202 lines
11 KiB
Markdown
202 lines
11 KiB
Markdown
# V2
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## Done
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### Adaptive mode
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- [x] Create a risk mode 'Adaptive' to be able to not use save moneymanagement settings
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- [x] Adaptive mode will force Bot to determine SL by getting the previous highest price on the period (prevent choppy price on good entry)
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- [x] Create account (type, exchange, key, secret)
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- [x] Update trading bot to handle one account
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- [x] Remove exchange from bot. Exchange will be set on the account
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- [x] Update ftxClient to not use Managingbot subaccount
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- [x] Update exchangeService to handle account
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- [x] Dynamic Ticker selection base on best volumes on the exchanges
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- [x] Create endpoint to get the ticker list for the frontend
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- [x] Create method in application to get best bid and best ask
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- [x] Submit only limit with IOC
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- [x] Implement Poly to have a retry policy for limit order ioc execution => Unsure position is open
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- [x] For openOrder inject a parameter to select the ioc mode. If risk is adaptive we just place the order a the price without forcing the position opening
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- [x] Integrate STC signals
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### Web3
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- [x] Integrate wallet management from backend side
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- [x] Integrate wagmi/connectkit
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- [x] Sign message with connectkit
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- [x] On wallet connect, check if token is not expired
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- [x] User can have multiple address
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- [x] User can create an account base on evm exchange
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- [x] Hide key/secret if evm exchange is selected
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- [x] Generate pub/priv key on evm account creation and store it into mongo
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- [x] Get balance for an address
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- [x] Handle multi-chain
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- [x] Add arbitrum testnet for backend
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- [x] User can withdraw found to the connected address of the user
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- [x] Implement get balance with chainlink feed
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- [x] Abstract subgraph management
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- [x] Get price from multiple price feeds subgraph
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- [x] Add to ExchangeService GetAvailableTicker()
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- [x] Add get token list method to EvmManager
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- [x] Setup worker to save candles into db
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- [x] Open trade -> CreateIncreaseOrder
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- [x] Close trade -> CreateDecreasePosition
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- [x] Close all orders
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- [x] Create SL & TP -> CreateDecreaseOrder
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- [x] Get Fees -> Estimate Tx cost
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- [x] Adapt GetBalance to retrieve stablecoin amount
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- [x] Create worker to fetch GMX leaderboard -> LeaderboardWorker
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- [x] Leaderboard will create PositionUpdate message bus to deposit a message with all information to open a trade
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- [x] Create bot type CopyTrading to receive PositionUpdate bus message and open position based on criteria
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- [x] CopyTrading bot will send an OpenPosition button on Discord if he's set to watchOnly
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- [x] Fix : Trim address, give name to address, decrease amount bug,
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- [x] Display best last backtests ran by backtester workers
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- [x] Refactor GetAccounts/GetAccount to handle the user
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- [x] AccountType : Binance/EvmTrador/EvmWatch/EvmPersonal
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- [x] Make better abstration of the Database projects (influx, mongodb) to Remove the link between Application and Infrastructure
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- [x] Implement strategy pattern for exchange processors
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- [x] Use cache for position and signal
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- [x] Don't run update Signal and manage position if no new candle
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### Workers
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- [x] Add Influxdb
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- [x] Create workers for scrap data (per ticker, per exchange, per timeframe)
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- [x] Use candle from influxdb for backtests and bots
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- [x] Create a worker that get a daily top 15 of ticker volume
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- [x] Scrap candle only for crypto with high volume
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- [x] Create a worker that run backtest and save it in db
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### Front-end
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- [x] Return list of balances with tokens/chains data
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- [x] On account line click, display tokens by chain available
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- [x] Call Available ticker to produce the droplist
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- [x] Display multipanes https://github.com/qwpto/lightweight-charts-panels / https://codesandbox.io/s/react-typescript-forked-mxek17?file=/src/App.tsx / https://github.com/Rassibassi/multipane_tradingview
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- [x] Display last open position with lines (add SL and TP)
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- [x] Fix double charts problem (has been fixed by removing strict mode)
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- [x] Try to pass the tailwind current theme color to the chart
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- [x] List all open position for every trading account
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- [x] Create button to force close position
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- [x] Open Position button
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- [x] Improve position message -> Create message buildor
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- [x] Create channel handler for address watcher
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- [x] Add input to specify the account balance. If not set, it will use the selected account balance
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# The rest
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## Part 1 : Adaptive trading
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- [x] From backtests list : Determine TP and Stop loss % by getting average profit and average lost for a signal
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- [x] Modify bot to use MoneyManagement object instead of using the risk associated to the signal.
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- [x] Bot object should return MoneyManagement object
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- [ ] Strategy can return a suggested trade that will give the best orders to execute
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## Part 2 : Workflows builder
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- [x] Create a workflow type that will encapsulate a list of flows
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- [x] Each flow will have parameters, inputs and outputs that will be used by the children flows
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- [ ] Flow can handle multiple parents
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- [ ] Run Simple bot base on a workflow
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- [ ] Run backtest based on a workflow
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- [ ] Add flows : ClosePosition, Scenario
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## Part 2 : Strategies optimisation
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- [ ] Optimize all strategies with more data (funding rate trend, bbwp, etc..)
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- [ ] Optimize entry by getting last ask price and place an order limit to match directly with it
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- [ ] Add bbwp indicator => PR example : https://github.com/DaveSkender/Stock.Indicators/pull/893/files#diff-df1cd2a99846f7328c9fc3db4d2c164380a0fa943cdcad2ece01b886cac68137
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- [ ] Create strategies types from signal (a divergence) / trend (stoch long or short) / context (high vol/low vol)
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- [ ] Create a trend strategy on fundinrate -> long trend if negativ fr / short trend if positiv fr
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- [ ] Add entry/exit price to signal for adaptive risk
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- [ ] MACD: Open only when candle is not a big move to avoid late entry (only enter when low vol)
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- [ ] Improve strategy composability by using delegate pattern
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## Part 3 : Backtests automation
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- [ ] Create a worker that determine best TP and SL
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- [ ] Create a page 'Analyze' to show the best TP and SL for multiple backtest result
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- [ ] Implement reverseSignal to close and flip the trade
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- [ ] Load signal from database
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- [ ] Create a bot to update signal into database that still in pending
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- [ ] Signal return best SL and TP
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- [ ] Combine multi-timeframe to detect better signals => Adapt risk on the lowest timeframe based on upper timeframe
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- [ ] Remove candles from the backtestResult
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- [ ] Save start/end time and timeframe into the result
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- [ ] On GET backtest -> Retrieve the candle from cache or database
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_______________________________________________________________________________________________________________
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# Phase 2 - Web3
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## 1 - Wallet management
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- [ ] User can deposit token to and evm account with a QR code or clicking on button to copy the address
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## 2 - [Track address](https://github.com/users/CryptoOda/projects/1/views/1?pane=issue&itemId=32158941)
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- [ ] Create a snapshot of the account balances with BalancesWorker
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- [ ] Display balance in $ evolution per token hold on the account page
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## 3 - Settings [Link](https://github.com/users/CryptoOda/projects/1/views/1?pane=issue&itemId=32159287)
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- [ ] Save theme into database
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- [ ] Call GET Settings/Theme to retrieve the theme used by the user
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## 4 - Trading desk [Link](https://github.com/users/CryptoOda/projects/1/views/1?pane=issue&itemId=11070087)
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- [x] Live data position hub
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- [x] Live candles
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- [x] Open position from desk
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## 5 - Live liquidation map
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- [ ] Create worker to aggregate binance/okx liquidation
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- [ ] Render liquidation map with a hub subscription to get live update
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- [ ] Live data signal
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- [ ] Display massive liquidation on TradeChartWidget
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## 6 - Metrics [Link](https://github.com/users/CryptoOda/projects/1/views/1?pane=issue&itemId=32159107)
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- [ ] Create a worker that get top 5 cryptos by scenario
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- [ ] Create worker to store portofolio evolution
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- [ ] Display portofolio evolution
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- [ ] Create a worker to scrap funding fees over time (per ticker, per exchange)
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## 7 - Improvement [Link](https://github.com/users/CryptoOda/projects/1/views/1?pane=issue&itemId=32159127)
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- [ ] Handling user on every object => Use the JWT token to inject the userName
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- [ ] Extract BacktestReport from tests to a Tools projects
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- [ ] Factorize amount management for GMX Service
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- [ ] Remove link betweend Domain object to EVM project
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- [ ] GMX Service should handle only Nethereum object, not Domain.Models
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- [ ] Compute backtests pagination on backend side
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- [ ] Store webapp into docker
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- [ ] Make possible to force close all positionpositions of a bot
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- [ ] Save bot config to easily relaunch a bot and also analyze data
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- [ ] Bot can handle limit order position -> fetch if order is still open then check if position of open
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- [ ] Create method to update the money management use by the bot
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- [ ] Implement from/to tickers array pattern
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- [ ] Extract all managing trade method into a TradingBox class => Create composable trading bot type easily
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- [ ] Bot backup worker: Every x, get saved bots and check if still running. If not running call api to reboot bot.
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- [ ] Create worker to fetch the biggest spread between long\short funding rate and send alert when most profitable delta neutral position is found
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# Front-end
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## Improve Account page
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- [ ] Display total balances (only trader account) on Settings->Accounts Page
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- [ ] On Token Account details line -> Add button to withdraw money (this will open a Modal to prompt the address/amount that will receive the money)
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## Charts
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- [ ] Add multi-timeframe options
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- [ ] Display optionnal indicators on charts
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- [ ] Display current selected position (when i click on a Position in the list)
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## Trading desk
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- [ ] WAIT - Create a button to open a hedge on option market
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- [ ] Get global exposure ((total position / total balances *) 100)
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- [ ] Display multiple tab to show different tickers
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## Scenarios
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- [x] Create a blocky-like editor to create scenarios https://google.github.io/blockly-samples/
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## Bots
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- [ ] Add button to display money management use by the bot
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- [ ] On the modal, When simple bot selected, show only a select for the workflow
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## Backtests
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- [x] Display the money management used by the backtest
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## Technical front-end :
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- [ ] Implement alias to reduce 'import' lines https://github.com/subwaytime/vite-aliases
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- [ ] Make Get Accounts List as a store
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- [ ] Replace all html-tag Modals (ex: BacktestPlayground.tsx)
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- [ ] Refactoring Components :
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- organism : Put all the code related to the app (Trade charts etc). This folder should be delete when the project is forked
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- mollecules : Put aggregate of atoms to create forms/modal/table
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- atoms : Put all basic html tag components (List, Select, Slider...)
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## Workflow
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- [x] List all workflow saved in
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- [x] Use https://reactflow.dev/ to display a workflow (map flow to nodes and children to edges)
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- [x] On update Nodes : https://codesandbox.io/s/dank-waterfall-8jfcf4?file=/src/App.js
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- [x] Save workflow
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- [ ] Reset workflow
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- [ ] Add flows : Close Position, SendMessage
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- [ ] On Flow.tsx : Display inputs/outputs names on the node
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- [ ] Setup file tree UI for available flows : https://codesandbox.io/s/nlzui
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_____________________________________________________________________________________________________________
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# Technicals
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- [ ] Remove mediator
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- [ ] Check Traefik : https://www.cloudbees.com/blog/setting-up-traefik-as-a-reverse-proxy-for-asp-net-applications
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- [ ] Implement IHostedService/BackgroundService to run bot in background https://www.youtube.com/watch?v=fw-n2RkzOMI
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- [ ] Implement Microsoft Orleans
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