internal void Start(StrategyContext strategyContext)
{
_strategy = _strategyFactory.GetStrategy(
strategyContext.StrategyName,
async(trades, candle) =>
{
//TODO: move messages to on sell event
await _telegram.SendMessageAsync($"{strategyContext.Market.ToUpperInvariant()} Buy signal @ {candle.Close} Will buy? {!trades.Any() || trades[trades.Count - 1].Direction == TradeDirection.Sell}");
return(!trades.Any() || trades[trades.Count - 1].Direction == TradeDirection.Sell);
},
async(trades, candle) =>
{
await _telegram.SendMessageAsync($"{strategyContext.Market.ToUpperInvariant()} Sell Signal @ {candle.Close} Will sell? {trades.Any() && trades[trades.Count - 1].Direction == TradeDirection.Buy}");
return(trades.Any() && trades[trades.Count - 1].Direction == TradeDirection.Buy);
});
var cancellationToken = _cancellationTokenSource.Token;
Task.Run(() => ExecuteStrategy(strategyContext, cancellationToken), cancellationToken);
// For now I dont use websockts because too fast updates, maybe I should only take into consideration closed candles for signals?
// Maybe add 2 modes and test how they perform in the market
//candles.ForEach(c => _candles.Add(c.OpenTime, c));
//var subscription = new BinanceKLineSubscription()
//{
// Symbol = strategyContext.Market.ToLowerInvariant(),
// Interval = "1h"
//};
//await _binanceApi.ConnectToWebSockets(subscription, OnCandleUpdate, cancellationToken);
}
public async Task SendMessageToTelegramAsync(Update[] updates, TelegramApi api)
{
foreach (var update in updates)
{
if (update?.CallbackQuery != null)
{
if (update.CallbackQuery.Data == "старт")
{
await api.SendMessageAsync("Поехали!", update.CallbackQuery.Message.Chat.Id, GetKeyboard(""));
}
}
else
{
var question = update?.Message?.Text;
var answer = await AnswerQuestionAsync(question);
await api.SendMessageAsync(answer, update.Message.Chat.Id,
GetKeyboard(question?.ToLowerInvariant()));
}
}
}
private async Task RunTestAsync(string market, string candleSize, string strategyName)
{
var candles = (await _api.GetCandles(market, candleSize, 1000)).ToList();
var strategy = _strategyFactory.GetStrategy(strategyName);
await strategy.Execute(candles);
var sb = new StringBuilder();
if (strategy.Trades.Any())
{
decimal totalProfit = strategy.Trades.Last(t => t.Direction == TradeDirection.Sell).VolumeEur;
sb.AppendLine($"Start-End Date:{candles.First().OpenDate} - {candles.Last().OpenDate} {(candles.First().OpenDate - candles.Last().OpenDate).Days} days");
sb.AppendLine($"InitialInvestment: {strategy.InitialInvestment}");
sb.AppendLine($"Pnl: {totalProfit.Round(2)} ({MathExtensions.PercentageDifference(strategy.InitialInvestment, totalProfit)}%)");
sb.AppendLine($"Trades: ");
for (int i = 0; i < strategy.Trades.Count; i++)
{
var p = strategy.Trades[i];
if (p.Direction == TradeDirection.Buy)
{
var percentage = i > 0 ? MathExtensions.PercentageDifference(strategy.Trades[i - 1].Volume, p.Volume) : 0;
sb.AppendLine($"{p.TradeDate}: {p.Direction} >> {Math.Round(p.VolumeEur, 2)}EUR * {p.Price.Round(2)} = {p.Volume.Round(2)}??? ({percentage.Round(2)}%)");
}
if (p.Direction == TradeDirection.Sell)
{
var percentage = i > 0 ? MathExtensions.PercentageDifference(strategy.Trades[i - 1].VolumeEur, p.VolumeEur) : 0;
sb.AppendLine($"{p.TradeDate}: {p.Direction} >> {strategy.Trades[i - 1].Volume.Round(2)}??? @ {p.Price.Round(2)} = {Math.Round(p.VolumeEur, 2)}EUR ({percentage.Round(2)}%)");
}
}
}
else
{
sb.AppendLine("No trades executed");
}
await _telegram.SendMessageAsync(sb.ToString());
}
protected override async Task ExecuteAsync(CancellationToken token)
{
_logger.LogInformation("Signals Service Executing..");
_telegram.StartReceivingMessages(token, Telegram_OnMessageReceived);
await _telegram.SendMessageAsync("Creepto signals bot started..");
}
