using Managing.Application.Abstractions; using Managing.Application.Abstractions.Services; using Managing.Application.Trading; using Managing.Application.Trading.Commands; using Managing.Common; using Managing.Core.FixedSizedQueue; using Managing.Domain.Accounts; using Managing.Domain.Bots; using Managing.Domain.Candles; using Managing.Domain.MoneyManagements; using Managing.Domain.Scenarios; using Managing.Domain.Shared.Helpers; using Managing.Domain.Strategies; using Managing.Domain.Strategies.Base; using Managing.Domain.Trades; using Microsoft.Extensions.Logging; using Newtonsoft.Json; using static Managing.Common.Enums; namespace Managing.Application.Bots; public class TradingBot : Bot, ITradingBot { public readonly ILogger Logger; public readonly IExchangeService ExchangeService; public readonly IMessengerService MessengerService; public readonly IAccountService AccountService; private readonly ITradingService TradingService; private readonly IBotService BotService; public TradingBotConfig Config { get; set; } public Account Account { get; set; } public HashSet Strategies { get; set; } public FixedSizeQueue OptimizedCandles { get; set; } public HashSet Candles { get; set; } public HashSet Signals { get; set; } public List Positions { get; set; } public Dictionary WalletBalances { get; set; } public Dictionary StrategiesValues { get; set; } public DateTime StartupTime { get; set; } public DateTime PreloadSince { get; set; } public int PreloadedCandlesCount { get; set; } public decimal Fee { get; set; } public Scenario Scenario { get; set; } public TradingBot( IExchangeService exchangeService, ILogger logger, ITradingService tradingService, IAccountService accountService, IMessengerService messengerService, IBotService botService, TradingBotConfig config ) : base(config.Name) { ExchangeService = exchangeService; AccountService = accountService; MessengerService = messengerService; TradingService = tradingService; BotService = botService; Logger = logger; if (config.BotTradingBalance <= Constants.GMX.Config.MinimumPositionAmount) { throw new ArgumentException( $"Initial trading balance must be greater than {Constants.GMX.Config.MinimumPositionAmount}", nameof(config.BotTradingBalance)); } Config = config; Strategies = new HashSet(); Signals = new HashSet(); OptimizedCandles = new FixedSizeQueue(600); Candles = new HashSet(); Positions = new List(); WalletBalances = new Dictionary(); StrategiesValues = new Dictionary(); if (!Config.IsForBacktest) { Interval = CandleExtensions.GetIntervalFromTimeframe(Config.Timeframe); PreloadSince = CandleExtensions.GetBotPreloadSinceFromTimeframe(Config.Timeframe); } } public override void Start() { base.Start(); // Load account synchronously LoadAccount().GetAwaiter().GetResult(); if (!Config.IsForBacktest) { LoadScenario(Config.ScenarioName); PreloadCandles().GetAwaiter().GetResult(); CancelAllOrders().GetAwaiter().GetResult(); try { // await MessengerService.SendMessage( // $"Hey everyone! I'm about to start {Name}. 🚀\n" + // $"I'll post an update here each time a signal is triggered by the following strategies: {string.Join(", ", Strategies.Select(s => s.Name))}." // ); } catch (Exception ex) { Logger.LogError(ex, ex.Message); } InitWorker(Run).GetAwaiter().GetResult(); } // Fee = TradingService.GetFee(Account, IsForBacktest); } public async Task LoadAccount() { var account = await AccountService.GetAccount(Config.AccountName, false, false); if (account == null) { Logger.LogWarning($"No account found for this {Config.AccountName}"); Stop(); } else { Account = account; } } public void LoadScenario(string scenarioName) { var scenario = TradingService.GetScenarioByName(scenarioName); if (scenario == null) { Logger.LogWarning("No scenario found for this scenario name"); Stop(); } else { Scenario = scenario; LoadStrategies(ScenarioHelpers.GetStrategiesFromScenario(scenario)); } } public void LoadStrategies(IEnumerable strategies) { foreach (var strategy in strategies) { Strategies.Add(strategy); } } public async Task Run() { if (!Config.IsForBacktest) { // Check broker balance before running var balance = await ExchangeService.GetBalance(Account, false); if (balance < Constants.GMX.Config.MinimumPositionAmount) { await LogWarning( $"Balance on broker is below {Constants.GMX.Config.MinimumPositionAmount} USD (actual: {balance}). Stopping bot {Identifier} and saving backup."); SaveBackup(); Stop(); return; } Logger.LogInformation($"____________________{Name}____________________"); Logger.LogInformation( $"Time : {DateTime.Now} - Server time {DateTime.Now.ToUniversalTime()} - Last candle : {OptimizedCandles.Last().Date} - Bot : {Name} - Type {Config.BotType} - Ticker : {Config.Ticker}"); } var previousLastCandle = OptimizedCandles.LastOrDefault(); if (!Config.IsForBacktest) await UpdateCandles(); var currentLastCandle = OptimizedCandles.LastOrDefault(); if (currentLastCandle != previousLastCandle || Config.IsForBacktest) await UpdateSignals(OptimizedCandles); else Logger.LogInformation($"No need to update signals for {Config.Ticker}"); if (!Config.IsForWatchingOnly) await ManagePositions(); if (!Config.IsForBacktest) { SaveBackup(); UpdateStrategiesValues(); } UpdateWalletBalances(); if (OptimizedCandles.Count % 100 == 0) // Log every 10th execution { Logger.LogInformation($"Candle date : {OptimizedCandles.Last().Date:u}"); Logger.LogInformation($"Signals : {Signals.Count}"); Logger.LogInformation($"ExecutionCount : {ExecutionCount}"); Logger.LogInformation($"Positions : {Positions.Count}"); Logger.LogInformation("__________________________________________________"); } } public void UpdateStrategiesValues() { foreach (var strategy in Strategies) { StrategiesValues[strategy.Type] = ((Strategy)strategy).GetStrategyValues(); } } private async Task PreloadCandles() { if (OptimizedCandles.Any()) return; var haveSignal = Signals.Any(); if (haveSignal) { PreloadSince = Signals.First().Date; } var candles = await ExchangeService.GetCandlesInflux(Account.Exchange, Config.Ticker, PreloadSince, Config.Timeframe); foreach (var candle in candles.Where(c => c.Date < DateTime.Now.ToUniversalTime())) { if (!OptimizedCandles.Any(c => c.Date == candle.Date)) { OptimizedCandles.Enqueue(candle); Candles.Add(candle); if (!haveSignal) { await UpdateSignals(OptimizedCandles); } } } PreloadedCandlesCount = OptimizedCandles.Count(); } private async Task UpdateSignals(FixedSizeQueue candles) { var signal = TradingBox.GetSignal(candles.ToHashSet(), Strategies, Signals, Scenario.LoopbackPeriod); if (signal == null) return; signal.User = Account.User; await AddSignal(signal); } private async Task AddSignal(Signal signal) { if (Config.IsForWatchingOnly || (ExecutionCount < 1 && !Config.IsForBacktest)) signal.Status = SignalStatus.Expired; Signals.Add(signal); var signalText = $"{Config.ScenarioName} trigger a signal. Signal told you " + $"to {signal.Direction} {Config.Ticker} on {Config.Timeframe}. The confidence in this signal is {signal.Confidence}. Identifier : {signal.Identifier}"; Logger.LogInformation(signalText); if (Config.IsForWatchingOnly && !Config.IsForBacktest && ExecutionCount > 0) { await MessengerService.SendSignal(signalText, Account.Exchange, Config.Ticker, signal.Direction, Config.Timeframe); } } protected async Task UpdateCandles() { if (OptimizedCandles.Count == 0 || ExecutionCount == 0) return; var lastCandle = OptimizedCandles.Last(); var newCandle = await ExchangeService.GetCandlesInflux(Account.Exchange, Config.Ticker, lastCandle.Date, Config.Timeframe); foreach (var candle in newCandle.Where(c => c.Date < DateTime.Now.ToUniversalTime())) { OptimizedCandles.Enqueue(candle); Candles.Add(candle); } } private async Task RecreateSignalFromPosition(Position position) { try { // Get the candle that corresponds to the position opening time var positionCandle = OptimizedCandles.FirstOrDefault(c => c.Date <= position.Open.Date) ?? OptimizedCandles.LastOrDefault(); if (positionCandle == null) { await LogWarning( $"Cannot find candle for position {position.Identifier} opened at {position.Open.Date}"); return null; } // Create a new signal based on position information var recreatedSignal = new Signal( ticker: Config.Ticker, direction: position.OriginDirection, confidence: Confidence.Medium, // Default confidence for recreated signals candle: positionCandle, date: position.Open.Date, exchange: Account.Exchange, strategyType: StrategyType.Stc, // Use a valid strategy type for recreated signals signalType: SignalType.Signal ); // Since Signal identifier is auto-generated, we need to update our position // to use the new signal identifier, or find another approach // For now, let's update the position's SignalIdentifier to match the recreated signal position.SignalIdentifier = recreatedSignal.Identifier; recreatedSignal.Status = SignalStatus.PositionOpen; recreatedSignal.User = Account.User; // Add the recreated signal to our collection Signals.Add(recreatedSignal); await LogInformation( $"Successfully recreated signal {recreatedSignal.Identifier} for position {position.Identifier}"); return recreatedSignal; } catch (Exception ex) { await LogWarning($"Error recreating signal for position {position.Identifier}: {ex.Message}"); return null; } } private async Task ManagePositions() { foreach (var position in Positions.Where(p => !p.IsFinished())) { var signalForPosition = Signals.FirstOrDefault(s => s.Identifier == position.SignalIdentifier); if (signalForPosition == null) { await LogInformation($"Signal not found for position {position.Identifier}. Recreating signal..."); // Recreate the signal based on position information signalForPosition = await RecreateSignalFromPosition(position); if (signalForPosition == null) { await LogWarning($"Failed to recreate signal for position {position.Identifier}"); continue; } } // Ensure signal status is correctly set to PositionOpen if position is not finished if (signalForPosition.Status != SignalStatus.PositionOpen && position.Status != PositionStatus.Finished) { await LogInformation( $"Updating signal {signalForPosition.Identifier} status from {signalForPosition.Status} to PositionOpen"); SetSignalStatus(signalForPosition.Identifier, SignalStatus.PositionOpen); } await UpdatePosition(signalForPosition, position); } // Open position for signals waiting for a position open foreach (var signal in Signals.Where(s => s.Status == SignalStatus.WaitingForPosition)) { Task.Run(() => OpenPosition(signal)).GetAwaiter().GetResult(); } } private void UpdateWalletBalances() { var lastCandle = OptimizedCandles.LastOrDefault(); if (lastCandle == null) return; var date = lastCandle.Date; if (WalletBalances.Count == 0) { // WalletBalances[date] = await ExchangeService.GetBalance(Account, IsForBacktest); WalletBalances[date] = Config.BotTradingBalance; return; } if (!WalletBalances.ContainsKey(date)) { var previousBalance = WalletBalances.First().Value; WalletBalances[date] = previousBalance + GetProfitAndLoss(); } } private async Task UpdatePosition(Signal signal, Position positionForSignal) { try { Logger.LogInformation($"Updating position {positionForSignal.SignalIdentifier}"); var position = Config.IsForBacktest ? positionForSignal : TradingService.GetPositionByIdentifier(positionForSignal.Identifier); var positionsExchange = Config.IsForBacktest ? new List { position } : await TradingService.GetBrokerPositions(Account); if (!Config.IsForBacktest) { var brokerPosition = positionsExchange.FirstOrDefault(p => p.Ticker == Config.Ticker); if (brokerPosition != null) { UpdatePositionPnl(positionForSignal.Identifier, brokerPosition.ProfitAndLoss.Realized); if (position.Status.Equals(PositionStatus.New)) { await SetPositionStatus(position.SignalIdentifier, PositionStatus.Filled); } position = brokerPosition; } else { // No position, position close on the broker if (!position.Status.Equals(PositionStatus.New)) { // Setup the previous status of the position position.Status = PositionStatus.Filled; } } } if (position.Status == PositionStatus.New) { var orders = await ExchangeService.GetOpenOrders(Account, Config.Ticker); if (orders.Any()) { // If there are 3 or more orders and position is still not filled, check if enough time has passed if (orders.Count() >= 3) { var currentTime = Config.IsForBacktest ? OptimizedCandles.Last().Date : DateTime.UtcNow; var timeSinceRequest = currentTime - positionForSignal.Open.Date; var waitTimeMinutes = 10; if (timeSinceRequest.TotalMinutes >= waitTimeMinutes) { await LogWarning( $"Too many open orders ({orders.Count()}) for unfilled position and {waitTimeMinutes} minutes have passed. Canceling all orders and marking position as canceled."); try { await ExchangeService.CancelOrder(Account, Config.Ticker); await LogInformation($"Successfully canceled all orders for {Config.Ticker}"); } catch (Exception ex) { await LogWarning($"Failed to cancel orders: {ex.Message}"); } await SetPositionStatus(signal.Identifier, PositionStatus.Canceled); SetSignalStatus(signal.Identifier, SignalStatus.Expired); return; } else { var remainingMinutes = waitTimeMinutes - timeSinceRequest.TotalMinutes; await LogInformation( $"Position has {orders.Count()} open orders but only {timeSinceRequest.TotalMinutes:F1} minutes have passed. Waiting {remainingMinutes:F1} more minutes before canceling."); } } else { await LogInformation( $"Cannot update Position. Position is still waiting for opening. There is {orders.Count()} open orders."); } } else { await LogWarning( $"Cannot update Position. No position on exchange and no orders. Position {signal.Identifier} might be closed already."); await HandleClosedPosition(positionForSignal); } } else if (position.Status == (PositionStatus.Finished | PositionStatus.Flipped)) { await HandleClosedPosition(positionForSignal); } else if (position.Status == (PositionStatus.Filled | PositionStatus.PartiallyFilled)) { // For backtesting or force close if not executed on exchange : // check if position is still open // Check status, if still open update the status of the position // Position might be partially filled, meaning that TPSL havent been sended yet // But the position might already been closed by the exchange so we have to check should be closed var lastCandle = Config.IsForBacktest ? OptimizedCandles.Last() : ExchangeService.GetCandle(Account, Config.Ticker, DateTime.UtcNow); var currentTime = Config.IsForBacktest ? lastCandle.Date : DateTime.UtcNow; var currentPnl = positionForSignal.ProfitAndLoss?.Realized ?? 0; var pnlPercentage = positionForSignal.Open.Price * positionForSignal.Open.Quantity != 0 ? Math.Round((currentPnl / (positionForSignal.Open.Price * positionForSignal.Open.Quantity)) * 100, 2) : 0; // Check if position is in profit by comparing entry price with current market price var isPositionInProfit = positionForSignal.OriginDirection == TradeDirection.Long ? lastCandle.Close > positionForSignal.Open.Price : lastCandle.Close < positionForSignal.Open.Price; var hasExceededTimeLimit = Config.MaxPositionTimeHours.HasValue && HasPositionExceededTimeLimit(positionForSignal, currentTime); // 2. Time-based closure (if time limit exceeded) if (hasExceededTimeLimit) { // If CloseEarlyWhenProfitable is enabled, only close if profitable // If CloseEarlyWhenProfitable is disabled, close regardless of profit status var shouldCloseOnTimeLimit = !Config.CloseEarlyWhenProfitable || isPositionInProfit; if (shouldCloseOnTimeLimit) { var profitStatus = isPositionInProfit ? "in profit" : "at a loss"; await LogInformation( $"Closing position due to time limit ({Config.MaxPositionTimeHours} hours exceeded) - " + $"Position is {profitStatus} (entry: {positionForSignal.Open.Price}, current: {lastCandle.Close}). " + $"Realized PNL: ${currentPnl:F2} ({pnlPercentage:F2}%)"); await CloseTrade(signal, positionForSignal, positionForSignal.Open, lastCandle.Close, true); return; } else { await LogInformation( $"Time limit exceeded but position is at a loss " + $"(entry: {positionForSignal.Open.Price}, current: {lastCandle.Close}). " + $"Realized PNL: ${currentPnl:F2} ({pnlPercentage:F2}%). " + $"Waiting for profit before closing (CloseEarlyWhenProfitable enabled)."); } } // 3. Normal stop loss and take profit checks if (positionForSignal.OriginDirection == TradeDirection.Long) { if (positionForSignal.StopLoss.Price >= lastCandle.Low) { await LogInformation($"Closing position - SL hit at {positionForSignal.StopLoss.Price}"); await CloseTrade(signal, positionForSignal, positionForSignal.StopLoss, positionForSignal.StopLoss.Price, true); positionForSignal.StopLoss.SetStatus(TradeStatus.Filled); } else if (positionForSignal.TakeProfit1.Price <= lastCandle.High && positionForSignal.TakeProfit1.Status != TradeStatus.Filled) { await LogInformation($"Closing position - TP1 hit at {positionForSignal.TakeProfit1.Price}"); await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit1, positionForSignal.TakeProfit1.Price, positionForSignal.TakeProfit2 == null); positionForSignal.TakeProfit1.SetStatus(TradeStatus.Filled); } else if (positionForSignal.TakeProfit2?.Price <= lastCandle.High) { await LogInformation($"Closing position - TP2 hit at {positionForSignal.TakeProfit2.Price}"); await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit2, positionForSignal.TakeProfit2.Price, true); positionForSignal.TakeProfit2.SetStatus(TradeStatus.Filled); } } else if (positionForSignal.OriginDirection == TradeDirection.Short) { if (positionForSignal.StopLoss.Price <= lastCandle.High) { await LogInformation($"Closing position - SL hit at {positionForSignal.StopLoss.Price}"); await CloseTrade(signal, positionForSignal, positionForSignal.StopLoss, positionForSignal.StopLoss.Price, true); positionForSignal.StopLoss.SetStatus(TradeStatus.Filled); } else if (positionForSignal.TakeProfit1.Price >= lastCandle.Low && positionForSignal.TakeProfit1.Status != TradeStatus.Filled) { await LogInformation($"Closing position - TP1 hit at {positionForSignal.TakeProfit1.Price}"); await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit1, positionForSignal.TakeProfit1.Price, positionForSignal.TakeProfit2 == null); positionForSignal.TakeProfit1.SetStatus(TradeStatus.Filled); } else if (positionForSignal.TakeProfit2?.Price >= lastCandle.Low) { await LogInformation($"Closing position - TP2 hit at {positionForSignal.TakeProfit2.Price}"); await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit2, positionForSignal.TakeProfit2.Price, true); positionForSignal.TakeProfit2.SetStatus(TradeStatus.Filled); } } } else if (position.Status == (PositionStatus.Rejected | PositionStatus.Canceled)) { await LogWarning($"Open position trade is rejected for signal {signal.Identifier}"); // if position is not open // Re-open the trade for the signal only if signal still up if (signal.Status == SignalStatus.PositionOpen) { Logger.LogInformation($"Try to re-open position"); await OpenPosition(signal); } } } catch (Exception ex) { await LogWarning($"Cannot update position {positionForSignal.Identifier}: {ex.Message}"); SentrySdk.CaptureException(ex); return; } } private async Task OpenPosition(Signal signal) { // Check if a position is already open Logger.LogInformation($"Opening position for {signal.Identifier}"); var openedPosition = Positions.FirstOrDefault(p => p.Status == PositionStatus.Filled && p.SignalIdentifier != signal.Identifier); var lastPrice = Config.IsForBacktest ? OptimizedCandles.Last().Close : ExchangeService.GetPrice(Account, Config.Ticker, DateTime.UtcNow); // If position open if (openedPosition != null) { var previousSignal = Signals.First(s => s.Identifier == openedPosition.SignalIdentifier); // Check if signal is the opposite side => flip the position if (openedPosition.OriginDirection == signal.Direction) { // An operation is already open for the same direction await LogInformation( $"Signal {signal.Identifier} try to open a position but {previousSignal.Identifier} is already open for the same direction"); SetSignalStatus(signal.Identifier, SignalStatus.Expired); } else { // An operation is already open for the opposite direction // ==> Flip the position if (Config.FlipPosition) { // Check if current position is in profit before flipping var isPositionInProfit = (openedPosition.ProfitAndLoss?.Realized ?? 0) > 0; // Determine if we should flip based on configuration var shouldFlip = !Config.FlipOnlyWhenInProfit || isPositionInProfit; if (shouldFlip) { var flipReason = Config.FlipOnlyWhenInProfit ? "current position is in profit" : "FlipOnlyWhenInProfit is disabled"; await LogInformation( $"Try to flip the position because of an opposite direction signal and {flipReason}"); await CloseTrade(previousSignal, openedPosition, openedPosition.Open, lastPrice, true); await SetPositionStatus(previousSignal.Identifier, PositionStatus.Flipped); await OpenPosition(signal); await LogInformation( $"Position {previousSignal.Identifier} flipped by {signal.Identifier} at {lastPrice}$"); } else { var currentPnl = openedPosition.ProfitAndLoss?.Realized ?? 0; await LogInformation( $"Position {previousSignal.Identifier} is not in profit (PnL: ${currentPnl:F2}). " + $"Signal {signal.Identifier} will wait for position to become profitable before flipping."); SetSignalStatus(signal.Identifier, SignalStatus.Expired); return; } } else { await LogInformation( $"A position is already open for signal {previousSignal.Identifier}. Position flipping is currently not enable, the position will not be flipped."); SetSignalStatus(signal.Identifier, SignalStatus.Expired); } } } else { if (!(await CanOpenPosition(signal))) { SetSignalStatus(signal.Identifier, SignalStatus.Expired); return; } await LogInformation( $"Open position - Date: {signal.Date:T} - SignalIdentifier : {signal.Identifier}"); try { var command = new OpenPositionRequest( Config.AccountName, Config.MoneyManagement, signal.Direction, Config.Ticker, PositionInitiator.Bot, signal.Date, User, Config.BotTradingBalance, Config.IsForBacktest, lastPrice, signalIdentifier: signal.Identifier); var position = (new OpenPositionCommandHandler(ExchangeService, AccountService, TradingService) .Handle(command)).Result; if (position != null) { Positions.Add(position); if (position.Open.Status != TradeStatus.Cancelled) { SetSignalStatus(signal.Identifier, SignalStatus.PositionOpen); if (!Config.IsForBacktest) { await MessengerService.SendPosition(position); } Logger.LogInformation($"Position requested"); } else { await SetPositionStatus(signal.Identifier, PositionStatus.Rejected); SetSignalStatus(signal.Identifier, SignalStatus.Expired); } } } catch (Exception ex) { // Keep signal open for debug purpose //SetSignalStatus(signal.Identifier, SignalStatus.Expired); SetSignalStatus(signal.Identifier, SignalStatus.Expired); await LogWarning($"Cannot open trade : {ex.Message}, stackTrace : {ex.StackTrace}"); } } } private async Task CanOpenPosition(Signal signal) { // Early return if we're in backtest mode and haven't executed yet if (!Config.IsForBacktest && ExecutionCount < 1) { await LogInformation("Cannot open position: Bot hasn't executed yet"); return false; } // Check if we're in backtest mode if (Config.IsForBacktest) { return await CheckCooldownPeriod(signal) && await CheckLossStreak(signal); } // Check broker positions for live trading var canOpenPosition = await CheckBrokerPositions(); if (!canOpenPosition) { return false; } // Check cooldown period and loss streak return await CheckCooldownPeriod(signal) && await CheckLossStreak(signal); } private async Task CheckLossStreak(Signal signal) { // If MaxLossStreak is 0, there's no limit if (Config.MaxLossStreak <= 0) { return true; } // Get the last N finished positions regardless of direction var recentPositions = Positions .Where(p => p.IsFinished()) .OrderByDescending(p => p.Open.Date) .Take(Config.MaxLossStreak) .ToList(); // If we don't have enough positions to form a streak, we can open if (recentPositions.Count < Config.MaxLossStreak) { return true; } // Check if all recent positions were losses var allLosses = recentPositions.All(p => p.ProfitAndLoss?.Realized < 0); if (!allLosses) { return true; } // If we have a loss streak, check if the last position was in the same direction as the signal var lastPosition = recentPositions.First(); if (lastPosition.OriginDirection == signal.Direction) { await LogWarning($"Cannot open position: Max loss streak ({Config.MaxLossStreak}) reached. " + $"Last {recentPositions.Count} trades were losses. " + $"Last position was {lastPosition.OriginDirection}, waiting for a signal in the opposite direction."); return false; } return true; } private async Task CheckBrokerPositions() { try { var positions = await ExchangeService.GetBrokerPositions(Account); if (!positions.Any(p => p.Ticker == Config.Ticker)) { return true; } // Handle existing position on broker var previousPosition = Positions.LastOrDefault(); var orders = await ExchangeService.GetOpenOrders(Account, Config.Ticker); var reason = $"Cannot open position. There is already a position open for {Config.Ticker} on the broker."; if (previousPosition != null && orders.Count >= 2) { await SetPositionStatus(previousPosition.SignalIdentifier, PositionStatus.Filled); } else { reason += " Position open on broker but not enough orders or no previous position internally saved by the bot"; } await LogWarning(reason); return false; } catch (Exception ex) { await LogWarning($"Error checking broker positions: {ex.Message}"); return false; } } private async Task CheckCooldownPeriod(Signal signal) { var lastPosition = Positions.LastOrDefault(p => p.IsFinished() && p.SignalIdentifier != signal.Identifier && p.OriginDirection == signal.Direction); if (lastPosition == null) { return true; } var cooldownCandle = OptimizedCandles.TakeLast((int)Config.CooldownPeriod).FirstOrDefault(); if (cooldownCandle == null) { await LogWarning("Cannot check cooldown period: Not enough candles available"); return false; } var positionSignal = Signals.FirstOrDefault(s => s.Identifier == lastPosition.SignalIdentifier); if (positionSignal == null) { await LogWarning($"Cannot find signal for last position {lastPosition.Identifier}"); return false; } var canOpenPosition = positionSignal.Date < cooldownCandle.Date; if (!canOpenPosition) { await LogInformation( $"Position cannot be opened: Cooldown period not elapsed. Last position date: {positionSignal.Date}, Cooldown candle date: {cooldownCandle.Date}"); } return canOpenPosition; } public async Task CloseTrade(Signal signal, Position position, Trade tradeToClose, decimal lastPrice, bool tradeClosingPosition = false) { if (position.TakeProfit2 != null && position.TakeProfit1.Status == TradeStatus.Filled && tradeToClose.TradeType == TradeType.StopMarket) { // If trade is the 2nd Take profit tradeToClose.Quantity = position.TakeProfit2.Quantity; } await LogInformation( $"Trying to close trade {Config.Ticker} at {lastPrice} - Type : {tradeToClose.TradeType} - Quantity : {tradeToClose.Quantity} " + $"- Closing Position : {tradeClosingPosition}"); // Get status of position before closing it. The position might be already close by the exchange if (!Config.IsForBacktest && await ExchangeService.GetQuantityInPosition(Account, Config.Ticker) == 0) { Logger.LogInformation($"Trade already close on exchange"); await HandleClosedPosition(position); } else { var command = new ClosePositionCommand(position, lastPrice, isForBacktest: Config.IsForBacktest); try { var closedPosition = (new ClosePositionCommandHandler(ExchangeService, AccountService, TradingService) .Handle(command)).Result; if (closedPosition.Status == (PositionStatus.Finished | PositionStatus.Flipped)) { if (tradeClosingPosition) { await SetPositionStatus(signal.Identifier, PositionStatus.Finished); } await HandleClosedPosition(closedPosition); } else { throw new Exception($"Wrong position status : {closedPosition.Status}"); } } catch (Exception ex) { await LogWarning($"Position {signal.Identifier} not closed : {ex.Message}"); if (position.Status == (PositionStatus.Canceled | PositionStatus.Rejected)) { // Trade close on exchange => Should close trade manually await SetPositionStatus(signal.Identifier, PositionStatus.Finished); } } } } private async Task HandleClosedPosition(Position position) { if (Positions.Any(p => p.Identifier == position.Identifier)) { // Update the close date for the trade that actually closed the position var currentCandle = Config.IsForBacktest ? OptimizedCandles.LastOrDefault() : ExchangeService.GetCandle(Account, Config.Ticker, DateTime.UtcNow); if (currentCandle != null && position.ProfitAndLoss != null) { // Determine which trade closed the position based on realized P&L if (position.ProfitAndLoss.Realized > 0) { // Profitable close = Take Profit position.TakeProfit1.SetDate(currentCandle.Date); } else { // Loss or breakeven close = Stop Loss position.StopLoss.SetDate(currentCandle.Date); } } await SetPositionStatus(position.SignalIdentifier, PositionStatus.Finished); Logger.LogInformation( $"Position {position.SignalIdentifier} type correctly close. Pnl on position : {position.ProfitAndLoss?.Realized}"); // Update the bot's trading balance after position is closed if (position.ProfitAndLoss != null) { // Add PnL (could be positive or negative) Config.BotTradingBalance += position.ProfitAndLoss.Realized; // Subtract fees Config.BotTradingBalance -= GetPositionFees(position); Logger.LogInformation($"Updated bot trading balance to: {Config.BotTradingBalance}"); } } else { await LogWarning("Weird things happen - Trying to update position status, but no position found"); } if (!Config.IsForBacktest) { await MessengerService.SendClosingPosition(position); } await CancelAllOrders(); } private async Task CancelAllOrders() { if (!Config.IsForBacktest && !Config.IsForWatchingOnly) { try { var openOrders = await ExchangeService.GetOpenOrders(Account, Config.Ticker); if (openOrders.Any()) { var openPositions = (await ExchangeService.GetBrokerPositions(Account)) .Where(p => p.Ticker == Config.Ticker); var cancelClose = openPositions.Any(); if (cancelClose) { Logger.LogInformation($"Position still open, cancel close orders&"); } else { Logger.LogInformation($"Canceling all orders for {Config.Ticker}"); await ExchangeService.CancelOrder(Account, Config.Ticker); var closePendingOrderStatus = await ExchangeService.CancelOrder(Account, Config.Ticker); Logger.LogInformation($"Closing all {Config.Ticker} orders status : {closePendingOrderStatus}"); } } else { Logger.LogInformation($"No need to cancel orders for {Config.Ticker}"); } } catch (Exception ex) { Logger.LogError(ex, "Error during cancelOrders"); SentrySdk.CaptureException(ex); } } } private async Task SetPositionStatus(string signalIdentifier, PositionStatus positionStatus) { var position = Positions.First(p => p.SignalIdentifier == signalIdentifier); if (!position.Status.Equals(positionStatus)) { Positions.First(p => p.SignalIdentifier == signalIdentifier).Status = positionStatus; await LogInformation($"Position {signalIdentifier} new status {position.Status} => {positionStatus}"); } SetSignalStatus(signalIdentifier, positionStatus == PositionStatus.Filled ? SignalStatus.PositionOpen : SignalStatus.Expired); } private void UpdatePositionPnl(string identifier, decimal realized) { Positions.First(p => p.Identifier == identifier).ProfitAndLoss = new ProfitAndLoss() { Realized = realized }; } private void SetSignalStatus(string signalIdentifier, SignalStatus signalStatus) { if (Signals.Any(s => s.Identifier == signalIdentifier && s.Status != signalStatus)) { Signals.First(s => s.Identifier == signalIdentifier).Status = signalStatus; Logger.LogInformation($"Signal {signalIdentifier} is now {signalStatus}"); } } public int GetWinRate() { var succeededPositions = Positions.Where(p => p.IsFinished()).Count(p => p.ProfitAndLoss?.Realized > 0); var total = Positions.Where(p => p.IsFinished()).Count(); if (total == 0) return 0; return (succeededPositions * 100) / total; } public decimal GetProfitAndLoss() { var pnl = Positions.Where(p => p.ProfitAndLoss != null).Sum(p => p.ProfitAndLoss.Realized); return pnl - GetTotalFees(); } /// /// Calculates the total fees paid by the trading bot for each position. /// /// Returns the total fees paid as a decimal value. public decimal GetTotalFees() { decimal fees = 0; foreach (var position in Positions.Where(p => p.Open.Fee > 0)) { fees += position.Open.Fee; fees += position.StopLoss.Status == TradeStatus.Filled ? position.StopLoss.Fee : 0; fees += position.TakeProfit1.Status == TradeStatus.Filled ? position.TakeProfit1.Fee : 0; if (position.IsFinished() && position.StopLoss.Status != TradeStatus.Filled && position.TakeProfit1.Status != TradeStatus.Filled) fees += position.Open.Fee; if (position.TakeProfit2 != null) fees += position.TakeProfit2.Fee; } return fees; } /// /// Calculates the total fees for a specific position /// /// The position to calculate fees for /// The total fees for the position private decimal GetPositionFees(Position position) { decimal fees = 0; fees += position.Open.Fee; fees += position.StopLoss.Status == TradeStatus.Filled ? position.StopLoss.Fee : 0; fees += position.TakeProfit1.Status == TradeStatus.Filled ? position.TakeProfit1.Fee : 0; if (position.IsFinished() && position.StopLoss.Status != TradeStatus.Filled && position.TakeProfit1.Status != TradeStatus.Filled) fees += position.Open.Fee; if (position.TakeProfit2 != null) fees += position.TakeProfit2.Status == TradeStatus.Filled ? position.TakeProfit2.Fee : 0; return fees; } public async Task ToggleIsForWatchOnly() { Config.IsForWatchingOnly = !Config.IsForWatchingOnly; await LogInformation($"Watch only toggle for bot : {Name} - Watch only : {Config.IsForWatchingOnly}"); } private async Task LogInformation(string message) { Logger.LogInformation(message); try { await SendTradeMessage(message); } catch (Exception e) { Console.WriteLine(e); } } private async Task LogWarning(string message) { message = $"[{Identifier}] {message}"; SentrySdk.CaptureException(new Exception(message)); try { await SendTradeMessage(message, true); } catch (Exception e) { Console.WriteLine(e); } } private async Task SendTradeMessage(string message, bool isBadBehavior = false) { if (!Config.IsForBacktest) { await MessengerService.SendTradeMessage(message, isBadBehavior); } } public override void SaveBackup() { var data = new TradingBotBackup { Name = Name, BotType = Config.BotType, Signals = Signals, Positions = Positions, Timeframe = Config.Timeframe, Ticker = Config.Ticker, ScenarioName = Config.ScenarioName, AccountName = Config.AccountName, IsForWatchingOnly = Config.IsForWatchingOnly, WalletBalances = WalletBalances, MoneyManagement = Config.MoneyManagement, BotTradingBalance = Config.BotTradingBalance, StartupTime = StartupTime, CooldownPeriod = Config.CooldownPeriod, MaxLossStreak = Config.MaxLossStreak, MaxPositionTimeHours = Config.MaxPositionTimeHours ?? 0m, FlipOnlyWhenInProfit = Config.FlipOnlyWhenInProfit, CloseEarlyWhenProfitable = Config.CloseEarlyWhenProfitable, }; BotService.SaveOrUpdateBotBackup(User, Identifier, Config.BotType, Status, JsonConvert.SerializeObject(data)); } public override void LoadBackup(BotBackup backup) { var data = JsonConvert.DeserializeObject(backup.Data); Config = new TradingBotConfig { AccountName = data.AccountName, MoneyManagement = data.MoneyManagement, Ticker = data.Ticker, ScenarioName = data.ScenarioName, Timeframe = data.Timeframe, IsForBacktest = false, // Always false when loading from backup IsForWatchingOnly = data.IsForWatchingOnly, BotTradingBalance = data.BotTradingBalance, BotType = data.BotType, CooldownPeriod = data.CooldownPeriod, MaxLossStreak = data.MaxLossStreak, MaxPositionTimeHours = data.MaxPositionTimeHours == 0m ? null : data.MaxPositionTimeHours, FlipOnlyWhenInProfit = data.FlipOnlyWhenInProfit, CloseEarlyWhenProfitable = data.CloseEarlyWhenProfitable, Name = data.Name }; Signals = data.Signals; Positions = data.Positions; WalletBalances = data.WalletBalances; PreloadSince = data.StartupTime; Identifier = backup.Identifier; User = backup.User; Status = backup.LastStatus; } /// /// Manually opens a position using the bot's settings and a generated signal. /// Relies on the bot's MoneyManagement for Stop Loss and Take Profit placement. /// /// The direction of the trade (Long/Short). /// The created Position object. /// Throws if no candles are available or position opening fails. public async Task OpenPositionManually(TradeDirection direction) { var lastCandle = OptimizedCandles.LastOrDefault(); if (lastCandle == null) { throw new Exception("No candles available to open position"); } // Create a fake signal for manual position opening var signal = new Signal(Config.Ticker, direction, Confidence.Low, lastCandle, lastCandle.Date, TradingExchanges.GmxV2, StrategyType.Stc, SignalType.Signal); signal.Status = SignalStatus.WaitingForPosition; // Ensure status is correct signal.User = Account.User; // Assign user // Add the signal to our collection await AddSignal(signal); // Open the position using the generated signal (SL/TP handled by MoneyManagement) await OpenPosition(signal); // Get the opened position var position = Positions.FirstOrDefault(p => p.SignalIdentifier == signal.Identifier); if (position == null) { // Clean up the signal if position creation failed SetSignalStatus(signal.Identifier, SignalStatus.Expired); throw new Exception("Failed to open position"); } Logger.LogInformation($"Manually opened position {position.Identifier} for signal {signal.Identifier}"); return position; } /// /// Checks if a position has exceeded the maximum time limit for being open. /// /// The position to check /// The current time to compare against /// True if the position has exceeded the time limit, false otherwise private bool HasPositionExceededTimeLimit(Position position, DateTime currentTime) { if (!Config.MaxPositionTimeHours.HasValue) { return false; // Time-based closure is disabled } var timeOpen = currentTime - position.Open.Date; var maxTimeAllowed = TimeSpan.FromHours((double)Config.MaxPositionTimeHours.Value); return timeOpen >= maxTimeAllowed; } /// /// Updates the trading bot configuration with new settings. /// This method validates the new configuration and applies it to the running bot. /// /// The new configuration to apply /// True if the configuration was successfully updated, false otherwise /// Thrown when the new configuration is invalid public async Task UpdateConfiguration(TradingBotConfig newConfig) { try { // Validate the new configuration if (newConfig == null) { throw new ArgumentException("Configuration cannot be null"); } if (newConfig.BotTradingBalance <= Constants.GMX.Config.MinimumPositionAmount) { throw new ArgumentException( $"Bot trading balance must be greater than {Constants.GMX.Config.MinimumPositionAmount}"); } if (string.IsNullOrEmpty(newConfig.AccountName)) { throw new ArgumentException("Account name cannot be null or empty"); } if (string.IsNullOrEmpty(newConfig.ScenarioName)) { throw new ArgumentException("Scenario name cannot be null or empty"); } // Protect critical properties that shouldn't change for running bots var protectedBotType = Config.BotType; var protectedIsForBacktest = Config.IsForBacktest; var protectedName = Config.Name; // Log the configuration update await LogInformation($"Updating bot configuration. Previous config: " + $"Balance: {Config.BotTradingBalance}, " + $"MaxTime: {Config.MaxPositionTimeHours?.ToString() ?? "Disabled"}, " + $"FlipOnlyProfit: {Config.FlipOnlyWhenInProfit}, " + $"Cooldown: {Config.CooldownPeriod}, " + $"MaxLoss: {Config.MaxLossStreak}"); // Update the configuration Config = newConfig; // Restore protected properties Config.BotType = protectedBotType; Config.IsForBacktest = protectedIsForBacktest; Config.Name = protectedName; // If account changed, reload it if (Config.AccountName != Account?.Name) { await LoadAccount(); } // If scenario changed, reload it var currentScenario = Scenario?.Name; if (Config.ScenarioName != currentScenario) { LoadScenario(Config.ScenarioName); } await LogInformation($"Bot configuration updated successfully. New config: " + $"Balance: {Config.BotTradingBalance}, " + $"MaxTime: {Config.MaxPositionTimeHours?.ToString() ?? "Disabled"}, " + $"FlipOnlyProfit: {Config.FlipOnlyWhenInProfit}, " + $"Cooldown: {Config.CooldownPeriod}, " + $"MaxLoss: {Config.MaxLossStreak}"); // Save the updated configuration as backup if (!Config.IsForBacktest) { SaveBackup(); } return true; } catch (Exception ex) { await LogWarning($"Failed to update bot configuration: {ex.Message}"); return false; } } /// /// Gets the current trading bot configuration. /// /// A copy of the current configuration public TradingBotConfig GetConfiguration() { return new TradingBotConfig { AccountName = Config.AccountName, MoneyManagement = Config.MoneyManagement, Ticker = Config.Ticker, ScenarioName = Config.ScenarioName, Timeframe = Config.Timeframe, IsForWatchingOnly = Config.IsForWatchingOnly, BotTradingBalance = Config.BotTradingBalance, BotType = Config.BotType, IsForBacktest = Config.IsForBacktest, CooldownPeriod = Config.CooldownPeriod, MaxLossStreak = Config.MaxLossStreak, MaxPositionTimeHours = Config.MaxPositionTimeHours, FlipOnlyWhenInProfit = Config.FlipOnlyWhenInProfit, FlipPosition = Config.FlipPosition, Name = Config.Name, CloseEarlyWhenProfitable = Config.CloseEarlyWhenProfitable }; } } public class TradingBotBackup { public string Name { get; set; } public BotType BotType { get; set; } public HashSet Signals { get; set; } public List Positions { get; set; } public Timeframe Timeframe { get; set; } public Ticker Ticker { get; set; } public string ScenarioName { get; set; } public string AccountName { get; set; } public bool IsForWatchingOnly { get; set; } public Dictionary WalletBalances { get; set; } public MoneyManagement MoneyManagement { get; set; } public DateTime StartupTime { get; set; } public decimal BotTradingBalance { get; set; } public int CooldownPeriod { get; set; } public int MaxLossStreak { get; set; } public decimal MaxPositionTimeHours { get; set; } public bool FlipOnlyWhenInProfit { get; set; } public bool CloseEarlyWhenProfitable { get; set; } }