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optimized switch_to_long

This commit is contained in:
Nicolás Sánchez 2024-11-06 18:55:18 -03:00
parent 9facfaeab6
commit 9114322191
4 changed files with 35 additions and 19 deletions
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3
changelog.txt
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@ -1,3 +1,6 @@
2024.11.06:
. Optimized the conditionals that lead to switch_to_long.
2024.10.31:
. Added an option to set the wait time before sending a new safety order.
. Added a per-trader option to enable or disable slippage checks.

2
main.py
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@ -22,7 +22,7 @@ In case the permissions of the certificate changes, reset them this way:
# ll /etc/letsencrypt/
'''
version = "2024.10.31"
version = "2024.11.06"
'''
Color definitions. If you want to change them, check the reference at https://en.wikipedia.org/wiki/ANSI_escape_code#Colors

47
trader.py
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@ -664,7 +664,7 @@ class trader:
return 0
def switch_to_long(self, from_take_profit: bool = False, ignore_old_long: bool = False) -> int:
def switch_to_long(self, ignore_old_long: bool = False, already_received_quote: float = 0) -> int:
'''
Takes a short bot and changes the mode to long.
Only does it if the current bot was previously a long one.
@ -697,20 +697,17 @@ class trader:
return 1
#Cancel open orders
if not from_take_profit:
#I think this exception handler is al pedo.
try:
self.broker.cancel_order(self.so["id"],self.pair)
except Exception as e:
self.broker.logger.log_this(f"Error in cancel_order while cancelling safety order. Exception: {e}",1,self.pair)
#Also this one.
try:
self.broker.cancel_order(self.tp_order["id"],self.pair)
except Exception as e:
self.broker.logger.log_this(f"Error in cancel_order while cancelling take profit order. Exception: {e}",1,self.pair)
try:
self.broker.cancel_order(self.so["id"],self.pair)
except Exception as e:
self.broker.logger.log_this(f"Error in cancel_order while cancelling safety order. Exception: {e}",1,self.pair)
try:
self.broker.cancel_order(self.tp_order["id"],self.pair)
except Exception as e:
self.broker.logger.log_this(f"Error in cancel_order while cancelling take profit order. Exception: {e}",1,self.pair)
#Liquidate base
self.liquidate_base(ignore_profits=ignore_old_long)
self.liquidate_base(ignore_profits=ignore_old_long, already_received_quote=already_received_quote)
#switch config files and set self.is_short to False
try:
@ -743,7 +740,7 @@ class trader:
return 0
def liquidate_base(self, ignore_profits: bool = True) -> int:
def liquidate_base(self, ignore_profits: bool = True, already_received_quote: float = 0) -> int:
'''
Fetches the amount of free base on the exchange, sells the entirety of the amount and calculates profits
Sends the Telegram message and writes the profits to disk
@ -770,7 +767,7 @@ class trader:
#calculate profits
if not ignore_profits:
profit = market_tp_order["cost"] - self.status_dict["old_long"]["quote_spent"] - self.status_dict["old_long"]["fees_paid_in_quote"] - fees_paid
profit = already_received_quote + market_tp_order["cost"] - self.status_dict["old_long"]["quote_spent"] - self.status_dict["old_long"]["fees_paid_in_quote"] - fees_paid
#self.status_dict["acc_profit"] += profit
#Add profits to file and send telegram notifying profits
@ -879,6 +876,8 @@ class trader:
self.broker.logger.log_this(f"Fill price: {filled_order['price']} {self.quote}",2,self.pair)
self.broker.logger.log_this(f"Safety orders triggered: {self.safety_order_index-1}",2,self.pair)
'''
RENDERED OBSOLETE BY THE NEW SWITCH TO LONG OPTIMIZATION
#Check if it needs to switch the trader mode
self.status_dict["pause_reason"] = "check for autoswitch"
#If it's a short bot that used to be long AND autoswitch is enabled
@ -894,7 +893,7 @@ class trader:
self.restart = True
self.broker.logger.log_this("Error, switch_to_long returned 1, pair will be restarted",0,self.pair)
return 1
'''
self.status_dict["pause_reason"] = "take_profit_routine - check time limit"
#Checks if there is a time limit for the trader
@ -1240,8 +1239,22 @@ class trader:
return 1
#Check if short price exceeds old long price. If so, send a Telegram message
if self.is_short and self.config_dict["check_old_long_price"]:
if self.is_short and "old_long" in self.status_dict and self.config_dict["check_old_long_price"]:
self.check_old_long_price()
self.status_dict["pause_reason"] = "check for autoswitch"
#If it's a short bot that used to be long AND autoswitch is enabled
if self.is_short and "autoswitch" in self.config_dict and self.config_dict["autoswitch"] and "old_long" in self.status_dict:
#If selling the base currency left at the current market price plus the quote already received turns out to be more than the amount of the old_long,
# it means that we already are in profit territory, switch back to long.
old_target = self.status_dict["old_long"]["tp_price"]*self.status_dict["old_long"]["tp_amount"]
base_left = self.status_dict["old_long"]["tp_amount"]-self.status_dict["base_bought"]
if (base_left*self.status_dict["price"])+self.status_dict["quote_spent"]>=old_target:
#Sell all base (market), report the profits and restart the trader
self.status_dict["pause_reason"] = "automatic_switch"
self.switch_to_long(already_received_quote=self.status_dict["quote_spent"])
self.restart = True
return 1
#Render status line(s)
self.status_dict["status_string"] = self.generate_status_strings()

2
utils/generate_keys.py
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@ -9,7 +9,7 @@ for user in users:
keys.append([user,str(uuid.uuid4())])
database_connection = sqlite3.connect("../api_credentials.db")
database_connection = sqlite3.connect("api_credentials.db")
database_cursor = database_connection.cursor()
database_cursor.execute("CREATE TABLE IF NOT EXISTS credentials_table (user TEXT, key TEXT)")