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.Abstractions/Services/ISynthPredictionService.cs
+++ b/src/Managing.Application.Abstractions/Services/ISynthPredictionService.cs
@@ -0,0 +1,109 @@
+using Managing.Domain.Bots;
+using Managing.Domain.MoneyManagements;
+using Managing.Domain.Strategies;
+using Managing.Domain.Synth.Models;
+using static Managing.Common.Enums;
+
+namespace Managing.Application.Abstractions.Services;
+
+/// <summary>
+/// Service interface for Synth prediction business logic and probability calculations
+/// </summary>
+public interface ISynthPredictionService
+{
+    /// <summary>
+    /// Calculates the probability of price reaching a target within a specified time horizon
+    /// </summary>
+    /// <param name="asset">Asset symbol (e.g., "BTC", "ETH")</param>
+    /// <param name="currentPrice">Current market price</param>
+    /// <param name="targetPrice">Target price to reach</param>
+    /// <param name="timeHorizonSeconds">Time horizon in seconds</param>
+    /// <param name="isLongPosition">True for long positions (liquidation when price drops), false for short positions (liquidation when price rises)</param>
+    /// <param name="config">Synth configuration for this operation</param>
+    /// <returns>Probability as a decimal between 0.0 and 1.0</returns>
+    Task<decimal> GetProbabilityOfTargetPriceAsync(
+        string asset,
+        decimal currentPrice,
+        decimal targetPrice,
+        int timeHorizonSeconds,
+        bool isLongPosition,
+        SynthConfiguration config);
+
+    /// <summary>
+    /// Gets probabilities for multiple price thresholds at once
+    /// </summary>
+    /// <param name="asset">Asset symbol</param>
+    /// <param name="currentPrice">Current market price</param>
+    /// <param name="priceThresholds">Dictionary of threshold names to prices</param>
+    /// <param name="timeHorizonSeconds">Time horizon in seconds</param>
+    /// <param name="isLongPosition">True for long positions, false for short positions</param>
+    /// <param name="config">Synth configuration for this operation</param>
+    /// <param name="isBacktest">Parameter for backtest</param>
+    /// <param name="signalDate">Signal date</param>
+    /// <returns>Dictionary of threshold names to probabilities</returns>
+    Task<Dictionary<string, decimal>> GetMultipleThresholdProbabilitiesAsync(
+        string asset,
+        decimal currentPrice,
+        Dictionary<string, decimal> priceThresholds,
+        int timeHorizonSeconds,
+        bool isLongPosition,
+        SynthConfiguration config,
+        bool isBacktest,
+        DateTime signalDate);
+
+    /// <summary>
+    /// Clears cached predictions (useful for testing or forced refresh)
+    /// </summary>
+    void ClearCache();
+
+    /// <summary>
+    /// Clears cached predictions from MongoDB asynchronously
+    /// </summary>
+    Task ClearCacheAsync();
+
+    /// <summary>
+    /// Validates a trading signal using Synth predictions to check for adverse price movements
+    /// </summary>
+    /// <param name="signal">The trading signal containing ticker, direction, candle data, and other context</param>
+    /// <param name="currentPrice">Current market price (required)</param>
+    /// <param name="botConfig">Bot configuration with Synth settings</param>
+    /// <param name="isBacktest">Whether this is a backtest</param>
+    /// <param name="customThresholds">Custom probability thresholds for decision-making. If null, uses default thresholds.</param>
+    /// <returns>Comprehensive signal validation result including confidence, probabilities, and risk analysis</returns>
+    Task<SignalValidationResult> ValidateSignalAsync(Signal signal, decimal currentPrice,
+        TradingBotConfig botConfig, bool isBacktest, Dictionary<string, decimal> customThresholds = null);
+
+    /// <summary>
+    /// Performs risk assessment before opening a position
+    /// </summary>
+    /// <param name="ticker">Trading ticker</param>
+    /// <param name="direction">Position direction</param>
+    /// <param name="currentPrice">Current market price</param>
+    /// <param name="botConfig">Bot configuration with Synth settings</param>
+    /// <param name="isBacktest">Whether this is a backtest</param>
+    /// <returns>True if position should be allowed, false if blocked</returns>
+    Task<bool> AssessPositionRiskAsync(Ticker ticker, TradeDirection direction, decimal currentPrice,
+        TradingBotConfig botConfig, bool isBacktest);
+
+    /// <summary>
+    /// Monitors liquidation risk for an open position
+    /// </summary>
+    /// <param name="ticker">Trading ticker</param>
+    /// <param name="direction">Position direction</param>
+    /// <param name="currentPrice">Current market price</param>
+    /// <param name="liquidationPrice">Position liquidation price</param>
+    /// <param name="positionIdentifier">Position identifier for logging</param>
+    /// <param name="botConfig">Bot configuration with Synth settings</param>
+    /// <returns>Risk assessment result</returns>
+    Task<SynthRiskResult> MonitorPositionRiskAsync(Ticker ticker, TradeDirection direction, decimal currentPrice,
+        decimal liquidationPrice, string positionIdentifier, TradingBotConfig botConfig);
+
+    /// <summary>
+    /// Estimates liquidation price based on money management settings
+    /// </summary>
+    /// <param name="currentPrice">Current market price</param>
+    /// <param name="direction">Position direction</param>
+    /// <param name="moneyManagement">Money management settings</param>
+    /// <returns>Estimated liquidation price</returns>
+    decimal EstimateLiquidationPrice(decimal currentPrice, TradeDirection direction, MoneyManagement moneyManagement);
+}