* Trading bot Grain * Fix a bit more of the trading bot * Advance on the tradingbot grain * Fix build * Fix db script * Fix user login * Fix a bit backtest * Fix cooldown and backtest * start fixing bot start * Fix startup * Setup local db * Fix build and update candles and scenario * Add bot registry * Add reminder * Updateing the grains * fix bootstraping * Save stats on tick * Save bot data every tick * Fix serialization * fix save bot stats * Fix get candles * use dict instead of list for position * Switch hashset to dict * Fix a bit * Fix bot launch and bot view * add migrations * Remove the tolist * Add agent grain * Save agent summary * clean * Add save bot * Update get bots * Add get bots * Fix stop/restart * fix Update config * Update scanner table on new backtest saved * Fix backtestRowDetails.tsx * Fix agentIndex * Update agentIndex * Fix more things * Update user cache * Fix * Fix account load/start/restart/run
424 lines
16 KiB
C#
424 lines
16 KiB
C#
using Managing.Application.Abstractions.Repositories;
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using Managing.Application.Abstractions.Services;
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using Managing.Domain.Accounts;
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using Managing.Domain.Bots;
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using Managing.Domain.Candles;
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using Managing.Domain.Indicators;
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using Managing.Domain.Scenarios;
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using Managing.Domain.Shared.Helpers;
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using Managing.Domain.Statistics;
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using Managing.Domain.Strategies;
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using Managing.Domain.Strategies.Base;
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using Managing.Domain.Synth.Models;
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using Managing.Domain.Trades;
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using Managing.Domain.Users;
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using Managing.Infrastructure.Evm.Models.Privy;
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using Microsoft.Extensions.Logging;
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using static Managing.Common.Enums;
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namespace Managing.Application.Trading;
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public class TradingService : ITradingService
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{
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private readonly ITradingRepository _tradingRepository;
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private readonly IExchangeService _exchangeService;
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private readonly IAccountService _accountService;
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private readonly ICacheService _cacheService;
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private readonly IMessengerService _messengerService;
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private readonly IStatisticRepository _statisticRepository;
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private readonly IEvmManager _evmManager;
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private readonly ILogger<TradingService> _logger;
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private readonly ISynthPredictionService _synthPredictionService;
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public TradingService(
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ITradingRepository tradingRepository,
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IExchangeService exchangeService,
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ILogger<TradingService> logger,
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IAccountService accountService,
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ICacheService cacheService,
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IMessengerService messengerService,
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IStatisticRepository statisticRepository,
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IEvmManager evmManager,
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ISynthPredictionService synthPredictionService)
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{
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_tradingRepository = tradingRepository;
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_exchangeService = exchangeService;
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_logger = logger;
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_accountService = accountService;
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_cacheService = cacheService;
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_messengerService = messengerService;
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_statisticRepository = statisticRepository;
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_evmManager = evmManager;
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_synthPredictionService = synthPredictionService;
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}
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public async Task DeleteScenarioAsync(string name)
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{
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await _tradingRepository.DeleteScenarioAsync(name);
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}
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public async Task DeleteIndicatorAsync(string name)
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{
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await _tradingRepository.DeleteIndicatorAsync(name);
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}
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public async Task<Position> GetPositionByIdentifierAsync(Guid identifier)
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{
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return await _tradingRepository.GetPositionByIdentifierAsync(identifier);
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}
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public async Task<IEnumerable<Position>> GetPositionsAsync(PositionInitiator positionInitiator)
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{
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return await _tradingRepository.GetPositionsAsync(positionInitiator);
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}
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public async Task<IEnumerable<Position>> GetPositionsByStatusAsync(PositionStatus postionStatus)
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{
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return await _tradingRepository.GetPositionsByStatusAsync(postionStatus);
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}
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public async Task<Scenario> GetScenarioByNameAsync(string scenario)
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{
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return await _tradingRepository.GetScenarioByNameAsync(scenario);
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}
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public async Task<IEnumerable<Scenario>> GetScenariosAsync()
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{
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return await _tradingRepository.GetScenariosAsync();
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}
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public async Task<IEnumerable<IndicatorBase>> GetIndicatorsAsync()
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{
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return await _tradingRepository.GetStrategiesAsync();
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}
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public async Task<IndicatorBase> GetIndicatorByNameAsync(string strategy)
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{
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return await _tradingRepository.GetStrategyByNameAsync(strategy);
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}
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public async Task InsertPositionAsync(Position position)
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{
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await _tradingRepository.InsertPositionAsync(position);
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}
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public async Task InsertScenarioAsync(Scenario scenario)
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{
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await _tradingRepository.InsertScenarioAsync(scenario);
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}
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public async Task InsertIndicatorAsync(IndicatorBase indicatorBase)
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{
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await _tradingRepository.InsertIndicatorAsync(indicatorBase);
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}
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public async Task<Position> ManagePosition(Account account, Position position)
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{
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var lastPrice = await _exchangeService.GetPrice(account, position.Ticker, DateTime.UtcNow);
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var quantityInPosition = await _exchangeService.GetQuantityInPosition(account, position.Ticker);
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var orders = await _exchangeService.GetOpenOrders(account, position.Ticker);
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if (quantityInPosition > 0)
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{
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// Position still open
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position.ProfitAndLoss =
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TradingBox.GetProfitAndLoss(position, position.Open.Quantity, lastPrice, position.Open.Leverage);
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_logger.LogInformation($"Position is still open - PNL : {position.ProfitAndLoss.Realized} $");
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_logger.LogInformation($"Requested trades : {orders.Count}");
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}
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else
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{
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// No quantity in position = SL/TP hit
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if (orders.All(o => o.TradeType != TradeType.StopLoss))
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{
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// SL hit
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_logger.LogInformation($"Stop loss is filled on exchange.");
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position.StopLoss.SetStatus(TradeStatus.Filled);
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position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.StopLoss.Quantity,
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position.StopLoss.Price, position.Open.Leverage);
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_ = _exchangeService.CancelOrder(account, position.Ticker);
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}
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else if (orders.All(o => o.TradeType != TradeType.TakeProfit))
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{
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// TP Hit
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if (position.TakeProfit1.Status == TradeStatus.Filled && position.TakeProfit2 != null)
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{
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position.TakeProfit2.SetStatus(TradeStatus.Filled);
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position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.TakeProfit2.Quantity,
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position.TakeProfit2.Price, 1);
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_logger.LogInformation($"TakeProfit 2 is filled on exchange.");
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}
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else
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{
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position.TakeProfit1.SetStatus(TradeStatus.Filled);
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position.ProfitAndLoss = TradingBox.GetProfitAndLoss(position, position.TakeProfit1.Quantity,
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position.TakeProfit1.Price, 1);
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_logger.LogInformation($"TakeProfit 1 is filled on exchange.");
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}
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}
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else
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{
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_logger.LogInformation(
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$"Position closed manually or forced close by exchange because quantity in position is below 0.");
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position.Status = PositionStatus.Finished;
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if (orders.Any()) await _exchangeService.CancelOrder(account, position.Ticker);
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}
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}
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return position;
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}
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public async Task UpdatePositionAsync(Position position)
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{
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await _tradingRepository.UpdatePositionAsync(position);
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}
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public async Task<IEnumerable<Position>> GetPositionsAsync()
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{
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var positions = new List<Position>();
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positions.AddRange(await GetPositionsByStatusAsync(PositionStatus.New));
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positions.AddRange(await GetPositionsByStatusAsync(PositionStatus.Filled));
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positions.AddRange(await GetPositionsByStatusAsync(PositionStatus.PartiallyFilled));
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return positions;
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}
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public async Task WatchTrader()
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{
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var availableTickers = new List<Ticker> { Ticker.BTC, Ticker.ETH, Ticker.UNI, Ticker.LINK };
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var watchAccount = await GetTradersWatch();
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var key = $"AccountsQuantityInPosition";
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var aqip = _cacheService.GetValue<List<TraderFollowup>>(key);
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if (aqip == null)
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{
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aqip = GetAccountsQuantityInPosition(watchAccount);
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}
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else
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{
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foreach (var a in watchAccount.Where(w => !aqip.Any(a => a.Account.Address == w.Address)))
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{
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var newAccount = SetupFollowUp(a);
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aqip.Add(newAccount);
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}
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foreach (var a in aqip)
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{
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await ManageTrader(a, availableTickers);
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}
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}
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_cacheService.SaveValue(key, aqip, TimeSpan.FromMinutes(10));
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}
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public async Task<IEnumerable<Trader>> GetTradersWatch()
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{
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var watchAccount = await _statisticRepository.GetBestTradersAsync();
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var customWatchAccount = (await _accountService.GetAccountsAsync(true, false))
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.Where(a => a.Type == AccountType.Watch)
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.ToList().MapToTraders();
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watchAccount.AddRange(customWatchAccount.Where(a =>
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!watchAccount.Any(w => w.Address.Equals(a.Address, StringComparison.InvariantCultureIgnoreCase))));
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return watchAccount;
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}
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public void UpdateDeltaNeutralOpportunities()
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{
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var fundingRates = _exchangeService.GetFundingRates();
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}
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public async Task UpdateScenarioAsync(Scenario scenario)
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{
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await _tradingRepository.UpdateScenarioAsync(scenario);
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}
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public async Task UpdateIndicatorAsync(IndicatorBase indicatorBase)
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{
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await _tradingRepository.UpdateStrategyAsync(indicatorBase);
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}
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public async Task<IEnumerable<Position>> GetBrokerPositions(Account account)
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{
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return await _exchangeService.GetBrokerPositions(account);
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}
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private async Task ManageTrader(TraderFollowup a, List<Ticker> tickers)
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{
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var shortAddress = a.Account.Address.Substring(0, 6);
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foreach (var ticker in tickers)
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{
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try
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{
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var newTrade = await _exchangeService.GetTrade(a.Account.Address, "", ticker);
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var oldTrade = a.Trades.SingleOrDefault(t => t.Ticker == ticker);
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if (newTrade == null)
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{
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if (oldTrade != null)
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{
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_logger.LogInformation(
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$"[{shortAddress}][{ticker}] Trader previously got a position open but the position was close by trader");
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await _messengerService.SendClosedPosition(a.Account.Address, oldTrade);
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a.Trades.Remove(oldTrade);
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}
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}
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else if ((newTrade != null && oldTrade == null) || (newTrade.Quantity > oldTrade.Quantity))
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{
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_logger.LogInformation(
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$"[{shortAddress}][{ticker}] Trader increase {newTrade.Direction} by {newTrade.Quantity - (oldTrade?.Quantity ?? 0)} with leverage {newTrade.Leverage} at {newTrade.Price} leverage.");
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var index = a.Trades.IndexOf(oldTrade);
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if (index != -1)
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{
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a.Trades[index] = newTrade;
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}
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else
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{
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a.Trades.Add(newTrade);
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}
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// Open position
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await _messengerService.SendIncreasePosition(a.Account.Address, newTrade, "Test6", oldTrade);
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// Save position to cache
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}
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else if (newTrade.Quantity < oldTrade.Quantity && newTrade.Quantity > 0)
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{
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var decreaseAmount = oldTrade.Quantity - newTrade.Quantity;
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var index = a.Trades.IndexOf(oldTrade);
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a.Trades[index] = newTrade;
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_logger.LogInformation(
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$"[{a.Account.Address.Substring(0, 6)}][{ticker}] Trader decrease position but didnt close it {decreaseAmount}");
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await _messengerService.SendDecreasePosition(a.Account.Address, newTrade, decreaseAmount);
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}
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else
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{
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_logger.LogInformation(
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$"[{shortAddress}][{ticker}] No change - Quantity still {newTrade.Quantity}");
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}
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}
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catch (Exception ex)
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{
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_logger.LogError($"[{shortAddress}][{ticker}] Impossible to fetch trader");
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}
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}
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}
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private List<TraderFollowup> GetAccountsQuantityInPosition(IEnumerable<Trader> watchAccount)
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{
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var result = new List<TraderFollowup>();
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foreach (var account in watchAccount)
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{
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var trader = SetupFollowUp(account);
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result.Add(trader);
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}
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return result;
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}
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private static TraderFollowup SetupFollowUp(Trader account)
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{
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var trader = new TraderFollowup
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{
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Account = account,
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Trades = new List<Trade>(),
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PositionIdentifiers = new List<string>()
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};
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return trader;
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}
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public class TraderFollowup
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{
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public Trader Account { get; set; }
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public List<Trade> Trades { get; set; }
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public List<string> PositionIdentifiers { get; set; }
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}
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public async Task<PrivyInitAddressResponse> InitPrivyWallet(string publicAddress)
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{
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try
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{
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if (string.IsNullOrEmpty(publicAddress))
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{
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_logger.LogWarning("Attempted to initialize Privy wallet with null or empty public address");
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return new PrivyInitAddressResponse
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{ Success = false, Error = "Public address cannot be null or empty" };
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}
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return await _evmManager.InitAddress(publicAddress);
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, "Error initializing Privy wallet for address {PublicAddress}", publicAddress);
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return new PrivyInitAddressResponse { Success = false, Error = ex.Message };
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}
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}
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// Synth API integration methods
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public async Task<SignalValidationResult> ValidateSynthSignalAsync(LightSignal signal, decimal currentPrice,
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TradingBotConfig botConfig, bool isBacktest)
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{
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return await _synthPredictionService.ValidateSignalAsync(signal, currentPrice, botConfig, isBacktest);
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}
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public async Task<bool> AssessSynthPositionRiskAsync(Ticker ticker, TradeDirection direction, decimal currentPrice,
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TradingBotConfig botConfig, bool isBacktest)
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{
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return await _synthPredictionService.AssessPositionRiskAsync(ticker, direction, currentPrice,
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botConfig, isBacktest);
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}
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public async Task<SynthRiskResult> MonitorSynthPositionRiskAsync(Ticker ticker, TradeDirection direction,
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decimal currentPrice, decimal liquidationPrice, Guid positionIdentifier, TradingBotConfig botConfig)
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{
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return await _synthPredictionService.MonitorPositionRiskAsync(ticker, direction, currentPrice, liquidationPrice,
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positionIdentifier, botConfig);
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}
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/// <summary>
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/// Calculates indicators values for a given scenario and candles.
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/// </summary>
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/// <param name="scenario">The scenario containing indicators.</param>
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/// <param name="candles">The candles to calculate indicators for.</param>
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/// <returns>A dictionary of indicator types to their calculated values.</returns>
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public Dictionary<IndicatorType, IndicatorsResultBase> CalculateIndicatorsValuesAsync(
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Scenario scenario,
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HashSet<Candle> candles)
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{
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var indicatorsValues = new Dictionary<IndicatorType, IndicatorsResultBase>();
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if (scenario?.Indicators == null || scenario.Indicators.Count == 0)
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{
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return indicatorsValues;
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}
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// Build indicators from scenario
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foreach (var indicator in scenario.Indicators)
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{
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try
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{
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indicatorsValues[indicator.Type] = indicator.GetIndicatorValues(candles);
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}
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catch (Exception ex)
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{
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_logger.LogError(ex, "Error calculating indicator {IndicatorName}: {ErrorMessage}",
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indicator.Name, ex.Message);
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}
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}
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return indicatorsValues;
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}
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public async Task<IndicatorBase?> GetIndicatorByNameUserAsync(string name, User user)
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{
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return await _tradingRepository.GetStrategyByNameUserAsync(name, user);
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}
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public async Task<Scenario?> GetScenarioByNameUserAsync(string scenarioName, User user)
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{
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return await _tradingRepository.GetScenarioByNameUserAsync(scenarioName, user);
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}
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} |