Add synthApi (#27)

* 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
2025-07-03 00:13:42 +07:00
parent 453806356d
commit a547c4a040
103 changed files with 9916 additions and 810 deletions
--- a/src/Managing.Application/Synth/SynthConfigurationHelper.cs
+++ b/src/Managing.Application/Synth/SynthConfigurationHelper.cs
@@ -0,0 +1,169 @@
+using Managing.Domain.Synth.Models;
+
+namespace Managing.Application.Synth;
+
+/// <summary>
+/// Helper class for creating and configuring Synth API integration
+/// </summary>
+public static class SynthConfigurationHelper
+{
+    /// <summary>
+    /// Creates a default Synth configuration for live trading
+    /// </summary>
+    /// <returns>A configured SynthConfiguration instance</returns>
+    public static SynthConfiguration CreateLiveTradingConfig()
+    {
+        return new SynthConfiguration
+        {
+            IsEnabled = true,
+            TopMinersCount = 10,
+            TimeIncrement = 300, // 5 minutes
+            DefaultTimeLength = 86400, // 24 hours
+            MaxLiquidationProbability = 0.10m, // 10% max risk
+            PredictionCacheDurationMinutes = 5,
+            UseForPositionSizing = true,
+            UseForSignalFiltering = true,
+            UseForDynamicStopLoss = true
+        };
+    }
+
+    /// <summary>
+    /// Creates a conservative Synth configuration with lower risk tolerances
+    /// </summary>
+    /// <returns>A conservative SynthConfiguration instance</returns>
+    public static SynthConfiguration CreateConservativeConfig()
+    {
+        return new SynthConfiguration
+        {
+            IsEnabled = true,
+            TopMinersCount = 10,
+            TimeIncrement = 300, // 5 minutes
+            DefaultTimeLength = 86400, // 24 hours
+            MaxLiquidationProbability = 0.05m, // 5% max risk (more conservative)
+            PredictionCacheDurationMinutes = 3, // More frequent updates
+            UseForPositionSizing = true,
+            UseForSignalFiltering = true,
+            UseForDynamicStopLoss = true
+        };
+    }
+
+    /// <summary>
+    /// Creates an aggressive Synth configuration with higher risk tolerances
+    /// </summary>
+    /// <returns>An aggressive SynthConfiguration instance</returns>
+    public static SynthConfiguration CreateAggressiveConfig()
+    {
+        return new SynthConfiguration
+        {
+            IsEnabled = true,
+            TopMinersCount = 15, // More miners for broader consensus
+            TimeIncrement = 300, // 5 minutes
+            DefaultTimeLength = 86400, // 24 hours
+            MaxLiquidationProbability = 0.15m, // 15% max risk (more aggressive)
+            PredictionCacheDurationMinutes = 7, // Less frequent updates to reduce API calls
+            UseForPositionSizing = true,
+            UseForSignalFiltering = false, // Don't filter signals in aggressive mode
+            UseForDynamicStopLoss = true
+        };
+    }
+
+    /// <summary>
+    /// Creates a disabled Synth configuration (bot will operate without Synth predictions)
+    /// </summary>
+    /// <returns>A disabled SynthConfiguration instance</returns>
+    public static SynthConfiguration CreateDisabledConfig()
+    {
+        return new SynthConfiguration
+        {
+            IsEnabled = false,
+            TopMinersCount = 10,
+            TimeIncrement = 300,
+            DefaultTimeLength = 86400,
+            MaxLiquidationProbability = 0.10m,
+            PredictionCacheDurationMinutes = 5,
+            UseForPositionSizing = false,
+            UseForSignalFiltering = false,
+            UseForDynamicStopLoss = false
+        };
+    }
+
+    /// <summary>
+    /// Creates a Synth configuration optimized for backtesting (disabled)
+    /// </summary>
+    /// <returns>A backtesting-optimized SynthConfiguration instance</returns>
+    public static SynthConfiguration CreateBacktestConfig()
+    {
+        // Synth predictions are not available for historical data, so always disabled for backtests
+        return CreateDisabledConfig();
+    }
+
+    /// <summary>
+    /// Validates and provides suggestions for improving a Synth configuration
+    /// </summary>
+    /// <param name="config">The configuration to validate</param>
+    /// <returns>List of validation messages and suggestions</returns>
+    public static List<string> ValidateConfiguration(SynthConfiguration config)
+    {
+        var messages = new List<string>();
+
+        if (config == null)
+        {
+            messages.Add("❌ Configuration is null");
+            return messages;
+        }
+
+        if (!config.IsEnabled)
+        {
+            messages.Add("ℹ️ Synth API is disabled - bot will operate without predictions");
+            return messages;
+        }
+
+        if (config.TopMinersCount <= 0)
+        {
+            messages.Add("❌ TopMinersCount must be greater than 0");
+        }
+        else if (config.TopMinersCount > 20)
+        {
+            messages.Add("⚠️ TopMinersCount > 20 may result in slower performance and higher API usage");
+        }
+
+        if (config.TimeIncrement <= 0)
+        {
+            messages.Add("❌ TimeIncrement must be greater than 0");
+        }
+
+        if (config.DefaultTimeLength <= 0)
+        {
+            messages.Add("❌ DefaultTimeLength must be greater than 0");
+        }
+
+        if (config.MaxLiquidationProbability < 0 || config.MaxLiquidationProbability > 1)
+        {
+            messages.Add("❌ MaxLiquidationProbability must be between 0 and 1");
+        }
+        else if (config.MaxLiquidationProbability < 0.02m)
+        {
+            messages.Add("⚠️ MaxLiquidationProbability < 2% is very conservative and may block many trades");
+        }
+        else if (config.MaxLiquidationProbability > 0.20m)
+        {
+            messages.Add("⚠️ MaxLiquidationProbability > 20% is very aggressive and may increase risk");
+        }
+
+        if (config.PredictionCacheDurationMinutes <= 0)
+        {
+            messages.Add("❌ PredictionCacheDurationMinutes must be greater than 0");
+        }
+        else if (config.PredictionCacheDurationMinutes < 1)
+        {
+            messages.Add("⚠️ Cache duration < 1 minute may result in excessive API calls");
+        }
+
+        if (messages.Count == 0)
+        {
+            messages.Add("✅ Configuration appears valid");
+        }
+
+        return messages;
+    }
+}