Fetch closed PnL

rluisr · Sep 28, 2022 · cd89b84 · cd89b84
1 parent bb1f6f7
commit cd89b84
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Showing 6 changed files with 153 additions and 36 deletions.
diff --git a/pkg/adapter/gateway/bybit_repository.go b/pkg/adapter/gateway/bybit_repository.go
@@ -105,6 +105,21 @@ func (r *BybitRepository) FetchOrder(req *domain.TV, orderID string) error {
 	return nil
 }
 
+func (r *BybitRepository) GetClosedOrderLast(symbol string) (*domain.BybitLinearClosedPnLResponse, error) {
+	params := map[string]interface{}{}
+	params["symbol"] = symbol
+	params["exec_type"] = "Trade"
+	params["limit"] = 1
+
+	var result domain.BybitLinearClosedPnLResponse
+	_, resp, err := r.Client.SignedRequest(http.MethodGet, "private/linear/trade/closed-pnl/list", params, &result)
+	if err != nil {
+		return nil, fmt.Errorf("SignedRequest err: %w, body: %s", err, string(resp))
+	}
+
+	return &result, nil
+}
+
 func (r *BybitRepository) GetActiveOrderCount(req *domain.TV, positions *[]rest.LinearPosition) int {
 	var activeOrder int
 

diff --git a/pkg/adapter/gateway/tv_repository.go b/pkg/adapter/gateway/tv_repository.go
@@ -33,6 +33,10 @@ type (
 	}
 )
 
+func (r *TVRepository) UpdateOrder(order *domain.TVOrder) error {
+	return r.RWDB.Save(&order).Error
+}
+
 func (r *TVRepository) SaveOrder(req domain.TV, order *domain.TVOrder) error {
 	var setting domain.Setting
 	err := r.RODB.Where("api_key = ? AND api_secret_key = ?", req.APIKey, req.APISecretKey).First(&setting).Error
@@ -71,3 +75,9 @@ func (r *TVRepository) GetSettings() ([]domain.Setting, error) {
 func (r *TVRepository) SaveWalletHistories(histories []domain.WalletHistory) error {
 	return r.RWDB.Create(&histories).Error
 }
+
+func (r *TVRepository) GetPLNullOrders(settingID uint64) (*[]domain.TVOrder, error) {
+	var orders []domain.TVOrder
+	err := r.RODB.Where("setting_id = ? AND pl IS NULL", settingID).Order("id desc").Find(&orders).Error
+	return &orders, err
+}
diff --git a/pkg/domain/bybit.go b/pkg/domain/bybit.go
@@ -134,6 +134,42 @@ type BybitUSDCPositions struct {
 	RetMsg  string `json:"retMsg"`
 }
 
+type BybitLinearClosedPnLResponse struct {
+	RetCode int    `json:"ret_code"`
+	RetMsg  string `json:"ret_msg"`
+	Result  struct {
+		Data        []BybitLinearClosedPnL `json:"data"`
+		CurrentPage int                    `json:"current_page"`
+	} `json:"result"`
+	ExtCode          string `json:"ext_code"`
+	ExtInfo          string `json:"ext_info"`
+	TimeNow          string `json:"time_now"`
+	RateLimitStatus  int    `json:"rate_limit_status"`
+	RateLimitResetMs int64  `json:"rate_limit_reset_ms"`
+	RateLimit        int    `json:"rate_limit"`
+}
+
+type BybitLinearClosedPnL struct {
+	ID            int     `json:"id"`
+	UserID        int     `json:"user_id"`
+	Symbol        string  `json:"symbol"`
+	OrderID       string  `json:"order_id"`
+	Side          string  `json:"side"`
+	Qty           float64 `json:"qty"`
+	OrderPrice    float64 `json:"order_price"`
+	OrderType     string  `json:"order_type"`
+	ExecType      string  `json:"exec_type"`
+	ClosedSize    float64 `json:"closed_size"`
+	CumEntryValue float64 `json:"cum_entry_value"`
+	AvgEntryPrice float64 `json:"avg_entry_price"`
+	CumExitValue  float64 `json:"cum_exit_value"`
+	AvgExitPrice  float64 `json:"avg_exit_price"`
+	ClosedPnl     float64 `json:"closed_pnl"`
+	FillCount     int     `json:"fill_count"`
+	Leverage      int     `json:"leverage"`
+	CreatedAt     int64   `json:"created_at"`
+}
+
 type BybitWallet struct {
 	Result struct {
 		WalletBalance    string `json:"walletBalance"`

diff --git a/pkg/domain/tv.go b/pkg/domain/tv.go
@@ -44,6 +44,7 @@ type TVOrder struct {
 	QTY        float64         `gorm:"type:float" json:"qty" binding:"required"`
 	TP         interface{}     `gorm:"type:float" json:"tp"`
 	SL         interface{}     `gorm:"type:float" json:"sl"`
+	PL         decimal.Decimal `gorm:"type:decimal(10,4)" json:"-"`
 }
 
 type Tabler interface {

diff --git a/pkg/external/cron.go b/pkg/external/cron.go
@@ -22,6 +22,7 @@ package external
 
 import (
 	"context"
+	"os"
 
 	"github.com/rluisr/tvbit-bot/pkg/domain"
 
@@ -35,14 +36,18 @@ func cron() {
 		Verbose: true,
 	})
 
-	task.Task("0 * * * *", func(ctx context.Context) (int, error) {
+	/*
+		Set PnL to an order history.
+		Update a record if createdAt of saved order history on DB is lower than last closed order(GetClosedOrderLast)'s createdAt.
+		Why this implementation?
+		An order_id of open and close is difference, so we can't fetch a closed PnL with open order_id.
+	*/
+	task.Task("* * * * *", func(ctx context.Context) (int, error) {
 		settings, err := tvController.Interactor.TVRepository.GetSettings()
 		if err != nil {
 			return 0, err
 		}
 
-		var walletHistories []domain.WalletHistory
-
 		for _, setting := range settings {
 			switch setting.CEX {
 			case "bybit":
@@ -52,48 +57,95 @@ func cron() {
 					APISecretKey: setting.APISecretKey,
 				})
 
-				// USDC
-				bybitUSDCWallet, err := tvController.Interactor.BybitRepository.GetWalletInfoUSDC()
-				if err != nil {
-					return 1, err
-				}
-
-				balance, err := decimal.NewFromString(bybitUSDCWallet.Result.WalletBalance)
-				if err != nil {
-					return 1, err
-				}
-				totalRPL, err := decimal.NewFromString(bybitUSDCWallet.Result.TotalRPL)
+				savedPLNullOrders, err := tvController.Interactor.TVRepository.GetPLNullOrders(setting.ID)
 				if err != nil {
-					return 1, err
+					return 0, err
 				}
 
-				walletHistories = append(walletHistories, domain.WalletHistory{
-					SettingID: setting.ID,
-					Type:      "usdc",
-					Balance:   balance,
-					TotalRPL:  totalRPL,
-				})
+				for _, savedOrder := range *savedPLNullOrders {
+					closedOrder, err := tvController.Interactor.BybitRepository.GetClosedOrderLast(savedOrder.Symbol)
+					if err != nil {
+						return 0, err
+					}
 
-				// Deriv USDT
-				bybitDerivWallet, err := tvController.Interactor.BybitRepository.GetWalletInfoDeriv()
-				if err != nil {
-					return 1, err
+					if savedOrder.CreatedAt.Unix() < closedOrder.Result.Data[0].CreatedAt {
+						savedOrder.PL = decimal.NewFromFloat(closedOrder.Result.Data[0].ClosedPnl)
+						err = tvController.Interactor.TVRepository.UpdateOrder(&savedOrder)
+						if err != nil {
+							return 0, err
+						}
+						break
+					}
 				}
-				walletHistories = append(walletHistories, domain.WalletHistory{
-					SettingID: setting.ID,
-					Type:      "usdt",
-					Balance:   decimal.NewFromFloat(bybitDerivWallet.Equity),
-					TotalRPL:  decimal.NewFromFloat(bybitDerivWallet.CumRealisedPnl),
-				})
 			}
 		}
-
-		err = tvController.Interactor.TVRepository.SaveWalletHistories(walletHistories)
-		if err != nil {
-			return 1, err
-		}
 		return 0, nil
 	})
 
+	if os.Getenv("SERVER_ENV") != "local" {
+
+		/*
+			Save wallet balance
+		*/
+		task.Task("0 * * * *", func(ctx context.Context) (int, error) {
+			settings, err := tvController.Interactor.TVRepository.GetSettings()
+			if err != nil {
+				return 0, err
+			}
+
+			var walletHistories []domain.WalletHistory
+
+			for _, setting := range settings {
+				switch setting.CEX {
+				case "bybit":
+					tvController.Bybit(domain.TV{
+						IsTestNet:    setting.IsTestnet,
+						APIKey:       setting.APIKey,
+						APISecretKey: setting.APISecretKey,
+					})
+
+					// USDC
+					bybitUSDCWallet, err := tvController.Interactor.BybitRepository.GetWalletInfoUSDC()
+					if err != nil {
+						return 1, err
+					}
+
+					balance, err := decimal.NewFromString(bybitUSDCWallet.Result.WalletBalance)
+					if err != nil {
+						return 1, err
+					}
+					totalRPL, err := decimal.NewFromString(bybitUSDCWallet.Result.TotalRPL)
+					if err != nil {
+						return 1, err
+					}
+
+					walletHistories = append(walletHistories, domain.WalletHistory{
+						SettingID: setting.ID,
+						Type:      "usdc",
+						Balance:   balance,
+						TotalRPL:  totalRPL,
+					})
+
+					// Deriv USDT
+					bybitDerivWallet, err := tvController.Interactor.BybitRepository.GetWalletInfoDeriv()
+					if err != nil {
+						return 1, err
+					}
+					walletHistories = append(walletHistories, domain.WalletHistory{
+						SettingID: setting.ID,
+						Type:      "usdt",
+						Balance:   decimal.NewFromFloat(bybitDerivWallet.Equity),
+						TotalRPL:  decimal.NewFromFloat(bybitDerivWallet.CumRealisedPnl),
+					})
+				}
+			}
+
+			err = tvController.Interactor.TVRepository.SaveWalletHistories(walletHistories)
+			if err != nil {
+				return 1, err
+			}
+			return 0, nil
+		})
+	}
 	task.Run()
 }
diff --git a/pkg/usecase/interfaces/repositories.go b/pkg/usecase/interfaces/repositories.go
@@ -25,9 +25,11 @@ import (
 
 type TVRepository interface {
 	SaveOrder(domain.TV, *domain.TVOrder) error
+	UpdateOrder(order *domain.TVOrder) error
 	GetSetting(apiKey, apiSecretKey string) (*domain.Setting, error)
 	GetSettings() ([]domain.Setting, error)
 	SaveWalletHistories([]domain.WalletHistory) error
+	GetPLNullOrders(settingID uint64) (*[]domain.TVOrder, error)
 }
 
 type BybitRepository interface {
@@ -39,6 +41,7 @@ type BybitRepository interface {
 	GetWalletInfoDeriv() (*rest.Balance, error)
 	GetActiveOrderCount(req *domain.TV, positions *[]rest.LinearPosition) int
 	GetPositions(symbol string) (*[]rest.LinearPosition, error)
+	GetClosedOrderLast(symbol string) (*domain.BybitLinearClosedPnLResponse, error)
 }
 
 type SettingRepository interface {