- `GET /MoneyManagement` - Get specific money management by name
- `DELETE /MoneyManagement` - Delete money management strategy
## Scenarios
## Scenarios & Indicators (`ScenarioController`)
- Build a scenario with multiple strategies
- Delete a scenario
### Scenarios
- **Build Scenarios**: Combine multiple indicators into trading strategies
- **Update Scenarios**: Modify existing scenario configurations
- **Scenario Management**: Create, retrieve, update, and delete scenarios
- **Loopback Period**: Configure historical data lookback for scenario evaluation
## Backtests
### Indicators
- **Indicator Creation**: Build custom technical indicators with specific parameters
- **Indicator Updates**: Modify existing indicator configurations
- **Comprehensive Parameters**: Support for period, multiplier, fast/slow periods, signal periods, etc.
- **Indicator Types**: Support for various technical indicators (MACD, RSI, EMA, SuperTrend, etc.)
The backtest system works with multiple required parameters :
### Scenario Endpoints
- `GET /Scenario` - Get all scenarios for user
- `POST /Scenario` - Create new scenario
- `PUT /Scenario` - Update existing scenario
- `DELETE /Scenario` - Delete scenario by name
- Exchange (Binance, Kraken, FTX)
- Ticker (ADAUSDT, BTCUSDT, etc..)
- Days : Since when did you want to start backtest. Should be a negative value
- ScenarioName
- Timeframe (OneDay, FifteenMinutes, etc..)
- BotType (ScalpingBot or FlippingBot)
- Initial balance
- **Advanced parameters**: All bot configuration parameters (time limits, profit-controlled flipping, etc.)
- **Smart bot deployment**: Deploy successful backtests as live bots with optimized settings
- **Enhanced UI**: Wider modals with organized 2-column parameter layouts
### Indicator Endpoints
- `GET /Scenario/indicator` - Get all indicators for user
- `POST /Scenario/indicator` - Create new indicator
- `PUT /Scenario/indicator` - Update existing indicator
- `DELETE /Scenario/indicator` - Delete indicator by name
## Bots
### Available Indicators
- Create and run a bot
- Stop / Restart a bot
- Delete a bot
- Stop all bots
- Set bot to watch only (send signal to discord instead of opening a new position)
- **Time-based position management**: Automatically close positions after maximum time limit (only when in profit/breakeven)
- **Advanced position flipping**: Control whether positions flip only when current position is profitable
- **Real-time configuration updates**: Update bot settings without restarting
- **Enhanced money management**: Smart money management selection with optimized settings from backtests
| Indicator | Type | Description | Parameters |
|----------------------|------|------------------------------------------------------------------------------------------------------------------------------------|-----------------------------------------|
| RsiDivergence | Signal | Detects RSI divergence patterns where price and RSI move in opposite directions | Period (recommended: 4-6) |
| RsiDivergenceConfirm | Signal | Enhanced RSI divergence that waits for confirmation before triggering signals | Period (recommended: 4-6) |
| MacdCross | Signal | Triggers signals when MACD histogram crosses zero line | FastPeriods: 12, SlowPeriods: 26, SignalPeriods: 9 |
| EmaCross | Signal | Triggers signals when price crosses EMA line | Period (recommended: 200) |
| EmaTrend | Trend | Returns trend signals based on price position relative to EMA | Period (recommended: 200) |
| SuperTrend | Signal | Triggers signals when price crosses SuperTrend indicator | Period: 10, Multiplier: 3 |
| ChandelierExit | Signal | Exit strategy based on highest/lowest values over a period with ATR multiplier | Period: 22, Multiplier: 3 |
| StochRsiTrend | Trend | Trend signals based on Stochastic RSI levels (>80% = Short, <20% = Long) | Period (recommended: 22) |
| Stc | Signal | Schaff Trend Cycle - signals when crossing 75% (Short) or 25% (Long) levels | CyclePeriods, FastPeriods, SlowPeriods |
| ThreeWhiteSoldiers | Signal | Candlestick pattern recognition for bullish reversal signals | Lookback Period: 3 |
| LaggingStc | Signal | Enhanced STC with lagging mechanism for reduced false signals | CyclePeriods, FastPeriods, SlowPeriods |
| SuperTrendCrossEma | Signal | Combined indicator using both SuperTrend and EMA crossovers | SuperTrend Period/Multiplier + EMA Period |
| DualEmaCross | Signal | Dual EMA crossover system using fast and slow EMAs | FastPeriods, SlowPeriods |
#### Signal Types
- **Signal**: Generates entry/exit signals for specific trading actions
- **Trend**: Provides directional trend information for position bias
- **Context**: Offers additional market context for decision making
#### Parameter Guidelines
- **Period**: Number of candles for calculation (higher = smoother, lower = more responsive)
- **Multiplier**: ATR multiplier for volatility-based indicators (higher = wider bands)
- **Fast/Slow Periods**: For dual-line indicators, fast reacts quickly, slow provides stability
- **Cycle Periods**: For oscillators, defines the cycle length for calculations
## Bot Management (`BotController`)
### Core Bot Operations
- **Start Bots**: Deploy bots with comprehensive configuration
- **Stop/Restart Bots**: Individual or bulk bot control
- **Delete Bots**: Remove bots and their associated data
- **Configuration Updates**: Real-time bot parameter updates without restart
### Advanced Bot Features
- **Manual Trading**: Open/close positions manually
- **Watch Mode**: Signal-only mode without actual trading
- **User Ownership**: Security validation ensuring users only control their own bots
- **Real-time Updates**: Live bot status and performance monitoring
### Flexible Configuration Options
**Scenario Configuration:**
- **Saved Scenarios**: Use `ScenarioName` to reference scenarios saved in database
- **Dynamic Scenarios**: Pass complete `Scenario` object directly without saving to database
- Dynamic scenarios are useful for testing custom configurations or one-time strategies
**Money Management Configuration:**
- **Saved Strategies**: Use `MoneyManagementName` to reference saved money management strategies
- **Dynamic Strategies**: Pass complete `MoneyManagement` object directly without saving
- Allows for custom risk parameters without cluttering the saved strategies list
### Endpoints
- `POST /Bot/Start` - Start a new bot
- `GET /Bot/Stop` - Stop specific bot
- `GET /Bot/Restart` - Restart specific bot
- `DELETE /Bot/Delete` - Delete bot
- `POST /Bot/stop-all` - Stop all user bots
- `POST /Bot/restart-all` - Restart all user bots
- `GET /Bot/ToggleIsForWatching` - Toggle watch mode
- `GET /Bot` - Get all active bots
- `POST /Bot/OpenPosition` - Manually open position
- `POST /Bot/ClosePosition` - Manually close position
- `PUT /Bot/UpdateConfig` - Update bot configuration
### TradingBotConfig Documentation
The `TradingBotConfig` class defines all configuration parameters for trading bots. Below are the available properties:
#### Required Properties
| Property | Type | Description |
|----------|------|-------------|
| `AccountName` | `string` | Name of the trading account to use |
| `MoneyManagement` | `MoneyManagement` | Risk management strategy configuration |
| `Ticker` | `Ticker` | Trading pair symbol (e.g., BTCUSDT) |
| `Timeframe` | `Timeframe` | Candle timeframe for analysis |
| `IsForWatchingOnly` | `bool` | If true, bot only sends signals without trading |
| `BotTradingBalance` | `decimal` | Initial trading balance for the bot |
| `BotType` | `BotType` | Type of trading bot behavior |
| `IsForBacktest` | `bool` | Whether this config is for backtesting |
| `CooldownPeriod` | `int` | Number of candles to wait before opening new position in same direction |
| `MaxLossStreak` | `int` | Maximum consecutive losses before requiring opposite direction signal (0 = no limit) |
| `FlipPosition` | `bool` | Whether the bot can flip positions |
| `Name` | `string` | Unique identifier/name for the bot |
| `FlipOnlyWhenInProfit` | `bool` | Only flip positions when current position is profitable (default: true) |
#### Optional Properties
| Property | Type | Description | Default |
|----------|------|-------------|---------|
| `Scenario` | `Scenario` | Scenario object with strategies (takes precedence over ScenarioName) | null |
| `ScenarioName` | `string` | Name of scenario to load from database | null |
| `MaxPositionTimeHours` | `decimal?` | Maximum hours a position can stay open before auto-close | null |
| `CloseEarlyWhenProfitable` | `bool` | Close position early when profitable (requires MaxPositionTimeHours) | false |
| `UseSynthApi` | `bool` | Enable Synth API for probabilistic price forecasts | false |
| `UseForPositionSizing` | `bool` | Use Synth predictions for position sizing adjustments | true |
| `UseForSignalFiltering` | `bool` | Use Synth predictions for signal filtering | true |
| `UseForDynamicStopLoss` | `bool` | Use Synth predictions for dynamic stop-loss/take-profit | true |
#### Advanced Configuration Details
**Time-Based Position Management:**
- When `MaxPositionTimeHours` is set, positions are automatically closed after the specified time
- Only closes when position is in profit or at breakeven (never closes at a loss due to time)
- `CloseEarlyWhenProfitable` allows immediate closure when profitable instead of waiting full duration
**Profit-Controlled Flipping:**
- `FlipOnlyWhenInProfit` ensures safer trading by only flipping profitable positions
- Helps prevent cascading losses in volatile markets
**Synth API Integration:**
- `UseSynthApi` enables probabilistic price forecasting and risk assessment
- Sub-properties control specific Synth features (position sizing, signal filtering, dynamic stops)
- Provides AI-enhanced trading decisions when enabled
**Scenario Configuration:**
- Either provide a `Scenario` object directly or use `ScenarioName` to load from database
- Direct `Scenario` objects are useful for testing custom configurations without saving
- `ScenarioName` is typically used for live trading with saved scenarios
**Money Management Configuration:**
- Either provide a `MoneyManagement` object directly or use `MoneyManagementName` in the request
- Direct objects allow for one-time custom risk parameters
- Saved strategies via name reference are ideal for reusable configurations
### Bot Configuration Parameters
@@ -170,13 +300,149 @@ The backtest system works with multiple required parameters :
| FlipOnlyWhenInProfit | Only flip positions when current position is profitable | true |
| CooldownPeriod | Number of candles to wait before opening new position in same direction | 10 |
| MaxLossStreak | Maximum consecutive losses before requiring opposite direction signal. 0 = no limit | 0 |
| CloseEarlyWhenProfitable | Close positions early when profitable (requires MaxPositionTimeHours) | false |
| BotTradingBalance | Initial trading balance for the bot | Required |
Bot types availables :
### Bot Types
The `BotType` enum in `TradingBotConfig` defines the following trading bot behaviors:
| Type | Description |
|-------------|----------------------------------------------------------------------------------------|
| ScalpingBot | This bot will open position and wait before opening a new one |
| FlippingBot | The flipping bot flipping the position only when a strategy trigger an opposite signal |
| SimpleBot | Basic bot implementation for simple trading strategies |
| ScalpingBot | Opens positions and waits for cooldown period before opening new ones in same direction |
| FlippingBot | Advanced bot that can flip positions when opposite signals are triggered |
#### Flipping Mode Configuration
The flipping behavior is controlled by several `TradingBotConfig` properties:
- **`BotType`**: Set to `FlippingBot` to enable position flipping capabilities
- **`FlipPosition`**: Boolean flag that enables/disables position flipping (automatically set based on BotType)
- **`FlipOnlyWhenInProfit`**: Safety feature that only allows flipping when current position is profitable (default: true)
#### How Flipping Works
**FlippingBot Behavior:**
1. Opens initial position based on scenario signals
2. Monitors for opposite direction signals from the same scenario
3. When opposite signal occurs:
- If `FlipOnlyWhenInProfit` is true: Only flips if current position is profitable
- If `FlipOnlyWhenInProfit` is false: Flips regardless of profit status
4. Closes current position and immediately opens new position in opposite direction
5. Continues this cycle for the duration of the bot's operation
**ScalpingBot vs FlippingBot:**
- **ScalpingBot**: Opens position → Waits for exit signal → Closes → Cooldown → Opens new position
- **FlippingBot**: Opens position → Monitors for opposite signals → Flips immediately (no cooldown between flips)
This configuration allows for more aggressive trading strategies while maintaining risk management through the profit-controlled flipping mechanism.
## Backtesting (`BacktestController`)
### Backtest Operations
- **Run Backtests**: Execute historical strategy testing with comprehensive parameters
- **Retrieve Results**: Access backtest results with complete configuration details
- **Delete Backtests**: Remove old backtest data
- **Save/Load**: Optional saving of backtest results for future reference
### Enhanced Backtest Features
- **Complete Configuration**: Backtests include full `TradingBotConfig` for easy bot deployment
- **Advanced Parameters**: Support for all bot configuration parameters in backtests
- **Date Range Testing**: Flexible start/end date selection
- **Money Management Integration**: Test with specific money management strategies
- **Watch Mode**: Run backtests without executing trades (signal analysis only)
### Flexible Configuration Options
**Scenario Configuration for Backtests:**
- **Saved Scenarios**: Use `ScenarioName` to reference scenarios saved in database
- **Dynamic Scenarios**: Pass complete `Scenario` object directly in the backtest request
- Dynamic scenarios are perfect for testing custom indicator combinations without saving them
- Allows rapid experimentation with different strategy configurations
**Money Management Configuration for Backtests:**
- **Saved Strategies**: Use `MoneyManagementName` to reference saved money management strategies
- **Dynamic Strategies**: Pass complete `MoneyManagement` object directly in the request
- Enables testing various risk parameters without cluttering saved strategies
- Ideal for optimization testing with different stop-loss/take-profit configurations
### Endpoints
- `GET /Backtest` - Get all backtests for user
- `GET /Backtest/{id}` - Get specific backtest by ID
- `DELETE /Backtest` - Delete backtest by ID
- `POST /Backtest/Run` - Run new backtest
### Backtest Parameters
- **Exchange**: Target exchange for historical data
- **Ticker**: Trading pair symbol
- **Timeframe**: Candle timeframe (1m, 5m, 15m, 1h, 4h, 1d, etc.)
- **Date Range**: Historical period for testing
- **Initial Balance**: Starting capital for backtest
- **Advanced Config**: All bot parameters (time limits, profit control, etc.)
### RunBacktestRequest Structure
The backtest request supports both saved and dynamic configurations:
```json
{
"Config": {
"ScenarioName": "MySavedScenario", // OR pass Scenario object directly
"Scenario": { /* full scenario object */ },
"AccountName": "TestAccount",
"Ticker": "BTCUSDT",
"Timeframe": "OneHour",
// ... other TradingBotConfig properties
},
"MoneyManagementName": "Conservative", // OR pass MoneyManagement object
"MoneyManagement": { /* full money management object */ },
"StartDate": "2024-01-01T00:00:00Z",
"EndDate": "2024-02-01T00:00:00Z",
"Balance": 10000,
"Save": true
}
```
This flexibility allows for comprehensive strategy testing without requiring database saves for experimental configurations.
## Market Data & Analytics (`DataController`)
### Market Data
- **Ticker Information**: Available trading pairs with logos and metadata
- **Candle Data**: Historical OHLCV data for any timeframe
- **Real-time Updates**: Live price feeds via SignalR
### Platform Analytics
- **Strategies Statistics**: Platform-wide bot performance metrics
- **Top Strategies**: Best performing strategies by ROI
- **User Analytics**: Individual user strategy performance
- **Platform Summary**: Comprehensive platform statistics with time filters
- **Agent Balances**: Historical balance tracking for users
- **Best Agents**: Leaderboard of top performing users
### Endpoints
- `POST /Data/GetTickers` - Get available trading pairs with metadata
- `GET /Data/Spotlight` - Get market spotlight overview
- `GET /Data/GetCandles` - Get historical candle data
- `GET /Data/GetStrategiesStatistics` - Get platform-wide strategy statistics
- `GET /Data/GetTopStrategies` - Get top performing strategies
- `GET /Data/GetUserStrategies` - Get user's strategy details
- `GET /Data/GetUserStrategy` - Get specific user strategy
- `GET /Data/GetPlatformSummary` - Get comprehensive platform summary
- `GET /Data/GetAgentBalances` - Get agent balance history
- `GET /Data/GetBestAgents` - Get best performing agents leaderboard
### Analytics Features
- **Time Filters**: 24H, 3D, 1W, 1M, 1Y, Total
- **Performance Metrics**: ROI, PnL, win rates, volume traded
- **Caching**: Optimized response times with intelligent caching
- **Real-time Updates**: Live performance tracking
### Spotlight Data
- **Market Overview**: Comprehensive market analysis
- **Strategy Performance**: Cross-strategy performance comparison
- **Volume Analysis**: Trading volume statistics
## Privy Integration