466 lines
16 KiB
C#
466 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.MoneyManagements;
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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.Trades;
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using Microsoft.Extensions.Logging;
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using static Managing.Common.Enums;
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namespace Managing.Application.Workers;
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public class StatisticService : IStatisticService
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{
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private readonly IStatisticRepository _statisticRepository;
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private readonly IExchangeService _exchangeService;
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private readonly IAccountService _accountService;
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private readonly IEvmManager _evmManager;
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private readonly ITradingService _tradingService;
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private readonly IBacktester _backtester;
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private readonly ITradaoService _tradaoService;
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private readonly IMessengerService _messengerService;
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private readonly ICacheService _cacheService;
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private readonly IAgentBalanceRepository _agentBalanceRepository;
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private readonly ILogger<StatisticService> _logger;
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public StatisticService(
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IExchangeService exchangeService,
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IAccountService accountService,
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ILogger<StatisticService> logger,
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IStatisticRepository statisticRepository,
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IEvmManager evmManager,
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ITradingService tradingService,
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IBacktester backtester,
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ITradaoService tradaoService,
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IMessengerService messengerService,
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ICacheService cacheService,
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IAgentBalanceRepository agentBalanceRepository)
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{
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_exchangeService = exchangeService;
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_accountService = accountService;
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_logger = logger;
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_statisticRepository = statisticRepository;
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_evmManager = evmManager;
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_tradingService = tradingService;
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_backtester = backtester;
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_tradaoService = tradaoService;
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_messengerService = messengerService;
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_cacheService = cacheService;
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_agentBalanceRepository = agentBalanceRepository;
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}
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public async Task UpdateTopVolumeTicker(TradingExchanges exchange, int top)
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{
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var account = _accountService.GetAccounts(false, false).FirstOrDefault(a => a.Exchange == exchange);
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var date = DateTime.UtcNow;
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if (account == null)
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throw new Exception($"Enable to found account for exchange {exchange}");
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var lastTop = GetLastTopVolumeTicker();
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if (lastTop != null && lastTop.Count > 0)
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{
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_logger.LogInformation($"A top of {lastTop.Count} already exist for the current rage");
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return;
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}
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var volumeTickers = new Dictionary<Ticker, decimal>();
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foreach (var ticker in (Ticker[])Enum.GetValues(typeof(Ticker)))
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{
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var volume = _exchangeService.GetVolume(account, ticker);
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var price = _exchangeService.GetPrice(account, ticker, date);
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volumeTickers.Add(ticker, volume * price);
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}
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var currentTop = volumeTickers.OrderByDescending(v => v.Value).Take(top).ToList();
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for (int rank = 0; rank < currentTop.Count; rank++)
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{
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var dto = new TopVolumeTicker()
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{
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Date = date,
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Rank = rank + 1,
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Ticker = currentTop[rank].Key,
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Volume = currentTop[rank].Value,
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Exchange = exchange
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};
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await _statisticRepository.InsertTopVolumeTicker(dto);
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}
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}
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public async Task UpdateFundingRates()
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{
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// Get fundingRate from database
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var previousFundingRate = await GetFundingRates();
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var newFundingRates = await _evmManager.GetFundingRates();
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var topRates = newFundingRates
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.Where(fr => fr.Direction == TradeDirection.Short && fr.Rate > 0)
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.OrderByDescending(fr => fr.Rate)
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.Take(3)
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.ToList();
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topRates.AddRange(newFundingRates
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.Where(fr => fr.Direction == TradeDirection.Long && fr.Rate > 0)
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.OrderBy(fr => fr.Rate)
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.TakeLast(3)
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.ToList());
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// Old position not in the new top
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foreach (var oldRate in previousFundingRate)
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{
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if (topRates.All(tr => !SameFundingRate(tr, oldRate)))
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{
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// Close position
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await _messengerService.SendDowngradedFundingRate(oldRate);
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await _statisticRepository.RemoveFundingRate(oldRate);
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}
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}
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// New position not in the old top
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foreach (var newRate in topRates)
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{
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if (previousFundingRate.All(tr => !SameFundingRate(tr, newRate)))
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{
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// Open position
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await _messengerService.SendNewTopFundingRate(newRate);
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await _statisticRepository.InsertFundingRate(newRate);
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}
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else if (previousFundingRate.Any(tr => SameFundingRate(tr, newRate)))
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{
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var oldRate = previousFundingRate.FirstOrDefault(tr => SameFundingRate(tr, newRate));
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if (oldRate != null && Math.Abs(oldRate.Rate - newRate.Rate) > 5m)
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{
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await _messengerService.SendFundingRateUpdate(oldRate, newRate);
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_statisticRepository.UpdateFundingRate(oldRate, newRate);
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}
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}
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}
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}
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private bool SameFundingRate(FundingRate oldRate, FundingRate newRate)
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{
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return oldRate.Ticker == newRate.Ticker &&
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oldRate.Exchange == newRate.Exchange &&
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oldRate.Direction == newRate.Direction;
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}
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public Task<List<FundingRate>> GetFundingRates()
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{
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var previousFundingRate = _statisticRepository.GetFundingRates();
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return Task.FromResult(previousFundingRate);
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}
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public IList<TopVolumeTicker> GetLastTopVolumeTicker()
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{
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var from = DateTime.UtcNow.AddDays(-1);
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return _statisticRepository.GetTopVolumeTickers(from);
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}
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public async Task<IList<Ticker>> GetTickers()
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{
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var cachedTickers = _cacheService.GetValue<List<Ticker>>("tickers");
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if (cachedTickers != null)
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{
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return cachedTickers;
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}
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var tickers = await _evmManager.GetAvailableTicker();
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_cacheService.SaveValue("tickers", tickers, TimeSpan.FromDays(1));
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return tickers;
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}
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public async Task UpdateSpotlight()
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{
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var scenarios = _tradingService.GetScenarios();
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var account = _accountService.GetAccounts(false, false).FirstOrDefault(a => a.Exchange == TradingExchanges.Evm);
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if (account == null)
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throw new Exception($"Enable to found default account");
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var overview = GetLastSpotlight(DateTime.Now.AddMinutes(-20));
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if (overview != null)
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{
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if (overview.Spotlights.Count < overview.ScenarioCount)
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{
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_logger.LogInformation(
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$"Spotlights not up to date. {overview.Spotlights.Count}/{overview.ScenarioCount}");
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}
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else
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{
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_logger.LogInformation("No need to update spotlights");
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return;
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}
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}
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else
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{
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overview = new SpotlightOverview
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{
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Spotlights = new List<Spotlight>(),
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DateTime = DateTime.Now,
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Identifier = Guid.NewGuid(),
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ScenarioCount = scenarios.Count(),
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};
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await _statisticRepository.SaveSpotligthtOverview(overview);
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}
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var tickers = await GetTickers();
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foreach (var scenario in scenarios)
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{
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if (overview.Spotlights.Any(s => s.Scenario.Name == scenario.Name))
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continue;
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var spotlight = new Spotlight
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{
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TickerSignals = new List<TickerSignal>(),
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Scenario = scenario
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};
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var options = new ParallelOptions()
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{
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MaxDegreeOfParallelism = 2
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};
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_ = Parallel.ForEach(tickers, options, async ticker =>
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{
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spotlight.TickerSignals.Add(new TickerSignal
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{
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Ticker = ticker,
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FiveMinutes = await GetSignals(account, scenario, ticker, Timeframe.FiveMinutes),
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FifteenMinutes = await GetSignals(account, scenario, ticker, Timeframe.FifteenMinutes),
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OneHour = await GetSignals(account, scenario, ticker, Timeframe.OneHour),
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FourHour = await GetSignals(account, scenario, ticker, Timeframe.FourHour),
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OneDay = await GetSignals(account, scenario, ticker, Timeframe.OneDay)
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});
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});
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overview.Spotlights.Add(spotlight);
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_statisticRepository.UpdateSpotlightOverview(overview);
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}
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overview.DateTime = DateTime.Now;
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_statisticRepository.UpdateSpotlightOverview(overview);
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}
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private async Task<List<Signal>> GetSignals(Account account, Scenario scenario, Ticker ticker, Timeframe timeframe)
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{
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try
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{
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var moneyManagement = new MoneyManagement()
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{
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Leverage = 1,
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Timeframe = timeframe,
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StopLoss = 0.008m,
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TakeProfit = 0.02m
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};
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var config = new TradingBotConfig
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{
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AccountName = account.Name,
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MoneyManagement = moneyManagement,
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Ticker = ticker,
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ScenarioName = scenario.Name,
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Timeframe = timeframe,
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IsForWatchingOnly = true,
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BotTradingBalance = 1000,
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BotType = BotType.ScalpingBot,
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IsForBacktest = true,
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CooldownPeriod = 1,
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MaxLossStreak = 0,
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FlipPosition = false,
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Name = "StatisticsBacktest",
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FlipOnlyWhenInProfit = true,
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MaxPositionTimeHours = null,
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CloseEarlyWhenProfitable = false
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};
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var backtest = await _backtester.RunScalpingBotBacktest(
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config,
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DateTime.Now.AddDays(-7),
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DateTime.Now,
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null,
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false,
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null);
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return backtest.Signals;
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}
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catch (Exception ex)
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{
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_logger.LogError("Backtest cannot be run {message}", ex.Message);
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}
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return null;
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}
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public SpotlightOverview GetLastSpotlight(DateTime dateTime)
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{
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var overviews = _statisticRepository.GetSpotlightOverviews(dateTime);
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if (overviews.Any())
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{
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return overviews.OrderBy(o => o.DateTime).Last();
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}
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return null;
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}
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public List<Trader> GetBestTraders()
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{
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return _statisticRepository.GetBestTraders();
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}
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public List<Trader> GetBadTraders()
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{
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return _statisticRepository.GetBadTraders();
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}
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public async Task<List<Trade>> GetLeadboardPositons()
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{
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var customWatchAccount = _tradingService.GetTradersWatch();
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var trades = new List<Trade>();
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foreach (var trader in customWatchAccount)
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{
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trades.AddRange(await _tradaoService.GetTrades(trader.Address));
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}
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return trades;
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}
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public async Task UpdateLeaderboard()
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{
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var previousBestTraders = _statisticRepository.GetBestTraders();
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var lastBestTrader = (await _tradaoService.GetBestTrader()).FindGoodTrader();
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// Update / Insert best trader
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foreach (var trader in lastBestTrader)
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{
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if (previousBestTraders.Exists((p) => p.Address == trader.Address))
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{
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_statisticRepository.UpdateBestTrader(trader);
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}
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else
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{
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await _statisticRepository.InsertBestTrader(trader);
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}
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}
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// Remove trader that wasnt good enough
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foreach (var trader in previousBestTraders)
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{
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if (!lastBestTrader.Exists((t) => t.Address == trader.Address))
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{
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await _statisticRepository.RemoveBestTrader(trader);
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}
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}
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await _messengerService.SendBestTraders(lastBestTrader);
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}
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public async Task UpdateNoobiesboard()
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{
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var previousBadTraders = _statisticRepository.GetBadTraders();
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var lastBadTrader = (await _tradaoService.GetBadTrader()).FindBadTrader();
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// Update / Insert best trader
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foreach (var trader in lastBadTrader)
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{
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if (previousBadTraders.Exists((p) => p.Address == trader.Address))
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{
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_statisticRepository.UpdateBadTrader(trader);
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}
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else
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{
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await _statisticRepository.InsertBadTrader(trader);
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}
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}
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// Remove trader that wasnt good enough
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foreach (var trader in previousBadTraders)
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{
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if (!lastBadTrader.Exists((t) => t.Address == trader.Address))
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{
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await _statisticRepository.RemoveBadTrader(trader);
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}
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}
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await _messengerService.SendBadTraders(lastBadTrader);
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}
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public async Task<AgentBalanceHistory> GetAgentBalances(string agentName, DateTime start,
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DateTime? end = null)
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{
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var effectiveEnd = end ?? DateTime.UtcNow;
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string cacheKey = $"AgentBalances_{agentName}_{start:yyyyMMdd}_{effectiveEnd:yyyyMMdd}";
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// Check if the balances are already cached
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var cachedBalances = _cacheService.GetValue<AgentBalanceHistory>(cacheKey);
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if (cachedBalances != null)
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{
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return cachedBalances;
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}
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var balances = await _agentBalanceRepository.GetAgentBalances(agentName, start, end);
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// Create a single AgentBalanceHistory with all balances
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var result = new AgentBalanceHistory
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{
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AgentName = agentName,
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AgentBalances = balances.OrderBy(b => b.Time).ToList()
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};
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// Cache the results for 5 minutes
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_cacheService.SaveValue(cacheKey, result, TimeSpan.FromMinutes(5));
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return result;
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}
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public async Task<(IList<AgentBalanceHistory> Agents, int TotalCount)> GetBestAgents(
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DateTime start,
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DateTime? end = null,
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int page = 1,
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int pageSize = 10)
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{
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var effectiveEnd = end ?? DateTime.UtcNow;
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string cacheKey = $"BestAgents_{start:yyyyMMdd}_{effectiveEnd:yyyyMMdd}";
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// Check if the results are already cached
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var cachedResult = _cacheService.GetValue<(IList<AgentBalanceHistory>, int)>(cacheKey);
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if (cachedResult != default)
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{
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// Apply pagination to cached results
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var (cachedAgents, cachedTotalCount) = cachedResult;
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var paginatedAgents = cachedAgents
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.Skip((page - 1) * pageSize)
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.Take(pageSize)
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.ToList();
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return (paginatedAgents, cachedTotalCount);
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}
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// Get all agents with their balance history
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var (fetchedAgents, fetchedTotalCount) =
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await _agentBalanceRepository.GetAllAgentBalancesWithHistory(start, end);
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// Cache all results for 5 minutes
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_cacheService.SaveValue(cacheKey, (fetchedAgents, fetchedTotalCount), TimeSpan.FromMinutes(5));
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// Apply pagination
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var result = fetchedAgents
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.Skip((page - 1) * pageSize)
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.Take(pageSize)
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.ToList();
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return (result, fetchedTotalCount);
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}
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} |