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DCAv2
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2025.08.18

This commit is contained in:
Nicolás Sánchez 2025-08-18 09:37:42 -03:00
parent d922bbe06f
commit 550ab3f3f6
3 changed files with 63 additions and 80 deletions
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3
changelog.txt
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@ -1,3 +1,6 @@
2025.08.18:
. Database handling optimization.
2025.08.17:
. Minor refactorings.

131
exchange_wrapper.py
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@ -1,6 +1,7 @@
import time
import credentials
import sqlite3
from contextlib import contextmanager
from requests import get as requests_get
from json import load, dumps
from copy import deepcopy
@ -28,20 +29,22 @@ class Broker:
#Initialize database
self.profits_database_filename = "profits/profits_database.db"
self.database_connection = sqlite3.connect(self.profits_database_filename)
self.database_cursor = self.database_connection.cursor()
self.database_cursor.execute('''
CREATE TABLE IF NOT EXISTS profits_table (
timestamp REAL PRIMARY KEY,
pair TEXT,
amount REAL,
exchange_name TEXT,
order_id TEXT,
order_history TEXT
)
''')
self.database_connection.commit()
self.database_connection.close()
self._db = sqlite3.connect(self.profits_database_filename,
detect_types=sqlite3.PARSE_DECLTYPES | sqlite3.PARSE_COLNAMES,
check_same_thread=False)
self._db.row_factory = sqlite3.Row
with self._db:
self._db.execute('''
CREATE TABLE IF NOT EXISTS profits_table (
timestamp REAL PRIMARY KEY,
pair TEXT,
amount REAL,
exchange_name TEXT,
order_id TEXT,
order_history TEXT
)
''')
#Load markets
self.markets = self.exchange.load_markets()
@ -51,16 +54,27 @@ class Broker:
self.deals_list = self.preload_deals(amount_to_preload=self.deals_cache_length)
@contextmanager
def _cur(self):
'''
Database cursor
'''
cur = self._db.cursor()
try:
yield cur
finally:
cur.close()
def preload_deals(self,amount_to_preload=10):
'''
Reads the last n deals from the database and returns them in a list
'''
connection = sqlite3.connect(self.profits_database_filename)
cursor = connection.cursor()
cursor.execute(f"SELECT * FROM profits_table WHERE exchange_name = ? ORDER BY timestamp DESC LIMIT ?", (self.get_exchange_name(), amount_to_preload))
result = cursor.fetchall()
connection.close()
query = "SELECT * FROM profits_table WHERE exchange_name = ? ORDER BY timestamp DESC LIMIT ?"
with self._cur() as cur:
cur.execute(query, (self.get_exchange_name(), amount_to_preload))
result = cur.fetchall()
return [(row[0],row[1],row[2],row[3],row[4],"") for row in result]
@ -121,21 +135,13 @@ class Broker:
Returns the timestamps of the last trades from the database for the boosting algorithm
'''
retries = self.retries
while retries>0:
try:
database_connection = sqlite3.connect(self.profits_database_filename)
database_cursor = database_connection.cursor()
database_cursor.execute(f"SELECT * FROM profits_table WHERE timestamp >= {time.time()-timespan} ORDER BY timestamp")
rows = database_cursor.fetchall()
return [item[0] for item in rows if item[1]==pair]
except Exception as e:
self.logger.log_this(f"Exception in preload_timestamps: {e}")
if no_retries:
break
retries-=1
time.sleep(self.wait_time)
return []
limit = time.time()-timespan
query = "SELECT * FROM profits_table WHERE timestamp >= ? ORDER BY timestamp"
with self._cur() as cur:
cur.execute(query,(limit,))
rows = cur.fetchall()
return [item[0] for item in rows if item[1]==pair]
def write_profit_to_cache(self,dataset):
@ -152,22 +158,11 @@ class Broker:
'''
dataset format: (timestamp,pair,amount,exchange_name,order_id,order_history)
'''
retries = self.retries
while retries>0:
try:
database_connection = sqlite3.connect(self.profits_database_filename)
database_cursor = database_connection.cursor()
database_cursor.execute('INSERT INTO profits_table VALUES(?, ?, ?, ?, ?, ?)', dataset)
database_connection.commit()
database_connection.close()
except Exception as e:
self.logger.log_this(f"Exception in write_profit_to_db: {e}")
if no_retries:
break
retries-=1
time.sleep(self.wait_time)
return 0
return 1
query = "INSERT INTO profits_table VALUES(?, ?, ?, ?, ?, ?)"
with self._db:
self._db.execute(query, dataset)
return 0
def check_for_duplicate_profit_in_db(self,order,no_retries=False):
@ -176,24 +171,13 @@ class Broker:
Compares the id of the last profit order with the one in the database.
'''
retries = self.retries
while retries>0:
try:
database_connection = sqlite3.connect(self.profits_database_filename)
database_cursor = database_connection.cursor()
database_cursor.execute(f"SELECT * FROM profits_table WHERE pair = '{order['symbol']}' ORDER BY timestamp DESC LIMIT 1;")
rows = database_cursor.fetchall()
database_connection.close()
if rows==[]:
return False
return order["id"]==rows[0][4]
except Exception as e:
self.logger.log_this(f"Exception in check_for_duplicate_profit_in_db: {e}",1)
if no_retries:
break
retries-=1
time.sleep(self.wait_time)
return False
query = f"SELECT * FROM profits_table WHERE pair = ? ORDER BY timestamp DESC LIMIT 1;"
with self._cur() as cur:
cur.execute(query, (order['symbol'],))
result = cur.fetchone()
if result is None:
return False
return order["id"]==result[4]
def get_write_order_history(self):
@ -395,9 +379,7 @@ class Broker:
a = self.exchange.fetch_last_prices(pair_list)
return {x: a[x]["price"] for x in a.keys()}
else:
#a = self.exchange.fetch_tickers(pair_list)
a = self.exchange.fetch_tickers()
#return {x.upper(): a[x]["close"] for x in a.keys() if x.upper() in pair_list}
if pair_list is None:
return {x: a[x]["close"] for x in a.keys()}
return {x: a[x]["close"] for x in a.keys() if x in pair_list}
@ -418,13 +400,10 @@ class Broker:
:param no_retries: if True, will not retry if exception occurs
:return: closing price of trading pair
'''
retries = self.retries
while retries>0:
try:
pair = symbol
a = self.exchange.fetch_ticker(pair)
self.last_price = a["close"]
self.last_price = self.exchange.fetch_ticker(symbol)
return self.last_price
except Exception as e:
self.logger.log_this(f"Exception in get_ticker_price: {e}",1)
@ -553,7 +532,6 @@ class Broker:
if pairs is None:
pairs = []
try:
#id_list = []
if self.get_exchange_name()=="binance":
return self.get_opened_orders_binance(pairs)
return self.get_opened_orders()
@ -573,7 +551,6 @@ class Broker:
if pairs is None:
pairs = []
try:
#id_list = []
if self.get_exchange_name()=="binance":
return self.get_closed_orders_binance(pairs)
return self.get_closed_orders()

9
main.py
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@ -18,7 +18,7 @@ import exchange_wrapper
import trader
version = "2025.08.17"
version = "2025.08.18"
'''
Color definitions. If you want to change them, check the reference at https://en.wikipedia.org/wiki/ANSI_escape_code#Colors
@ -33,7 +33,10 @@ bright_green = "\033[0;92;40m"
white = "\033[0;37;40m"
#Threading definitions
MAX_WORKERS = 35
worker_threads_overprovisioning = 3 #Number of worker threads to create over the number of traders.
#A value between 1 and 5 is recommended.
#Make it larger if you plan to add a lot of traders,
#Only use 0 if you are sure that you won't be adding any.
executor = None
def shutdown_handler(signum, _):
@ -272,7 +275,7 @@ def main_routine():
global reload_interval
global screen_buffer
executor = ThreadPoolExecutor(max_workers=MAX_WORKERS)
executor = ThreadPoolExecutor(max_workers=len(running_traders)+worker_threads_overprovisioning)
is_testnet = "TESTNET " if broker.get_config()["is_sandbox"] else ""
exchange_version_label = f"{bright_white}{broker.get_config()['exchange'].upper()} {is_testnet}{white}| DCAv2 {version} | CCXT v{ccxt.__version__}"
separator_line = blue + "="*80 + white