Compare commits
No commits in common. "main" and "2025.08.10" have entirely different histories.
main
...
2025.08.10
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@ -17,7 +17,6 @@ logs/gateio.log
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logs/kucoin.log
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upload_testnet.sh
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upload_mainnet.sh
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upload_local_testnet.sh
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utils/data/binance.db
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utils/data/okx.db
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utils/data/gateio.db
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144
changelog.txt
144
changelog.txt
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@ -1,148 +1,6 @@
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2025.12.01:
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. Modified log output of new_market_order.
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. Modified Kucoin's case in min_amount_of_base.
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2025.11.11:
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. deals_cache and log_list cache are now 20 items long.
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. Less log spam.
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2025.11.08:
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. broker.set_default_order_size() now saves the config file to disk after changing the value.
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. Variable renaming and other small stuff.
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2025.10.24:
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. Toggling liquidate_after_switch now writes the config file to disk so the setting persists between trades.
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. Manually switching to long now sets double_check_price to false.
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. Added a few comments to switch_to_long.
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2025.10.12:
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. do_cleanup relocated after generating the safety orders' prices.
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2025.10.11:
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. Minor simplification in do_cleanup.
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. Removed a couple of (no longer needed?) pauses.
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2025.10.10:
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. New endpoint: /refresh_log_cache.
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. Fixed an error in /add_so endpoint that incremented the config setting but not the status setting.
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2025.10.09:
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. Cleanup is done as soon as the trader starts, rather than after sending the take profit and safety orders.
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2025.10.07:
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. In short traders, if there are too few safety orders (less than 67% of the max amount), safety_order_deviance is increased from 2% to 3%.
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2025.10.04:
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. Fixed error while logging orders in new_simulated_market_order.
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. renew_tp_and_so_routine now send the take profit order first, and then the safety orders.
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2025.10.03:
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. New broker config option: log_orders. If set to True, the orders will be logged in orders.log under logs directory.
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. New API endpoint: /toggle_log_orders.
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2025.10.01:
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. Fixed base fees not being taken into account.
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2025.09.27:
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. Added notes in every entry of deal_order_history.
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. Minor refactor in renew_tp_and_so_routine.
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. Added another cooldown before sending a take profit order (To give the exchange a bit more time to reflect correctly the amount of base present in the account)
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. Updated cleanup routine to leave some change in the account.
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2025.09.25:
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. Added a pause after getting filled orders in check_status.
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. Added an extra logging line in take_profit_routine.
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2025.09.24:
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. Added a new config option: wait_after_initial_market_order. If specifies in seconds the amount of wait time after sending the initial market order.
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It should help the exchanges to report correctly the recently filled market order.
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. Removed the "PAUSED" notice in the screen output that was unused.
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2025.09.21:
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. Fixed a bug that caused short traders to have an incorrect order size.
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2025.09.20:
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. Fixed bug that caused short traders to initialize using the same workflow as a long one.
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2025.09.19:
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. Added pageSize parameter to the open order requests when querying Kucoin.
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2025.09.18:
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. do_cleanup now uses get_min_quote_size.
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. Added an extra price check to switch_to_long.
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. Removed old check_old_long_price method.
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2025.09.14:
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. Refactored full order list fetching.
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. Minor refactor of restart_pair_no_json.
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. Pausing the trader is now done via set_pause() method.
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. Reverted modification of wait time after initial market order.
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. wait_time now present in broker config file.
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. Minor refactorings.
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2025.09.13:
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. Increased wait time after initial market order.
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2025.09.12:
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. No retries when sending a cleanup order.
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. Removed redundant try...except blocks in switch_to_long.
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2025.09.11:
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. Fixed bug in start_trader that called amount_to_precision with very low amounts and spammed logs.
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2025.09.10:
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. Deal order history now stores only the id of each order instead of the full order object.
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2025.09.08:
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. Re-enabled long to short autoswitch.
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2025.09.07:
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. Increased wait time after sending market orders.
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2025.09.05:
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. Now the trader supports multiple safety orders at the same time.
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. Removed forcing orders when importing a trader. Maybe it will be reinstated at a later date.
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. Removed endpoint /reload_safety_orders.
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. New endpoints: /mod_concurrent_safety orders, /mod_boosted_concurrent_safety_orders and /force_trader_close.
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. Modified cleanup routine.
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. Default wait_time back to 0.5 seconds.
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. General optimizations.
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2025.08.19:
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. Improved log trimming.
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2025.08.18:
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. Database handling optimization.
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2025.08.17:
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. Minor refactorings.
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2025.08.16:
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. Improved threading.
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2025.08.15:
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. "deal order history" is now disabled by default.
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. CPU optimizations in status string generation.
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2025.08.14:
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. Refactored gib_so_size.
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. Refactored seconds_to_time.
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. Refactored linear_space.
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. Refactored dca_cost_calculator.
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. Refactored return_optimal_order_size.
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. Minor refactor in generate_status_strings.
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. Optimized imports.
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. Deal_order_history now only stores the important parts of the orders to save some RAM.
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. Removed deprecated "profit_to_file" method.
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2025.08.12:
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. Default "check_slippage" value now True.
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. Removed capitalization from exchange name when sending trader quit notification.
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. Exception handling when sending Telegram messages.
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2025.08.10:
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. Added exchange name to the trader quit notification.
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. New endpoint: mod_default_order_size. It modifies the default order size of a broker.
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. New endpoint: mod_default_order_size. It modified the default order size of a broker.
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. Added "generated_at" field to any new generated trader config file.
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2025.07.21:
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@ -1,5 +1,5 @@
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from time import time
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from json import dumps, load
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import json
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import time
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class ConfigHandler:
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'''
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@ -14,8 +14,6 @@ class ConfigHandler:
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"order_size": self.broker.get_default_order_size(),
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"no_of_safety_orders": 30,
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"max_short_safety_orders": 45,
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"concurrent_safety_orders": 3,
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"boosted_concurrent_safety_orders": 5,
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"safety_order_deviance": 2,
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"safety_order_scale": 0.0105,
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"dynamic_so_deviance": True,
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@ -28,7 +26,7 @@ class ConfigHandler:
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"tp_mode": 3,
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"tp_level": 1.025,
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"tp_table": [],
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"check_slippage": True,
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"check_slippage": False,
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"programmed_stop": False,
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"programmed_stop_time": 0,
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"boosted_deals_range": 4,
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@ -37,19 +35,16 @@ class ConfigHandler:
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"force_restart_if_retries_exhausted": False,
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"check_old_long_price": False #switch_to_short should flip this to True unless stated
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}
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# if self.broker.get_exchange_name()=="kucoin":
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# self.default_config_dictionary["concurrent_safety_orders"]=1
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# self.default_config_dictionary["boosted_concurrent_safety_orders"]=1
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self.config_file_path = f"configs/{pair.split('/')[0]}{pair.split('/')[1]}.json"
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self.config_dictionary = self.default_config_dictionary.copy()
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#Loads from disk the config file (if it exists)
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if self.load_from_file()==1:
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#If the config file does not exist, write a new one with the default values and sign it with timestamp.
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self.config_dictionary["generated_at"] = int(time())
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self.config_dictionary["generated_at"] = int(time.time())
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self.save_to_file()
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if config_dict is not None:
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self.config_dictionary.update(config_dict)
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self.config_dictionary = {**self.config_dictionary, **config_dict}
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self.save_to_file()
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@ -73,12 +68,6 @@ class ConfigHandler:
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def get_max_short_safety_orders(self):
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return self.config_dictionary["max_short_safety_orders"]
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def get_concurrent_safety_orders(self):
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return self.config_dictionary["concurrent_safety_orders"]
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def get_boosted_concurrent_safety_orders(self):
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return self.config_dictionary["boosted_concurrent_safety_orders"]
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def get_safety_order_deviance(self):
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return self.config_dictionary["safety_order_deviance"]
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@ -184,20 +173,6 @@ class ConfigHandler:
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self.config_dictionary["max_short_safety_orders"] = max_short_safety_orders
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return 0
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def set_concurrent_safety_orders(self, concurrent_safety_orders: int):
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# if not isinstance(concurrent_safety_orders, int):
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# self.broker.logger.log_this(f"Max concurrent safety orders provided is not an integer",1,self.get_pair())
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# return 1
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self.config_dictionary["concurrent_safety_orders"] = concurrent_safety_orders
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return 0
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def set_boosted_concurrent_safety_orders(self, boosted_concurrent_safety_orders: int):
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# if not isinstance(concurrent_safety_orders, int):
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# self.broker.logger.log_this(f"Max concurrent safety orders provided is not an integer",1,self.get_pair())
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# return 1
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self.config_dictionary["boosted_concurrent_safety_orders"] = boosted_concurrent_safety_orders
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return 0
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def set_safety_order_deviance(self, safety_order_deviance: int):
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# if not isinstance(safety_order_deviance, int):
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# self.broker.logger.log_this(f"Safety order deviance provided is not an integer",1,self.get_pair())
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@ -252,7 +227,6 @@ class ConfigHandler:
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# self.broker.logger.log_this(f"liquidate_after_switch must be a boolean",1,self.get_pair())
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# return 1
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self.config_dictionary["liquidate_after_switch"] = liquidate_after_switch
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self.save_to_file()
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return 0
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def set_tp_mode(self, tp_mode: int):
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@ -341,7 +315,7 @@ class ConfigHandler:
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# return 1
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try:
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with open(file_path, "w") as f:
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f.write(dumps(self.config_dictionary, indent=4))
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f.write(json.dumps(self.config_dictionary, indent=4))
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return 0
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except Exception as e:
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self.broker.logger.log_this(f"Error saving config to file: {file_path}: {e}",1,self.get_pair())
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@ -355,7 +329,7 @@ class ConfigHandler:
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# return 1
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try:
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with open(file_path, "r") as f:
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self.set_config({**self.default_config_dictionary, **load(f)})
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self.set_config({**self.default_config_dictionary, **json.load(f)})
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return 0
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except Exception as e:
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self.broker.logger.log_this(f"Config file does not exist or is not readable: {e}",1,self.get_pair())
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@ -1,10 +1,8 @@
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import collections
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import json
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import time
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import requests
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import credentials
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import sqlite3
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from contextlib import contextmanager
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from requests import get as requests_get
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from json import load, dumps
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from copy import deepcopy
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@ -14,67 +12,53 @@ class Broker:
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self.broker_config = broker_config
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self.exchange = exchange
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self.last_price = 0
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self.wait_time = 1 #Default wait time for API breathing room
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self.cooldown_multiplier = 2 #Default cooldown multiplier value
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if "cooldown_multiplier" in self.broker_config:
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self.cooldown_multiplier = self.broker_config["cooldown_multiplier"]
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self.wait_before_new_safety_order = 1
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if "wait_before_new_safety_order" in self.broker_config:
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self.wait_before_new_safety_order = self.broker_config["wait_before_new_safety_order"]
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self.empty_order = {"id": "", "status": "", "filled": 0, "remaining": 0, "price": 0, "cost": 0, "fees": [], "symbol": ""}
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#Default values
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self.wait_time = self.broker_config.get("wait_time",.5)
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self.cooldown_multiplier = self.broker_config.get("cooldown_multiplier",2)
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self.wait_after_initial_market_order = self.broker_config.get("wait_after_initial_market_order",1)
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self.wait_before_new_safety_order = self.broker_config.get("wait_before_new_safety_order",1)
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self.retries = self.broker_config.get("retries",5)
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self.slippage_default_threshold = self.broker_config.get("slippage_default_threshold",.03)
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self.follow_order_history = self.broker_config.get("follow_order_history",False)
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self.write_order_history = self.broker_config.get("write_order_history", False)
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self.retries = self.broker_config["retries"] if "retries" in self.broker_config else 5
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self.slippage_default_threshold = self.broker_config["slippage_default_threshold"] if "slippage_default_threshold" in self.broker_config else .03
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self.logger = Logger(self.broker_config)
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self.log_orders = self.broker_config.get("log_orders",False)
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self.write_order_history = True #This should be a toggle in config_file
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#Initialize database
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self.profits_database_filename = "profits/profits_database.db"
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self._db = sqlite3.connect(self.profits_database_filename,
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detect_types=sqlite3.PARSE_DECLTYPES | sqlite3.PARSE_COLNAMES,
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check_same_thread=False)
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self._db.row_factory = sqlite3.Row
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with self._db:
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self._db.execute('''
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CREATE TABLE IF NOT EXISTS profits_table (
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timestamp REAL PRIMARY KEY,
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pair TEXT,
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amount REAL,
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exchange_name TEXT,
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order_id TEXT,
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order_history TEXT
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)
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''')
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self.database_connection = sqlite3.connect(self.profits_database_filename)
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self.database_cursor = self.database_connection.cursor()
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self.database_cursor.execute('''
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CREATE TABLE IF NOT EXISTS profits_table (
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timestamp REAL PRIMARY KEY,
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pair TEXT,
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amount REAL,
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exchange_name TEXT,
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order_id TEXT,
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order_history TEXT
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)
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''')
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self.database_connection.commit()
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self.database_connection.close()
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#Load markets
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self.markets = self.exchange.load_markets()
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#Populates deals cache
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self.deals_cache_length = 20
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self.deals_cache_length = 10
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self.deals_list = self.preload_deals(amount_to_preload=self.deals_cache_length)
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@contextmanager
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def _cur(self):
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'''
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Database cursor
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'''
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cur = self._db.cursor()
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try:
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yield cur
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finally:
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cur.close()
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def preload_deals(self,amount_to_preload=10):
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'''
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Reads the last n deals from the database and returns them in a list
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'''
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query = "SELECT * FROM profits_table WHERE exchange_name = ? ORDER BY timestamp DESC LIMIT ?"
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with self._cur() as cur:
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cur.execute(query, (self.get_exchange_name(), amount_to_preload))
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result = cur.fetchall()
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connection = sqlite3.connect(self.profits_database_filename)
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cursor = connection.cursor()
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cursor.execute(f"SELECT * FROM profits_table WHERE exchange_name = ? ORDER BY timestamp DESC LIMIT ?", (self.get_exchange_name(), amount_to_preload))
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result = cursor.fetchall()
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connection.close()
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return [(row[0],row[1],row[2],row[3],row[4],"") for row in result]
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|
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@ -82,16 +66,6 @@ class Broker:
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def get_deals_cache(self):
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return self.deals_list
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def get_log_orders(self):
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return self.log_orders
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|
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def set_log_orders(self,log_orders:bool):
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self.log_orders = log_orders
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return 0
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def get_symbol(self,pair):
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if "/" in pair:
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return pair
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@ -146,13 +120,21 @@ class Broker:
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Returns the timestamps of the last trades from the database for the boosting algorithm
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'''
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limit = time.time()-timespan
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query = "SELECT * FROM profits_table WHERE timestamp >= ? ORDER BY timestamp"
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with self._cur() as cur:
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cur.execute(query,(limit,))
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rows = cur.fetchall()
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return [item[0] for item in rows if item[1]==pair]
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retries = self.retries
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while retries>0:
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try:
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database_connection = sqlite3.connect(self.profits_database_filename)
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database_cursor = database_connection.cursor()
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database_cursor.execute(f"SELECT * FROM profits_table WHERE timestamp >= {time.time()-timespan} ORDER BY timestamp")
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rows = database_cursor.fetchall()
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return [item[0] for item in rows if item[1]==pair]
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except Exception as e:
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self.logger.log_this(f"Exception in preload_timestamps: {e}")
|
||||
if no_retries:
|
||||
break
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retries-=1
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time.sleep(self.wait_time)
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return []
|
||||
|
||||
|
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def write_profit_to_cache(self,dataset):
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||||
|
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@ -169,11 +151,22 @@ class Broker:
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|||
'''
|
||||
dataset format: (timestamp,pair,amount,exchange_name,order_id,order_history)
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||||
'''
|
||||
|
||||
query = "INSERT INTO profits_table VALUES(?, ?, ?, ?, ?, ?)"
|
||||
with self._db:
|
||||
self._db.execute(query, dataset)
|
||||
return 0
|
||||
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
|
||||
|
||||
|
||||
def check_for_duplicate_profit_in_db(self,order,no_retries=False):
|
||||
|
|
@ -182,21 +175,29 @@ class Broker:
|
|||
Compares the id of the last profit order with the one in the database.
|
||||
'''
|
||||
|
||||
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]
|
||||
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
|
||||
|
||||
|
||||
def get_write_order_history(self):
|
||||
return self.write_order_history
|
||||
|
||||
def get_follow_order_history(self):
|
||||
return self.follow_order_history
|
||||
|
||||
def get_cooldown_multiplier(self):
|
||||
return self.cooldown_multiplier
|
||||
|
||||
|
|
@ -204,13 +205,6 @@ class Broker:
|
|||
self.cooldown_multiplier = value
|
||||
return 0
|
||||
|
||||
def get_wait_after_initial_market_order(self):
|
||||
return self.wait_after_initial_market_order
|
||||
|
||||
def set_wait_after_initial_market_order(self, value:float):
|
||||
self.wait_after_initial_market_order = value
|
||||
return 0
|
||||
|
||||
def get_wait_before_new_safety_order(self):
|
||||
return self.wait_before_new_safety_order
|
||||
|
||||
|
|
@ -224,7 +218,6 @@ class Broker:
|
|||
def set_default_order_size(self,size):
|
||||
try:
|
||||
self.broker_config["default_order_size"] = float(size)
|
||||
self.rewrite_config_file()
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in set_default_order_size: {e}",1)
|
||||
return 1
|
||||
|
|
@ -297,7 +290,7 @@ class Broker:
|
|||
def reload_config_file(self):
|
||||
try:
|
||||
with open(self.config_filename) as f:
|
||||
self.broker_config = load(f)
|
||||
self.broker_config = json.load(f)
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception while reading the config file: {e}",1)
|
||||
|
||||
|
|
@ -347,9 +340,9 @@ class Broker:
|
|||
try:
|
||||
if backup:
|
||||
with open(f"{self.exchange}.bak","w") as c:
|
||||
c.write(dumps(self.broker_config, indent=4))
|
||||
c.write(json.dumps(self.broker_config, indent=4))
|
||||
with open(f"{self.config_filename}","w") as f:
|
||||
f.write(dumps(self.broker_config, indent=4))
|
||||
f.write(json.dumps(self.broker_config, indent=4))
|
||||
return 0
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Problems writing the config file. Exception: {e}",1)
|
||||
|
|
@ -397,13 +390,10 @@ class Broker:
|
|||
if self.get_exchange_name()=="binance":
|
||||
a = self.exchange.fetch_last_prices(pair_list)
|
||||
return {x: a[x]["price"] for x in a.keys()}
|
||||
elif self.get_exchange_name()=="kucoin":
|
||||
a = self.exchange.fetch_tickers(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}
|
||||
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}
|
||||
|
|
@ -424,10 +414,13 @@ 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:
|
||||
self.last_price = self.exchange.fetch_ticker(symbol)["close"]
|
||||
pair = symbol
|
||||
a = self.exchange.fetch_ticker(pair)
|
||||
self.last_price = a["close"]
|
||||
return self.last_price
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in get_ticker_price: {e}",1)
|
||||
|
|
@ -478,7 +471,7 @@ class Broker:
|
|||
try:
|
||||
return orderbook["bids"][0][0]
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception getting top bid price: {e}",1,symbol)
|
||||
self.logger.log_this(f"Exception getting top mid price: {e}",1,symbol)
|
||||
return self.get_ticker_price(symbol)
|
||||
|
||||
|
||||
|
|
@ -523,6 +516,28 @@ class Broker:
|
|||
return []
|
||||
|
||||
|
||||
def fetch_full_orders(self,pairs=None) -> list:
|
||||
'''
|
||||
Returns a list of all orders on the exchange
|
||||
|
||||
:param pairs: list of pairs to get orders for
|
||||
:return: list of orders
|
||||
'''
|
||||
|
||||
if pairs is None:
|
||||
pairs = []
|
||||
try:
|
||||
orders = []
|
||||
if self.get_exchange_name()=="binance":
|
||||
orders = self.get_opened_orders_binance(pairs)
|
||||
else:
|
||||
orders = self.get_opened_orders()
|
||||
return [] if orders is None else orders
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in fetch_full_orders: {e}",2)
|
||||
return []
|
||||
|
||||
|
||||
def fetch_open_orders(self,pairs=None) -> list:
|
||||
'''
|
||||
Returns a list of all open orders on the exchange
|
||||
|
|
@ -534,18 +549,10 @@ class Broker:
|
|||
if pairs is None:
|
||||
pairs = []
|
||||
try:
|
||||
#id_list = []
|
||||
if self.get_exchange_name()=="binance":
|
||||
if self.broker_config.get("unified_order_query"):
|
||||
return self.exchange.fetch_open_orders()
|
||||
result = []
|
||||
for pair in pairs:
|
||||
a = self.exchange.fetch_open_orders(pair)
|
||||
result.extend(iter(a))
|
||||
return result
|
||||
elif self.get_exchange_name()=="kucoin":
|
||||
return self.exchange.fetch_open_orders(params={"pageSize": "500"})
|
||||
else:
|
||||
return self.exchange.fetch_open_orders()
|
||||
return self.get_opened_orders_binance(pairs)
|
||||
return self.get_opened_orders()
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in fetch_open_orders: {e}",2)
|
||||
return []
|
||||
|
|
@ -562,15 +569,16 @@ 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()
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in fetch_closed_orders: {e}",2)
|
||||
self.logger.log_this(f"Exception in fetch_open_orders: {e}",2)
|
||||
return []
|
||||
|
||||
|
||||
def get_closed_orders(self,pair=None,no_retries=False): #It should return a list of all opened orders
|
||||
def get_opened_orders(self,no_retries=False): #It should return a list of all opened orders
|
||||
'''
|
||||
Returns a list of all the open orders on the exchange
|
||||
|
||||
|
|
@ -581,7 +589,28 @@ class Broker:
|
|||
retries = self.retries
|
||||
while retries>0:
|
||||
try:
|
||||
return self.exchange.fetch_closed_orders(pair)
|
||||
return self.exchange.fetch_open_orders()
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in get_opened_orders: {e}",1)
|
||||
if no_retries:
|
||||
break
|
||||
time.sleep(self.wait_time)
|
||||
retries-=1
|
||||
return []
|
||||
|
||||
|
||||
def get_closed_orders(self,no_retries=False): #It should return a list of all opened orders
|
||||
'''
|
||||
Returns a list of all the open orders on the exchange
|
||||
|
||||
:param pairs: list of pairs
|
||||
:return: list of all the open orders on the exchange
|
||||
'''
|
||||
|
||||
retries = self.retries
|
||||
while retries>0:
|
||||
try:
|
||||
return self.exchange.fetch_closed_orders()
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in get_closed_orders: {e}",1)
|
||||
if no_retries:
|
||||
|
|
@ -591,6 +620,27 @@ class Broker:
|
|||
return []
|
||||
|
||||
|
||||
def get_opened_orders_binance(self,pairs):
|
||||
'''
|
||||
Returns a list of all the open orders on the exchange
|
||||
|
||||
:param pairs: list of pairs
|
||||
:return: list of all the open orders on the exchange
|
||||
'''
|
||||
|
||||
try:
|
||||
if "unified_order_query" in self.broker_config and self.broker_config["unified_order_query"] is True:
|
||||
return self.exchange.fetch_open_orders()
|
||||
result = []
|
||||
for pair in pairs:
|
||||
a = self.exchange.fetch_open_orders(pair)
|
||||
result.extend(iter(a))
|
||||
return result
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in get_opened_orders_binance: {e}",1)
|
||||
return []
|
||||
|
||||
|
||||
def get_closed_orders_binance(self,pairs):
|
||||
'''
|
||||
Returns a list of all the closed orders on the exchange
|
||||
|
|
@ -600,7 +650,7 @@ class Broker:
|
|||
'''
|
||||
|
||||
try:
|
||||
if self.broker_config.get("unified_order_query"):
|
||||
if "unified_order_query" in self.broker_config and self.broker_config["unified_order_query"] is True:
|
||||
return self.exchange.fetch_closed_orders()
|
||||
result = []
|
||||
for pair in pairs:
|
||||
|
|
@ -622,15 +672,16 @@ class Broker:
|
|||
:return: 0 if order was succesfully canceled, 1 if not
|
||||
'''
|
||||
|
||||
pair = symbol
|
||||
tries = self.retries//2
|
||||
while tries>0:
|
||||
try:
|
||||
while self.get_order(id,symbol)["status"]=="open":
|
||||
self.exchange.cancel_order(id,symbol)
|
||||
while self.get_order(id,pair)["status"]=="open":
|
||||
self.exchange.cancel_order(id,symbol=pair)
|
||||
time.sleep(self.wait_time)
|
||||
return 0
|
||||
except Exception as e:
|
||||
if self.get_order(id,symbol)["status"]=="canceled":
|
||||
if self.get_order(id,pair)["status"]=="canceled":
|
||||
return 0
|
||||
self.logger.log_this(f"Exception in cancel_order: id {id} - exception: {e}",1)
|
||||
if no_retries:
|
||||
|
|
@ -664,7 +715,7 @@ class Broker:
|
|||
return amount
|
||||
|
||||
|
||||
def new_simulated_market_order(self,symbol,size,side,amount_in_base=False,no_retries=False,log=""):
|
||||
def new_simulated_market_order(self,symbol,size,side,amount_in_base=False,no_retries=False):
|
||||
'''
|
||||
TODO: Emulating Market Orders With Limit Orders
|
||||
|
||||
|
|
@ -691,29 +742,26 @@ class Broker:
|
|||
'''
|
||||
|
||||
retries = self.retries//2
|
||||
pair = symbol
|
||||
while retries>0:
|
||||
try:
|
||||
if self.get_exchange_name()=="gateio" and side=="buy" and not amount_in_base:
|
||||
new_order = self.exchange.create_market_buy_order_with_cost(symbol, size)
|
||||
if self.log_orders:
|
||||
self.logger.log_order(f"New simulated market order: Symbol: {symbol} - Side: {side} - Size: {size} - ID: {new_order['id']} - Origin: {log}")
|
||||
new_order = self.exchange.create_market_buy_order_with_cost(pair, size)
|
||||
else:
|
||||
order_book = self.get_order_book(symbol)
|
||||
if order_book=={}:
|
||||
self.logger.log_this(f"new_simulated_market_order. Order book returned an empty dictionary",1,symbol)
|
||||
return self.empty_order
|
||||
if amount_in_base or side!="buy":
|
||||
base_amount = self.amount_to_precision(symbol,size)
|
||||
base_amount = self.amount_to_precision(pair,size)
|
||||
else:
|
||||
avg_price = self.average_price_depth(order_book,size,"sell")
|
||||
base_amount = size/avg_price if avg_price is not None else size/self.get_ticker_price(symbol)
|
||||
price = self.find_minimum_viable_price(order_book,base_amount,side)
|
||||
#Maybe check for slippage here instead of within the trader itself? idk
|
||||
new_order = self.exchange.create_order(symbol,"limit",side,base_amount,price)
|
||||
if self.log_orders:
|
||||
self.logger.log_order(f"New simulated market order: Symbol: {symbol} - Side: {side} - Size: {size} - Price: {price} - ID: {new_order['id']} - Origin: {log}")
|
||||
new_order = self.exchange.create_order(pair,"limit",side,base_amount,price)
|
||||
time.sleep(self.wait_time)
|
||||
return self.get_order(new_order["id"],symbol)
|
||||
return self.get_order(new_order["id"],pair)
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"new_simulated_market_order exception: {e}",1,symbol)
|
||||
if no_retries:
|
||||
|
|
@ -758,7 +806,7 @@ class Broker:
|
|||
return None
|
||||
|
||||
|
||||
def new_market_order(self,symbol,size,side,amount_in_base=False,no_retries=False, log=""): #It should send a new market order to the exchange
|
||||
def new_market_order(self,symbol,size,side,amount_in_base=False,no_retries=False): #It should send a new market order to the exchange
|
||||
'''
|
||||
Sends a new market order to the exchange.
|
||||
|
||||
|
|
@ -772,24 +820,24 @@ class Broker:
|
|||
if self.broker_config["simulate_market_orders"]:
|
||||
return self.new_simulated_market_order(symbol,size,side,amount_in_base=amount_in_base)
|
||||
retries = self.retries
|
||||
pair = symbol
|
||||
while retries>0:
|
||||
try:
|
||||
if side=="buy":
|
||||
to_buy = float(size)
|
||||
if not amount_in_base:
|
||||
to_buy = float(size)/self.get_top_ask_price(symbol)
|
||||
amount = self.amount_to_precision(symbol,to_buy)
|
||||
to_buy = float(size)/self.get_top_ask_price(pair)
|
||||
amount = self.amount_to_precision(pair,to_buy)
|
||||
else:
|
||||
amount = self.amount_to_precision(symbol,size) #Market sell orders are always nominated in base currency
|
||||
amount = self.amount_to_precision(pair,size) #Market sell orders are always nominated in base currency
|
||||
|
||||
order_to_send = self.exchange.create_order(symbol,"market",side,amount)
|
||||
if self.log_orders:
|
||||
self.logger.log_order(f"New market order: Symbol: {symbol} - Side: {side} - Size: {size} - ID: {order_to_send['id']} - Origin: {log}")
|
||||
order_to_send = self.exchange.create_order(pair,"market",side,amount)
|
||||
time.sleep(self.wait_time)
|
||||
# Wait a bit more when dealing with Kucoin
|
||||
|
||||
return self.get_order(order_to_send["id"],symbol)
|
||||
return self.get_order(order_to_send["id"],pair)
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in new_market_order: {e} - Side: {side} - Size: {size}",1,symbol)
|
||||
self.logger.log_this(f"Exception in new_market_order: {e}",1,pair)
|
||||
if no_retries:
|
||||
break
|
||||
time.sleep(self.wait_time)
|
||||
|
|
@ -837,41 +885,7 @@ class Broker:
|
|||
return "the lowest price limit for sell orders is" in str(error_object).lower()
|
||||
|
||||
|
||||
# def new_limit_orders(self, orders: list) -> list:
|
||||
# sent_orders = []
|
||||
# #Send the orders
|
||||
# tries = self.retries
|
||||
# while tries>=0:
|
||||
# try:
|
||||
# sent_orders = self.exchange.create_orders(orders)
|
||||
# except Exception as e:
|
||||
# self.logger.log_this(f"Exception while sending safety orders: {e}",1)
|
||||
# tries-=1
|
||||
# time.sleep(self.wait_time)
|
||||
# if tries==0:
|
||||
# return []
|
||||
|
||||
# #Retrieve the orders from the exchange by id to confirm that they were sent
|
||||
# #Specially for OKX, since the orders that create_orders return are empty (only id is present)
|
||||
# returned_orders = []
|
||||
# for order in sent_orders:
|
||||
# tries = self.retries
|
||||
# while tries>=0:
|
||||
# try:
|
||||
# returned_orders.append(self.get_order(order["id"],order["symbol"]))
|
||||
# time.sleep(self.wait_time)
|
||||
# except Exception as e:
|
||||
# self.logger.log_this(f"Exception while retrieving safety orders: {e}",1)
|
||||
# tries-=1
|
||||
# if tries==0:
|
||||
# if self.get_exchange_name()=="okex":
|
||||
# return returned_orders
|
||||
# returned_orders.append(order) #In the case of the other exchanges, we just assume that the order was sent and append it.
|
||||
# time.sleep(self.wait_time)
|
||||
# return returned_orders
|
||||
|
||||
|
||||
def new_limit_order(self,symbol,size,side,price,no_retries=False,log=""):
|
||||
def new_limit_order(self,symbol,size,side,price,no_retries=False):
|
||||
'''
|
||||
Sends a new limit order.
|
||||
|
||||
|
|
@ -883,15 +897,20 @@ class Broker:
|
|||
'''
|
||||
|
||||
tries = self.retries
|
||||
pair = symbol
|
||||
while tries>=0:
|
||||
try:
|
||||
order_to_send = self.exchange.create_order(symbol,"limit",side,self.amount_to_precision(symbol,size),price)
|
||||
order_to_send = self.exchange.create_order(pair,"limit",side,self.amount_to_precision(pair,size),price)
|
||||
time.sleep(self.wait_time)
|
||||
if self.log_orders:
|
||||
self.logger.log_order(f"New limit order: Symbol: {symbol} - Side: {side} - Size: {size} - Price: {price} - ID: {order_to_send['id']} - Notes: {log}")
|
||||
return self.get_order(order_to_send["id"],symbol)
|
||||
return self.get_order(order_to_send["id"],pair)
|
||||
#if order_to_send["amount"] is not None: # Because Kucoin etc etc
|
||||
# return self.get_order(order_to_send["id"],pair) #
|
||||
#self.logger.log_this(f"Error sending order: Null order returned",2,pair) #
|
||||
#self.cancel_order(order_to_send["id"],symbol,no_retries=True) #
|
||||
#retries-=1
|
||||
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in new_limit_order - Side: {side} - Size: {size} - {self.amount_to_precision(symbol,size)} - Exception: {e}",1,symbol)
|
||||
self.logger.log_this(f"Exception in new_limit_order - Side: {side} - Size: {size} - {self.amount_to_precision(pair,size)} - Exception: {e}",1,symbol)
|
||||
if self.not_enough_balance_error(e):
|
||||
if tries<=self.retries//2: #Halves the amount of retries if there is a balance error.
|
||||
return 1
|
||||
|
|
@ -922,9 +941,10 @@ class Broker:
|
|||
if id=="":
|
||||
return self.empty_order
|
||||
tries = self.retries
|
||||
pair = symbol
|
||||
while tries>0:
|
||||
try:
|
||||
return self.exchange.fetch_order(id,symbol)
|
||||
return self.exchange.fetch_order(id,symbol=pair)
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in get_order: {e}",1,symbol)
|
||||
if no_retries:
|
||||
|
|
@ -942,9 +962,10 @@ class Broker:
|
|||
:return: The market information.
|
||||
'''
|
||||
tries = self.retries
|
||||
pair = symbol
|
||||
while tries>0:
|
||||
try:
|
||||
return self.exchange.market(symbol)
|
||||
return self.exchange.market(pair)
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in fetch_market: {e}",1,symbol)
|
||||
if no_retries:
|
||||
|
|
@ -962,9 +983,10 @@ class Broker:
|
|||
:return: The ticker information.
|
||||
'''
|
||||
tries = self.retries
|
||||
pair = symbol
|
||||
while tries>0:
|
||||
try:
|
||||
return self.exchange.fetch_ticker(symbol)
|
||||
return self.exchange.fetch_ticker(pair)
|
||||
except Exception as e:
|
||||
self.logger.log_this(f"Exception in get_ticker: {e}")
|
||||
if no_retries:
|
||||
|
|
@ -988,9 +1010,9 @@ class Broker:
|
|||
if self.get_exchange_name() in ["okex","bybit"]:
|
||||
return float(market["limits"]["amount"]["min"])
|
||||
elif self.get_exchange_name() in ["kucoin"]:
|
||||
return max(float(market["limits"]["amount"]["min"]),(float(market["limits"]["cost"]["min"])+.25)/self.get_ticker_price(pair))
|
||||
elif self.get_exchange_name() in ["gateio"]:
|
||||
return (float(market["limits"]["cost"]["min"])+.1)/self.get_ticker_price(pair)
|
||||
elif self.get_exchange_name() in ["gateio"]:
|
||||
return (float(market["limits"]["cost"]["min"])+.25)/self.get_ticker_price(pair)
|
||||
elif self.get_exchange_name()=="binance":
|
||||
for line in market["info"]["filters"]:
|
||||
if line["filterType"] == "NOTIONAL":
|
||||
|
|
@ -1028,8 +1050,8 @@ class Broker:
|
|||
|
||||
:param pair: pair
|
||||
:return: step size
|
||||
'''
|
||||
|
||||
'''
|
||||
market = self.fetch_market(pair)
|
||||
if market is None:
|
||||
return None
|
||||
|
|
@ -1052,30 +1074,18 @@ class Logger:
|
|||
self.broker_config = broker_config
|
||||
self.exchange_name = self.broker_config["exchange"]
|
||||
self.tg_credentials = credentials.get_credentials("telegram")
|
||||
self.log_list_max_length = 20 # log cache
|
||||
self.log_list = collections.deque(maxlen=self.log_list_max_length)
|
||||
self.preload_logs()
|
||||
self.log_list_max_length = 10
|
||||
self.log_list = self.preload_logs()
|
||||
|
||||
|
||||
def preload_logs(self):
|
||||
try:
|
||||
with open(f"logs/{self.exchange_name}.log","r") as f:
|
||||
for line in f:
|
||||
self.log_list.append(line.rstrip("\n"))
|
||||
return 0
|
||||
self.log_list = f.readlines()
|
||||
return self.log_list[-self.log_list_max_length:]
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return 1
|
||||
|
||||
|
||||
def refresh_logs(self):
|
||||
try:
|
||||
self.log_list.clear()
|
||||
self.preload_logs()
|
||||
return 0
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return 1
|
||||
return []
|
||||
|
||||
|
||||
def set_log_list_max_length(self, amount):
|
||||
|
|
@ -1084,7 +1094,7 @@ class Logger:
|
|||
|
||||
|
||||
def get_log_list(self):
|
||||
return list(self.log_list)
|
||||
return self.log_list
|
||||
|
||||
|
||||
def set_telegram_notifications(self, toggle):
|
||||
|
|
@ -1100,23 +1110,17 @@ class Logger:
|
|||
'''
|
||||
Sends a Telegram message
|
||||
'''
|
||||
try:
|
||||
tg_credentials = credentials.get_credentials("telegram")
|
||||
send_text = f"https://api.telegram.org/bot{tg_credentials['token']}/sendMessage?chat_id={tg_credentials['chatid']}&parse_mode=Markdown&text={message}"
|
||||
output = None
|
||||
if self.broker_config["telegram"] or ignore_config:
|
||||
output = requests_get(send_text,timeout=5).json() #5 seconds timeout. This could also be a tunable.
|
||||
if not output["ok"]:
|
||||
self.log_this(f"Error in send_tg_message: {output}")
|
||||
return 1
|
||||
return 0
|
||||
except Exception as e:
|
||||
self.log_this(f"Error in send_tg_message: {e}",1)
|
||||
return 1
|
||||
|
||||
def log_order(self,message):
|
||||
with open(f"logs/orders.log","a") as log_file:
|
||||
log_file.write(time.strftime(f"[%Y/%m/%d %H:%M:%S] | {message}\n"))
|
||||
tg_credentials = credentials.get_credentials("telegram")
|
||||
send_text = f"https://api.telegram.org/bot{tg_credentials['token']}/sendMessage?chat_id={tg_credentials['chatid']}&parse_mode=Markdown&text={message}"
|
||||
output = None
|
||||
if self.broker_config["telegram"] or ignore_config:
|
||||
output = requests.get(send_text,timeout=5).json() #5 seconds timeout. This could also be a tunable.
|
||||
if not output["ok"]:
|
||||
self.log_this(f"Error in send_tg_message: {output}")
|
||||
return 1
|
||||
return 0
|
||||
|
||||
|
||||
def log_this(self,message,level=2,pair=None):
|
||||
'''
|
||||
|
|
@ -1138,16 +1142,26 @@ class Logger:
|
|||
#Write to log file
|
||||
with open(f"logs/{self.exchange_name}.log","a") as log_file:
|
||||
log_file.write(text+"\n")
|
||||
log_file.close()
|
||||
|
||||
#Append to log list
|
||||
self.log_list.append(text)
|
||||
|
||||
#Trim log list
|
||||
self.log_list = self.log_list[-self.log_list_max_length:]
|
||||
|
||||
except Exception as e:
|
||||
print("Can't write log file")
|
||||
print(e)
|
||||
|
||||
if level<1:
|
||||
self.send_tg_message(f"{self.broker_config['exchange'].capitalize()} | {pair_data}{message}",ignore_config=level==-1)
|
||||
|
||||
return 0
|
||||
|
||||
|
||||
class Order:
|
||||
def __init__(self, order: dict = {}):
|
||||
pass
|
||||
|
||||
|
||||
|
|
@ -1,5 +1,5 @@
|
|||
from time import strftime
|
||||
from json import dumps, load
|
||||
import json
|
||||
import time
|
||||
|
||||
class StatusHandler:
|
||||
'''
|
||||
|
|
@ -12,8 +12,7 @@ class StatusHandler:
|
|||
"pair": f"{base}/{quote}",
|
||||
"take_profit_order": broker.get_empty_order(),
|
||||
"take_profit_price": 0.0,
|
||||
"safety_orders": [],
|
||||
"safety_orders_filled": 0,
|
||||
"safety_order": broker.get_empty_order(),
|
||||
"next_so_price": 0.0,
|
||||
"order_size": 0.0,
|
||||
"partial_profit": 0.0,
|
||||
|
|
@ -24,7 +23,8 @@ class StatusHandler:
|
|||
"quote_spent": 0.0,
|
||||
"base_bought": 0.0,
|
||||
"so_amount": 0,
|
||||
"no_of_safety_orders": 0,
|
||||
"no_of_safety_orders": "",
|
||||
"take_profit_price": "",
|
||||
"safety_price_table": [],
|
||||
"deal_uptime": 0.0,
|
||||
"total_uptime": 0.0,
|
||||
|
|
@ -44,10 +44,10 @@ class StatusHandler:
|
|||
"deal_order_history": []
|
||||
}
|
||||
self.status_file_path = f"status/{base}{quote}.status"
|
||||
self.status_dictionary = self.default_status_dictionary.copy()
|
||||
|
||||
self.status_dictionary = {k: v for k, v in self.default_status_dictionary.items()}
|
||||
if status_dict:
|
||||
self.status_dictionary.update(status_dict)
|
||||
if status_dict is not None:
|
||||
self.status_dictionary = {**self.status_dictionary, **status_dict}
|
||||
self.save_to_file()
|
||||
|
||||
def get_pair(self):
|
||||
|
|
@ -59,14 +59,8 @@ class StatusHandler:
|
|||
def get_take_profit_price(self):
|
||||
return self.status_dictionary["take_profit_price"]
|
||||
|
||||
def get_safety_orders(self):
|
||||
"""
|
||||
Returns the list of open safety orders
|
||||
"""
|
||||
return self.status_dictionary["safety_orders"]
|
||||
|
||||
def get_safety_orders_filled(self):
|
||||
return self.status_dictionary["safety_orders_filled"]
|
||||
def get_safety_order(self):
|
||||
return self.status_dictionary["safety_order"]
|
||||
|
||||
def get_next_so_price(self):
|
||||
return self.status_dictionary["next_so_price"]
|
||||
|
|
@ -155,10 +149,6 @@ class StatusHandler:
|
|||
def get_status_file_path(self):
|
||||
return self.status_file_path
|
||||
|
||||
def set_pair(self, trading_pair):
|
||||
self.pair = trading_pair
|
||||
return 0
|
||||
|
||||
def set_status_file_path(self, new_file_path: str):
|
||||
# if not isinstance(new_file_path, str):
|
||||
# self.broker.logger.log_this(f"File path provided is not a string",1,self.get_pair())
|
||||
|
|
@ -192,15 +182,8 @@ class StatusHandler:
|
|||
self.status_dictionary["so_order_id"] = order_id
|
||||
return 0
|
||||
|
||||
def set_safety_orders(self, orders: list):
|
||||
"""
|
||||
Replaces the whole safety orders list
|
||||
"""
|
||||
self.status_dictionary["safety_orders"] = orders
|
||||
return 0
|
||||
|
||||
def set_safety_orders_filled(self, amount: int):
|
||||
self.status_dictionary["safety_orders_filled"] = amount
|
||||
def set_safety_order(self, order):
|
||||
self.status_dictionary["safety_order"] = order
|
||||
return 0
|
||||
|
||||
def set_next_so_price(self, price: float):
|
||||
|
|
@ -399,44 +382,29 @@ class StatusHandler:
|
|||
self.status_dictionary["deal_order_history"] = deal_history
|
||||
return 0
|
||||
|
||||
def add_safety_order(self, order):
|
||||
"""
|
||||
Appends a newly-created safety order to the internal list
|
||||
"""
|
||||
self.status_dictionary["safety_orders"].append(order)
|
||||
return 0
|
||||
|
||||
def remove_safety_order_by_id(self, order_id: str):
|
||||
"""
|
||||
Removes an order from the list (mostly used when that order is filled or canceled)
|
||||
"""
|
||||
orders = self.get_safety_orders()
|
||||
self.status_dictionary["safety_orders"] = [order for order in orders if order["id"] != order_id]
|
||||
return 0
|
||||
|
||||
def clear_deal_order_history(self):
|
||||
self.status_dictionary["deal_order_history"] = []
|
||||
return 0
|
||||
|
||||
def update_deal_order_history(self, new_deal: dict, note: str = ""):
|
||||
def update_deal_order_history(self, new_deal: dict):
|
||||
# if not isinstance(new_deal, dict):
|
||||
# self.broker.logger.log_this(f"value provided is not a dict",1,self.get_pair())
|
||||
id = new_deal["id"] if "id" in new_deal else None
|
||||
self.status_dictionary["deal_order_history"].append(f"{note} - {id}")
|
||||
self.status_dictionary["deal_order_history"].append(new_deal)
|
||||
return 0
|
||||
|
||||
|
||||
def save_to_file(self, file_path = None, is_backup = False):
|
||||
if file_path is None:
|
||||
file_path = self.status_file_path
|
||||
if is_backup:
|
||||
try:
|
||||
with open(strftime(f"{file_path}_%Y-%m-%d_%H:%M:%S.json"), "w") as f:
|
||||
f.write(dumps(self.status_dictionary, indent=4))
|
||||
with open(time.strftime(f"{file_path}_%Y-%m-%d_%H:%M:%S.json"), "w") as f:
|
||||
f.write(json.dumps(self.status_dictionary, indent=4))
|
||||
except Exception as e:
|
||||
self.broker.logger.log_this(f"Error creating status backup file: {e}",1)
|
||||
try:
|
||||
with open(file_path, "w") as f:
|
||||
f.write(dumps(self.status_dictionary, indent=4))
|
||||
f.write(json.dumps(self.status_dictionary, indent=4))
|
||||
return 0
|
||||
except Exception as e:
|
||||
self.broker.logger.log_this(f"Error saving status to file: {file_path}: {e}",1)
|
||||
|
|
@ -447,7 +415,7 @@ class StatusHandler:
|
|||
file_path = self.status_file_path
|
||||
try:
|
||||
with open(file_path, "r") as f:
|
||||
self.status_dictionary = {**self.default_status_dictionary, **load(f)}
|
||||
self.status_dictionary = {**self.default_status_dictionary, **json.load(f)}
|
||||
return 0
|
||||
except Exception as e:
|
||||
self.broker.logger.log_this(f"Error loading status from file: {file_path}: {e}",1)
|
||||
|
|
|
|||
25
todo.txt
25
todo.txt
|
|
@ -1,25 +1,30 @@
|
|||
Mandatory:
|
||||
=========
|
||||
0. Stats webpage.
|
||||
1. Maintain local orderbooks for each trading pair, which enables:
|
||||
1. Stats webpage.
|
||||
2. Maintain local orderbooks for each trading pair, which enables:
|
||||
2a. Smart order pricing: Prioritization of fill speed over instant profit or vice versa
|
||||
2. Proper handling of order price too high/low in OKX (rare, it happens when under heavy volatility).
|
||||
3. API documentation.
|
||||
4. Implement api key hashing.
|
||||
5. Dockerize.
|
||||
6. Earn should be integrated into the instance, in order to be able to invest the idle funds from the short traders.
|
||||
3. Proper handling of order price too high/low in OKX (rare, it happens when under heavy volatility).
|
||||
4. Multiple safety orders open at the same time (to catch big volatility spikes more effectively)
|
||||
5. Things that should be objects (it's not 1994):
|
||||
* Orders.
|
||||
* Config (Mostly done).
|
||||
* Status (Mostly done).
|
||||
6. API documentation.
|
||||
7. Implement api key hashing.
|
||||
8. Dockerize.
|
||||
|
||||
|
||||
Would be nice to have:
|
||||
=====================
|
||||
0. Trader order: alphabetical; by uptime; by safety orders, by percentage_to_completion. (Although this may be more suitable for the web and mobile apps)
|
||||
1. Local implementation of amount_to_precision, cost_to_precision and price_to_precision. (Unless the plan is to continue to use CCXT forever)
|
||||
2. Instead of cancelling and resending the take profit order, edit it (Kucoin only supports editing on high frequency orders)
|
||||
3. When autoswitching to long, instead of using a big market order, the last safety order should be a sell order of all the available funds.
|
||||
4. Round-robin trading pairs: Instead of a fixed list of trading pairs, after n closed deals the trader is terminated and a new one spawns, picking the trading pair
|
||||
2. Instead of cancelling and resending the take profit order, you could just edit it (Kucoin only supports editing on high frequency orders)
|
||||
3. Round-robin trading pairs: Instead of a fixed list of trading pairs, after n closed deals the trader is terminated and a new one spawns, picking the trading pair
|
||||
from a pre-populated list (the trading pairs can be selected by using Yang-Zhang, Parkinson or another volatility indicator)
|
||||
This could be very benefitial, since it limits the long time commitment to a small list of trading pairs, enabling the instance to react to market trends very
|
||||
rapidly.
|
||||
4. Earn should also use funds from short traders.
|
||||
4b. Should Earn be integrated to the instance?
|
||||
|
||||
|
||||
Maybe it's a good idea?:
|
||||
|
|
|
|||
|
|
@ -11,12 +11,6 @@ try:
|
|||
api_key = credentials.get_credentials("testnet_api_key")["key"]
|
||||
base_url = credentials.get_url("testnet") #type: ignore
|
||||
exchanges = {"Binance":"/binance"}
|
||||
elif sys.argv[1]=="--local_testnet":
|
||||
is_testnet = True
|
||||
string_to_add = "LOCAL TESTNET "
|
||||
api_key = credentials.get_credentials("local_testnet_api_key")["key"]
|
||||
base_url = credentials.get_url("local_testnet") #type: ignore
|
||||
exchanges = {"Binance":":5001"}
|
||||
elif sys.argv[1]=="--mainnet":
|
||||
is_testnet = False
|
||||
string_to_add = "MAINNET "
|
||||
|
|
@ -43,8 +37,6 @@ INSTANCE
|
|||
10) edit_call_wait_time 11) reload_markets 12) fetch_full_log
|
||||
13) paused_traders 14) fetch_log 15) edit_cooldown_multiplier
|
||||
16) get_balance 17) cancel_global_last_call
|
||||
18) mod_default_order_size 19) toggle_log_orders
|
||||
20) refresh_log_cache
|
||||
|
||||
EARN
|
||||
31) toggle_pause 32) get_step_size 33) set_step_size
|
||||
|
|
@ -63,10 +55,9 @@ TRADERS
|
|||
62) mod_tp_level 63) last_call 64) deferred_last_call
|
||||
65) toggle_pause 66) toggle_cleanup 67) toggle_autoswitch
|
||||
68) toggle_check_old_long_price 69) switch_quote_currency
|
||||
70) view_old_long 71) switch_price 72) reload_trader_config
|
||||
73) toggle_liquidate_after_switch 74) base_add_calculation
|
||||
75) mod_concurrent_safety_orders 76) force_trader_close
|
||||
77) mod_order_size
|
||||
70) reload_safety_order 71) view_old_long 72) switch_price
|
||||
73) reload_trader_config 74) toggle_liquidate_after_switch
|
||||
75) base_add_calculation
|
||||
|
||||
98) Change broker 99) Exit
|
||||
'''
|
||||
|
|
@ -328,33 +319,6 @@ if __name__=="__main__":
|
|||
print(json.loads(requests.post(url, headers=headers).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
elif command==18:
|
||||
print("mod_default_order_size modifies the default order size that is used when creating a trader")
|
||||
print(f"Current value is {None}")
|
||||
print("The input value can be an integer or a float")
|
||||
new_default_order_size = input("New default order size: ")
|
||||
if not validate_float_or_int(new_default_order_size):
|
||||
print("The input is invalid")
|
||||
break
|
||||
if input("Proceed? (Y/n) ") in ["Y","y",""]:
|
||||
url = f"{base_url}{port}/mod_default_order_size"
|
||||
parameters = {"amount": new_default_order_size}
|
||||
print(json.loads(requests.post(url, headers=headers, json=parameters).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
elif command==19:
|
||||
print("toggle_log_orders turns on or off the logging of orders")
|
||||
if input("Proceed? (Y/n) ") in ["Y","y",""]:
|
||||
url = f"{base_url}{port}/toggle_log_orders"
|
||||
print(json.loads(requests.post(url, headers=headers).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
elif command==20:
|
||||
print("refresh_log_cache refreshes the log cache")
|
||||
if input("Proceed? (Y/n) ") in ["Y","y",""]:
|
||||
url = f"{base_url}{port}/refresh_log_cache"
|
||||
print(json.loads(requests.post(url, headers=headers).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
######################
|
||||
######## EARN ########
|
||||
|
|
@ -582,6 +546,10 @@ if __name__=="__main__":
|
|||
print("In order for the importing to be successful, a status file must exist in the status directory ")
|
||||
print("and the take profit order must be open.")
|
||||
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
|
||||
tp_id_input = input("Input take profit order id to use (if any)")
|
||||
forced_tp_id = None if tp_id_input=="" else tp_id_input
|
||||
so_id_input = input("Input safety order id to use (if any)")
|
||||
forced_so_id = None if so_id_input=="" else so_id_input
|
||||
|
||||
if not validate_pair(trading_pair):
|
||||
print("The input is invalid")
|
||||
|
|
@ -590,7 +558,9 @@ if __name__=="__main__":
|
|||
url = f"{base_url}{port}/import_pair"
|
||||
base,quote = trading_pair.split("/")
|
||||
parameters = {"base": base,
|
||||
"quote": quote}
|
||||
"quote": quote,
|
||||
"forced_tp_id": forced_tp_id,
|
||||
"forced_so_id": forced_so_id}
|
||||
print(json.loads(requests.post(url, headers=headers, json=parameters).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
|
|
@ -813,6 +783,20 @@ if __name__=="__main__":
|
|||
input("Press ENTER to continue ")
|
||||
|
||||
elif command==70:
|
||||
print("reload_safety_order reloads the safety order to the reader using the order id present in the status dictionary")
|
||||
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
|
||||
if not validate_pair(trading_pair):
|
||||
print("The input is invalid")
|
||||
break
|
||||
if input("Proceed? (Y/n) ") in ["Y","y",""]:
|
||||
url = f"{base_url}{port}/reload_safety_order"
|
||||
base,quote = trading_pair.split("/")
|
||||
parameters = {"base": base,
|
||||
"quote": quote}
|
||||
print(json.loads(requests.post(url, headers=headers, json=parameters).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
elif command==71:
|
||||
print("Views the old_long information")
|
||||
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
|
||||
if not validate_pair(trading_pair):
|
||||
|
|
@ -825,7 +809,7 @@ if __name__=="__main__":
|
|||
print(json.loads(requests.get(url,headers=headers).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
elif command==71:
|
||||
elif command==72:
|
||||
print("Returns the price target to reach to switch to long mode")
|
||||
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
|
||||
if not validate_pair(trading_pair):
|
||||
|
|
@ -837,7 +821,7 @@ if __name__=="__main__":
|
|||
print(json.loads(requests.get(url,headers=headers).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
elif command==72:
|
||||
elif command==73:
|
||||
print("Reloads from disk the configuration file of a trader")
|
||||
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
|
||||
if not validate_pair(trading_pair):
|
||||
|
|
@ -851,7 +835,7 @@ if __name__=="__main__":
|
|||
print(json.loads(requests.post(url, headers=headers, json=parameters).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
elif command==73:
|
||||
elif command==74:
|
||||
print("toggle_liquidate_after_switch enables or disables the liquidation after an automatic switch to long of a short trader")
|
||||
print("This is only valid in a short trader, of course.")
|
||||
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
|
||||
|
|
@ -866,7 +850,7 @@ if __name__=="__main__":
|
|||
print(json.loads(requests.post(url, headers=headers, json=parameters).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
elif command==74:
|
||||
elif command==75:
|
||||
print("Returns the amount of safety orders that can be added to a short trader with the available funds")
|
||||
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
|
||||
if not validate_pair(trading_pair):
|
||||
|
|
@ -877,56 +861,3 @@ if __name__=="__main__":
|
|||
url = f"{base_url}{port}/base_add_so_calculation?base={base}"e={quote}"
|
||||
print(json.loads(requests.get(url,headers=headers).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
elif command==75:
|
||||
print("mod_concurrent_safety_orders modifies the amount of safety orders opened at the same time")
|
||||
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
|
||||
new_amount = input("Desired amount of orders: ")
|
||||
if not validate_pair(trading_pair):
|
||||
print("The input is invalid")
|
||||
break
|
||||
if not validate_int(new_amount):
|
||||
print("The amount entered is invalid")
|
||||
break
|
||||
if input("Proceed? (Y/n) ") in ["Y","y",""]:
|
||||
url = f"{base_url}{port}/mod_concurrent_safety_orders"
|
||||
base,quote = trading_pair.split("/")
|
||||
parameters = {"base": base,
|
||||
"quote": quote,
|
||||
"amount": new_amount}
|
||||
print(json.loads(requests.post(url, headers=headers, json=parameters).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
elif command==76:
|
||||
print("force_trader_close forces a trader to close the current position")
|
||||
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
|
||||
if not validate_pair(trading_pair):
|
||||
print("The input is invalid")
|
||||
break
|
||||
if input("Proceed? (Y/n) ") in ["Y","y",""]:
|
||||
url = f"{base_url}{port}/force_trader_close"
|
||||
base,quote = trading_pair.split("/")
|
||||
parameters = {"base": base,
|
||||
"quote": quote}
|
||||
print(json.loads(requests.post(url, headers=headers, json=parameters).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
||||
elif command==77:
|
||||
print("mod_order_size modifies the initial order size of a trader")
|
||||
print("The change impacts as soon as the trader starts a new deal")
|
||||
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
|
||||
amount = input("Desired order size: ")
|
||||
if not validate_pair(trading_pair):
|
||||
print("The input is invalid")
|
||||
break
|
||||
if not validate_float_or_int(amount):
|
||||
print("The amount entered is invalid")
|
||||
break
|
||||
if input("Proceed? (Y/n) ") in ["Y","y",""]:
|
||||
url = f"{base_url}{port}/mod_order_size"
|
||||
base,quote = trading_pair.split("/")
|
||||
parameters = {"base": base,
|
||||
"quote": quote,
|
||||
"amount": amount}
|
||||
print(json.loads(requests.post(url, headers=headers, json=parameters).content))
|
||||
input("Press ENTER to continue ")
|
||||
|
|
@ -1,44 +1,41 @@
|
|||
import sqlite3
|
||||
import sys
|
||||
import datetime
|
||||
import time
|
||||
import ccxt
|
||||
import credentials
|
||||
import calendar
|
||||
import requests
|
||||
import logging
|
||||
import threading
|
||||
import os
|
||||
from contextlib import contextmanager
|
||||
from flask import Flask, jsonify, request
|
||||
from waitress import serve
|
||||
|
||||
|
||||
cache_requests = True if len(sys.argv)>1 and sys.argv[1]=="--cache_requests" else False
|
||||
|
||||
profits_database = "../profits/profits_database.db"
|
||||
_local_storage = threading.local()
|
||||
hashes_db = {"fetch_last_n_deals":0,
|
||||
"fetch_last_n_deals_without_history":0,
|
||||
"fetch_full_log":0,
|
||||
"fetch_log":0,
|
||||
"daily_totals":0,
|
||||
"daily_totals_by_pair":0,
|
||||
"monthly_totals":0,
|
||||
"monthly_totals_by_pair":0,
|
||||
"get_averages":0,
|
||||
"total_profit":0,
|
||||
"total_profit_by_pair":0}
|
||||
|
||||
def get_db_connection():
|
||||
current_time = time.time()
|
||||
|
||||
if not hasattr(_local_storage, 'connection') or not hasattr(_local_storage, 'created_at') or (current_time - _local_storage.created_at) > 3600: # Reconnect every hour
|
||||
if hasattr(_local_storage, 'connection'):
|
||||
try:
|
||||
_local_storage.connection.close()
|
||||
except:
|
||||
pass
|
||||
_local_storage.connection = sqlite3.connect(profits_database, check_same_thread=False)
|
||||
_local_storage.connection.row_factory = sqlite3.Row
|
||||
_local_storage.created_at = current_time
|
||||
def get_market_caps(limit):
|
||||
api_key = credentials.get_credentials("CMC")["key"]
|
||||
url = f"https://pro-api.coinmarketcap.com/v1/cryptocurrency/listings/latest?CMC_PRO_API_KEY={api_key}&convert=USD&limit={limit}"
|
||||
return requests.get(url).json()["data"]
|
||||
|
||||
return _local_storage.connection
|
||||
|
||||
@contextmanager
|
||||
def db_cursor():
|
||||
conn = get_db_connection()
|
||||
cur = conn.cursor()
|
||||
try:
|
||||
yield cur
|
||||
except Exception:
|
||||
conn.rollback()
|
||||
raise
|
||||
|
||||
def load_keys_from_db(file_name):
|
||||
#valid_keys = []
|
||||
|
||||
connection = sqlite3.connect(file_name)
|
||||
cursor = connection.cursor()
|
||||
cursor.execute("SELECT * FROM credentials_table")
|
||||
|
|
@ -46,50 +43,46 @@ def load_keys_from_db(file_name):
|
|||
connection.close()
|
||||
|
||||
valid_keys = [line[1] for line in data]
|
||||
#for line in data:
|
||||
# valid_keys.append(line[1])
|
||||
|
||||
return valid_keys
|
||||
|
||||
|
||||
def get_valid_keys():
|
||||
if not hasattr(get_valid_keys, '_keys'):
|
||||
get_valid_keys._keys = load_keys_from_db("api_credentials.db")
|
||||
return get_valid_keys._keys
|
||||
|
||||
|
||||
def profit_report():
|
||||
##Queries
|
||||
connection = sqlite3.connect(profits_database)
|
||||
cursor = connection.cursor()
|
||||
#Last 60 days query
|
||||
with db_cursor() as cursor:
|
||||
cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
|
||||
SUM(amount) AS total_amount
|
||||
FROM profits_table
|
||||
WHERE strftime('%s', 'now') - timestamp <= 60 * 24 * 60 * 60 -- 60 days in seconds
|
||||
GROUP BY day_utc3
|
||||
ORDER BY day_utc3;""")
|
||||
last_60_days_rows = cursor.fetchall()
|
||||
cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
|
||||
SUM(amount) AS total_amount
|
||||
FROM profits_table
|
||||
WHERE strftime('%s', 'now') - timestamp <= 60 * 24 * 60 * 60 -- 60 days in seconds
|
||||
GROUP BY day_utc3
|
||||
ORDER BY day_utc3;""")
|
||||
last_60_days_rows = cursor.fetchall()
|
||||
#Last 30 days query
|
||||
with db_cursor() as cursor:
|
||||
cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
|
||||
SUM(amount) AS total_amount
|
||||
FROM profits_table
|
||||
WHERE strftime('%s', 'now') - timestamp <= 30 * 24 * 60 * 60 -- 30 days in seconds;""")
|
||||
last_30_days = cursor.fetchall()
|
||||
#cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
|
||||
cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
|
||||
SUM(amount) AS total_amount
|
||||
FROM profits_table
|
||||
WHERE strftime('%s', 'now') - timestamp <= 30 * 24 * 60 * 60 -- 30 days in seconds;""")
|
||||
last_30_days = cursor.fetchall()
|
||||
#Last 7 days query
|
||||
with db_cursor() as cursor:
|
||||
cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
|
||||
SUM(amount) AS total_amount
|
||||
FROM profits_table
|
||||
WHERE strftime('%s', 'now') - timestamp <= 7 * 24 * 60 * 60 -- 7 days in seconds;""")
|
||||
last_7_days = cursor.fetchall()
|
||||
cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
|
||||
SUM(amount) AS total_amount
|
||||
FROM profits_table
|
||||
WHERE strftime('%s', 'now') - timestamp <= 7 * 24 * 60 * 60 -- 7 days in seconds;""")
|
||||
last_7_days = cursor.fetchall()
|
||||
#Last n months query
|
||||
with db_cursor() as cursor:
|
||||
cursor.execute("""SELECT strftime('%Y-%m', timestamp, 'unixepoch', '-3 hours') AS year_month_utc3,
|
||||
SUM(amount) AS total_amount
|
||||
FROM profits_table
|
||||
WHERE strftime('%s', 'now') - timestamp <= 18 * 30 * 24 * 60 * 60 -- 18 months in seconds
|
||||
GROUP BY year_month_utc3
|
||||
ORDER BY year_month_utc3;""")
|
||||
last_n_months_rows = cursor.fetchall()
|
||||
cursor.execute("""SELECT strftime('%Y-%m', timestamp, 'unixepoch', '-3 hours') AS year_month_utc3,
|
||||
SUM(amount) AS total_amount
|
||||
FROM profits_table
|
||||
WHERE strftime('%s', 'now') - timestamp <= 18 * 30 * 24 * 60 * 60 -- 18 months in seconds
|
||||
GROUP BY year_month_utc3
|
||||
ORDER BY year_month_utc3;""")
|
||||
last_n_months_rows = cursor.fetchall()
|
||||
#Yearly totals
|
||||
# cursor.execute("""SELECT strftime('%Y', timestamp, 'unixepoch', '-3 hours') AS year_utc3,
|
||||
# SUM(amount) AS total_amount
|
||||
|
|
@ -99,24 +92,26 @@ def profit_report():
|
|||
# ORDER BY year_utc3;""")
|
||||
# yearly_totals = cursor.fetchall()
|
||||
#Per exchange
|
||||
with db_cursor() as cursor:
|
||||
cursor.execute("""SELECT
|
||||
exchange_name,
|
||||
CASE
|
||||
WHEN strftime('%Y-%m', timestamp, 'unixepoch', '-3 hours') = strftime('%Y-%m', 'now', 'localtime') THEN 'This Month'
|
||||
WHEN strftime('%Y-%m', timestamp, 'unixepoch', '-3 hours') = strftime('%Y-%m', 'now', 'localtime', '-1 month') THEN 'Last Month'
|
||||
ELSE 'Other Months'
|
||||
END AS month_group,
|
||||
SUM(amount) AS total_amount
|
||||
FROM
|
||||
profits_table
|
||||
WHERE
|
||||
strftime('%s', 'now') - timestamp <= 60 * 24 * 60 * 60 -- 60 days in seconds
|
||||
GROUP BY
|
||||
exchange_name, month_group
|
||||
ORDER BY
|
||||
exchange_name, month_group;""")
|
||||
per_exchange = cursor.fetchall()
|
||||
cursor.execute("""SELECT
|
||||
exchange_name,
|
||||
CASE
|
||||
WHEN strftime('%Y-%m', timestamp, 'unixepoch', '-3 hours') = strftime('%Y-%m', 'now', 'localtime') THEN 'This Month'
|
||||
WHEN strftime('%Y-%m', timestamp, 'unixepoch', '-3 hours') = strftime('%Y-%m', 'now', 'localtime', '-1 month') THEN 'Last Month'
|
||||
ELSE 'Other Months'
|
||||
END AS month_group,
|
||||
SUM(amount) AS total_amount
|
||||
FROM
|
||||
profits_table
|
||||
WHERE
|
||||
strftime('%s', 'now') - timestamp <= 60 * 24 * 60 * 60 -- 60 days in seconds
|
||||
GROUP BY
|
||||
exchange_name, month_group
|
||||
ORDER BY
|
||||
exchange_name, month_group;""")
|
||||
per_exchange = cursor.fetchall()
|
||||
|
||||
#Close db
|
||||
cursor.close()
|
||||
|
||||
|
||||
#Projection calculation
|
||||
|
|
@ -132,17 +127,16 @@ def profit_report():
|
|||
okex_amount = 0
|
||||
|
||||
for row in per_exchange:
|
||||
exchange_name = row[0].strip().lower()
|
||||
if exchange_name=="binance":
|
||||
if row[0]=="binance":
|
||||
if row[1]=="This Month":
|
||||
binance_amount = row[2]
|
||||
elif exchange_name=="gateio":
|
||||
elif row[0]=="gateio":
|
||||
if row[1]=="This Month":
|
||||
gateio_amount = row[2]
|
||||
elif exchange_name=="kucoin":
|
||||
elif row[0]=="kucoin":
|
||||
if row[1]=="This Month":
|
||||
kucoin_amount = row[2]
|
||||
elif exchange_name=="okex":
|
||||
elif row[0]=="okex":
|
||||
if row[1]=="This Month":
|
||||
okex_amount = row[2]
|
||||
|
||||
|
|
@ -174,36 +168,41 @@ def profit_report():
|
|||
"Total profit": total_amount}
|
||||
|
||||
|
||||
|
||||
def query_total_profit(pair=None):
|
||||
'''
|
||||
Returns total profit of the trading pair.
|
||||
If no pair specified, returns the grand total of all pairs.
|
||||
'''
|
||||
connection = sqlite3.connect(profits_database)
|
||||
cursor = connection.cursor()
|
||||
|
||||
if pair is None:
|
||||
query = "SELECT SUM(amount) AS total_profit FROM profits_table"
|
||||
with db_cursor() as cursor:
|
||||
cursor.execute(query)
|
||||
query_result = cursor.fetchall()
|
||||
cursor.execute(query)
|
||||
connection.close()
|
||||
query_result = cursor.fetchall()
|
||||
return query_result[0][0]
|
||||
else:
|
||||
query = """SELECT pair, SUM(amount) AS total_profit
|
||||
FROM profits_table
|
||||
GROUP BY pair;"""
|
||||
with db_cursor() as cursor:
|
||||
cursor.execute(query)
|
||||
query_result = cursor.fetchall()
|
||||
cursor.execute(query)
|
||||
connection.close()
|
||||
query_result = cursor.fetchall()
|
||||
for item in query_result:
|
||||
if item[0].replace("/","")==pair:
|
||||
return item[1]
|
||||
return 0
|
||||
|
||||
|
||||
def daily_and_monthly_totals() -> tuple[float, float]:
|
||||
def daily_and_monthly_totals():
|
||||
'''
|
||||
Returns a tuple with the current day and the current month's total profit.
|
||||
'''
|
||||
|
||||
#Connect to db
|
||||
connection = sqlite3.connect(profits_database)
|
||||
cursor = connection.cursor()
|
||||
now = datetime.datetime.now()
|
||||
|
||||
# Create a datetime object for the start of the day
|
||||
|
|
@ -214,16 +213,15 @@ def daily_and_monthly_totals() -> tuple[float, float]:
|
|||
start_of_day_unix = int(time.mktime(start_of_day.timetuple()))
|
||||
start_of_month_unix = int(time.mktime(start_of_month.timetuple()))
|
||||
|
||||
query = """SELECT
|
||||
COALESCE(SUM(CASE WHEN timestamp >= :day THEN amount END),0) AS daily_total,
|
||||
COALESCE(SUM(CASE WHEN timestamp >= :month THEN amount END),0) AS monthly_total
|
||||
FROM profits_table;
|
||||
"""
|
||||
with db_cursor() as cur:
|
||||
cur.execute(query, {"day": start_of_day_unix, "month": start_of_month_unix})
|
||||
row = cur.fetchone()
|
||||
daily_total = float(row["daily_total"])
|
||||
monthly_total = float(row["monthly_total"])
|
||||
query = """SELECT * FROM profits_table
|
||||
WHERE timestamp >= ?
|
||||
ORDER BY timestamp DESC;"""
|
||||
cursor.execute(query, (start_of_month_unix,))
|
||||
query_result = cursor.fetchall()
|
||||
connection.close()
|
||||
|
||||
monthly_total = sum([item[2] for item in query_result])
|
||||
daily_total = sum([item[2] for item in query_result if item[0]>=start_of_day_unix])
|
||||
|
||||
return (daily_total, monthly_total)
|
||||
|
||||
|
|
@ -233,6 +231,9 @@ def query_daily_totals(pair=None):
|
|||
Returns a dictionary of daily totals of the trading pair.
|
||||
If no pair specified, returns the totals of all pairs.
|
||||
'''
|
||||
#Connect to db
|
||||
connection = sqlite3.connect(profits_database)
|
||||
cursor = connection.cursor()
|
||||
|
||||
result = {}
|
||||
|
||||
|
|
@ -241,9 +242,9 @@ def query_daily_totals(pair=None):
|
|||
SUM(amount) AS total_profit
|
||||
FROM profits_table
|
||||
GROUP BY day_utc3;"""
|
||||
with db_cursor() as cursor:
|
||||
cursor.execute(query)
|
||||
query_result = cursor.fetchall()
|
||||
cursor.execute(query)
|
||||
query_result = cursor.fetchall()
|
||||
connection.close()
|
||||
for item in query_result:
|
||||
result[item[0]] = item[1]
|
||||
else:
|
||||
|
|
@ -251,9 +252,9 @@ def query_daily_totals(pair=None):
|
|||
SUM(amount) AS total_profit
|
||||
FROM profits_table
|
||||
GROUP BY pair, day_utc3;"""
|
||||
with db_cursor() as cursor:
|
||||
cursor.execute(query)
|
||||
query_result = cursor.fetchall()
|
||||
cursor.execute(query)
|
||||
query_result = cursor.fetchall()
|
||||
connection.close()
|
||||
for item in query_result:
|
||||
if item[0].replace("/","")==pair:
|
||||
result[item[1]] = item[2]
|
||||
|
|
@ -265,6 +266,9 @@ def query_monthly_totals(pair=None):
|
|||
Returns a dictionary of monthly totals of the trading pair.
|
||||
If no pair specified, returns the totals of all pairs.
|
||||
'''
|
||||
#Connect to db
|
||||
connection = sqlite3.connect(profits_database)
|
||||
cursor = connection.cursor()
|
||||
|
||||
result = {}
|
||||
|
||||
|
|
@ -273,9 +277,9 @@ def query_monthly_totals(pair=None):
|
|||
SUM(amount) AS total_profit
|
||||
FROM profits_table
|
||||
GROUP BY month;"""
|
||||
with db_cursor() as cursor:
|
||||
cursor.execute(query)
|
||||
query_result = cursor.fetchall()
|
||||
cursor.execute(query)
|
||||
query_result = cursor.fetchall()
|
||||
connection.close()
|
||||
for item in query_result:
|
||||
result[item[0]] = item[1]
|
||||
else:
|
||||
|
|
@ -283,9 +287,9 @@ def query_monthly_totals(pair=None):
|
|||
SUM(amount) AS total_profit
|
||||
FROM profits_table
|
||||
GROUP BY pair, month;"""
|
||||
with db_cursor() as cursor:
|
||||
cursor.execute(query)
|
||||
query_result = cursor.fetchall()
|
||||
cursor.execute(query)
|
||||
query_result = cursor.fetchall()
|
||||
connection.close()
|
||||
for item in query_result:
|
||||
if item[0].replace("/","")==pair:
|
||||
result[item[1]] = item[2]
|
||||
|
|
@ -296,9 +300,11 @@ def last_n_deals(n):
|
|||
'''
|
||||
Returns a list of the latest n deals
|
||||
'''
|
||||
with db_cursor() as cursor:
|
||||
cursor.execute("SELECT * FROM profits_table ORDER BY timestamp DESC LIMIT ?",(n,))
|
||||
result = cursor.fetchall()
|
||||
connection = sqlite3.connect(profits_database)
|
||||
cursor = connection.cursor()
|
||||
cursor.execute("SELECT * FROM profits_table ORDER BY timestamp DESC LIMIT ?",(n,))
|
||||
result = cursor.fetchall()
|
||||
connection.close()
|
||||
|
||||
return result
|
||||
|
||||
|
|
@ -332,34 +338,98 @@ def last_n_lines(file_name,width,amount=4,full_log=False):
|
|||
return result[:amount],len(file_contents)
|
||||
|
||||
|
||||
def tail_log(filename, lines=200):
|
||||
if not os.path.exists(filename):
|
||||
return []
|
||||
def return_parkinson_backtests(broker, days, max_rank):
|
||||
'''
|
||||
Returns a dictionary containing backtests with the format {coin: value}
|
||||
'''
|
||||
if broker not in ["binance", "gateio", "kucoin", "okx", "bybit"]:
|
||||
return {}
|
||||
|
||||
block_size = 1024
|
||||
blocks = []
|
||||
with open(filename, 'rb') as f:
|
||||
f.seek(0, 2)
|
||||
#total_bytes = remaining_bytes = f.tell()
|
||||
remaining_bytes = f.tell()
|
||||
evaluation_dictionary = {}
|
||||
start_of_day = int(time.mktime(datetime.datetime.now().date().timetuple()))
|
||||
since = int(start_of_day - 60*60*24*days)
|
||||
|
||||
while len(blocks) < lines and remaining_bytes > 0:
|
||||
read_bytes = min(block_size, remaining_bytes)
|
||||
f.seek(-read_bytes, 1)
|
||||
block = f.read(read_bytes).splitlines()
|
||||
f.seek(-read_bytes, 1)
|
||||
# Getting the data from the database
|
||||
print("Querying database...")
|
||||
conn = sqlite3.connect(f"data/{broker}.db")
|
||||
cursor = conn.cursor()
|
||||
cursor.execute('SELECT * FROM volatilities_table WHERE timestamp > ?', (since,))
|
||||
rows = cursor.fetchall()
|
||||
conn.close()
|
||||
|
||||
# Prepend to blocks (since we're reading backwards)
|
||||
blocks = block[-(len(blocks)+1):] + blocks
|
||||
remaining_bytes -= read_bytes
|
||||
# Parse the data
|
||||
print("Parsing the data...")
|
||||
for row in rows:
|
||||
if row[0] not in evaluation_dictionary:
|
||||
evaluation_dictionary[row[0]] = [row[2]]
|
||||
else:
|
||||
evaluation_dictionary[row[0]].append(row[2])
|
||||
|
||||
# Decode and filter empty lines
|
||||
result = [line.decode('utf-8', errors='ignore').strip() for line in blocks if line.strip()]
|
||||
return result[-lines:],len(result[-lines:])
|
||||
#Calculate weighted averages
|
||||
print("Calculating weighted averages")
|
||||
weighted_averages = {}
|
||||
for key in evaluation_dictionary:
|
||||
multiplier = len(evaluation_dictionary[key])
|
||||
total = 0
|
||||
for value in evaluation_dictionary[key][::-1]:
|
||||
total+=value*multiplier/len(evaluation_dictionary[key])
|
||||
multiplier-=1
|
||||
weighted_averages[key] = total/len(evaluation_dictionary[key])
|
||||
|
||||
#Filter by rank
|
||||
print("Filtering results by CMC rank")
|
||||
coins_accepted = []
|
||||
market_caps = get_market_caps(max_rank)
|
||||
for result in market_caps:
|
||||
coins_accepted.append(result["symbol"])
|
||||
|
||||
for coin in weighted_averages.copy():
|
||||
if coin.split("/")[0] not in coins_accepted:
|
||||
del(weighted_averages[coin])
|
||||
|
||||
|
||||
#Checking open markets
|
||||
print("Filtering results by market state")
|
||||
exchange_class = getattr(ccxt, broker)
|
||||
broker = exchange_class({
|
||||
"apiKey": "",
|
||||
"secret": "",
|
||||
"timeout": 30000,
|
||||
"enableRateLimit": True,
|
||||
'options': {
|
||||
'newOrderRespType': 'FULL'}
|
||||
})
|
||||
|
||||
markets = broker.load_markets()
|
||||
for key in weighted_averages.copy():
|
||||
if key not in markets or not markets[key]["active"]:
|
||||
del(weighted_averages[key])
|
||||
|
||||
return weighted_averages
|
||||
|
||||
|
||||
stats_api = Flask(__name__)
|
||||
|
||||
@stats_api.route("/fetch_backtests")
|
||||
def fetch_backtests():
|
||||
'''
|
||||
GET request
|
||||
Parameters: 'exchange_name" -> string
|
||||
'days' -> int
|
||||
'max_rank' -> int
|
||||
'''
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
try:
|
||||
broker = request.args.get("exchange_name")
|
||||
days = int(request.args.get("days")) # type: ignore
|
||||
max_rank = int(request.args.get("max_rank")) # type: ignore
|
||||
return return_parkinson_backtests(broker,days,max_rank)
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({"HORROR": f"{e}"})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/fetch_profit_report")
|
||||
def fetch_profit_report():
|
||||
'''
|
||||
|
|
@ -368,15 +438,37 @@ def fetch_profit_report():
|
|||
Returns: JSON object with profit report data
|
||||
'''
|
||||
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
try:
|
||||
return jsonify(profit_report())
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({"Error": f"{e}"})
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
try:
|
||||
return jsonify(profit_report())
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({"Error": f"{e}"})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/clear_caches")
|
||||
def clear_hashes():
|
||||
global hashes_db
|
||||
|
||||
'''
|
||||
GET request
|
||||
'''
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
hashes_db = {"fetch_last_n_deals":0,
|
||||
"fetch_last_n_deals_without_history":0,
|
||||
"fetch_full_log":0,
|
||||
"fetch_log":0,
|
||||
"daily_totals":0,
|
||||
"daily_totals_by_pair":0,
|
||||
"monthly_totals":0,
|
||||
"monthly_totals_by_pair":0,
|
||||
"get_averages":0,
|
||||
"total_profit":0,
|
||||
"total_profit_by_pair":0}
|
||||
return jsonify({"Done":0})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/fetch_last_n_deals")
|
||||
def fetch_last_n_deals():
|
||||
|
|
@ -384,15 +476,21 @@ def fetch_last_n_deals():
|
|||
GET request
|
||||
Parameter: 'amount_of_deals' -> int
|
||||
'''
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
try:
|
||||
parameter = request.args.get("amount_of_deals")
|
||||
response_value = last_n_deals(parameter)
|
||||
return jsonify({"last_deals": response_value})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({"last_deals":""})
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
try:
|
||||
parameter = request.args.get("amount_of_deals")
|
||||
response_value = last_n_deals(parameter)
|
||||
if not cache_requests:
|
||||
return jsonify({"last_deals": response_value})
|
||||
response_hash = hash(str({"last_deals": response_value}))
|
||||
if hashes_db["fetch_last_n_deals"]!=response_hash:
|
||||
hashes_db["fetch_last_n_deals"] = response_hash
|
||||
return jsonify({"last_deals": response_value})
|
||||
return jsonify({"no_changes": True})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({"last_deals":""})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/fetch_last_n_deals_without_history")
|
||||
|
|
@ -401,16 +499,22 @@ def fetch_last_n_deals_without_history():
|
|||
GET request
|
||||
Parameter: 'amount_of_deals' -> int
|
||||
'''
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
try:
|
||||
parameter = request.args.get("amount_of_deals")
|
||||
#return jsonify({"last_deals": last_n_deals_without_history(parameter)})
|
||||
response_value = last_n_deals_without_history(parameter)
|
||||
return jsonify({"last_deals": response_value})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({"last_deals":""})
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
try:
|
||||
parameter = request.args.get("amount_of_deals")
|
||||
#return jsonify({"last_deals": last_n_deals_without_history(parameter)})
|
||||
response_value = last_n_deals_without_history(parameter)
|
||||
if not cache_requests:
|
||||
return jsonify({"last_deals": response_value})
|
||||
response_hash = hash(str({"last_deals": response_value}))
|
||||
if hashes_db["fetch_last_n_deals_without_history"]!=response_hash:
|
||||
hashes_db["fetch_last_n_deals_without_history"] = response_hash
|
||||
return jsonify({"last_deals": response_value})
|
||||
return jsonify({"no_changes": True})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({"last_deals":""})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/fetch_full_log")
|
||||
|
|
@ -421,16 +525,22 @@ def fetch_full_log():
|
|||
|
||||
It trims the full log to 200 lines, to avoid sending too much data to the client.
|
||||
'''
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
try:
|
||||
exchange_name = request.args.get("exchange_name")
|
||||
width = 0
|
||||
last_lines, amount_of_lines = tail_log(f"../logs/{exchange_name}.log", 200)
|
||||
return jsonify({"line": last_lines[-200:], "amount_of_lines": amount_of_lines})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return {"line": [""]*width,"amount_of_lines": 0}
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
try:
|
||||
exchange_name = request.args.get("exchange_name")
|
||||
width = 0
|
||||
last_lines,amount_of_lines = last_n_lines(f"../logs/{exchange_name}.log",width,0,full_log=True)
|
||||
if not cache_requests:
|
||||
return jsonify({"line": last_lines[-200:], "amount_of_lines": amount_of_lines})
|
||||
response_hash = hash(str({"line": last_lines, "amount_of_lines": amount_of_lines}))
|
||||
if hashes_db["fetch_full_log"]!=response_hash:
|
||||
hashes_db["fetch_full_log"] = response_hash
|
||||
return jsonify({"line": last_lines[-200:], "amount_of_lines": amount_of_lines})
|
||||
return jsonify({"no_changes": True})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return {"line": [""]*width,"amount_of_lines": 0}
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/fetch_log")
|
||||
|
|
@ -441,33 +551,45 @@ def fetch_log():
|
|||
'width' -> int
|
||||
'amount' -> int
|
||||
'''
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
try:
|
||||
exchange_name = request.args.get("exchange_name")
|
||||
width = int(request.args.get("width")) # type: ignore
|
||||
amount = int(request.args.get("amount")) # type: ignore
|
||||
last_lines,total_amount_of_lines = last_n_lines(f"../logs/{exchange_name}.log",width,amount)
|
||||
return jsonify({"line": last_lines, "amount_of_lines": total_amount_of_lines})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return {"line": [""]*10,"amount_of_lines": 0}
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
try:
|
||||
exchange_name = request.args.get("exchange_name")
|
||||
width = int(request.args.get("width")) # type: ignore
|
||||
amount = int(request.args.get("amount")) # type: ignore
|
||||
last_lines,total_amount_of_lines = last_n_lines(f"../logs/{exchange_name}.log",width,amount)
|
||||
if not cache_requests:
|
||||
return jsonify({"line": last_lines, "amount_of_lines": total_amount_of_lines})
|
||||
response_hash = hash(str({"line": last_lines, "amount_of_lines": total_amount_of_lines}))
|
||||
if hashes_db["fetch_log"]!=response_hash:
|
||||
hashes_db["fetch_log"] = response_hash
|
||||
return jsonify({"line": last_lines, "amount_of_lines": total_amount_of_lines})
|
||||
return jsonify({"no_changes": True})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return {"line": [""]*10,"amount_of_lines": 0}
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/combined_totals")
|
||||
def combined_totals():
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
daily_totals = daily_and_monthly_totals()
|
||||
return jsonify({"combined": daily_totals})
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
daily_totals = daily_and_monthly_totals()
|
||||
return jsonify({"combined": daily_totals})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/daily_totals")
|
||||
def get_daily_totals():
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
daily_totals = query_daily_totals()
|
||||
return jsonify(daily_totals)
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
daily_totals = query_daily_totals()
|
||||
if not cache_requests:
|
||||
return jsonify(daily_totals)
|
||||
response_hash = hash(str(daily_totals))
|
||||
if hashes_db["daily_totals"]!=response_hash:
|
||||
hashes_db["daily_totals"] = response_hash
|
||||
return jsonify(daily_totals)
|
||||
return jsonify({"no_changes": True})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/daily_totals_by_pair")
|
||||
|
|
@ -477,24 +599,36 @@ def get_daily_totals_by_pair():
|
|||
Parameters: 'base' -> string
|
||||
'quote' -> string
|
||||
'''
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
try:
|
||||
base = request.args.get("base")
|
||||
quote = request.args.get("quote")
|
||||
daily_totals = query_daily_totals(f"{base}{quote}")
|
||||
return jsonify(daily_totals)
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({'Error': 'Halp'})
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
try:
|
||||
base = request.args.get("base")
|
||||
quote = request.args.get("quote")
|
||||
daily_totals = query_daily_totals(f"{base}{quote}")
|
||||
if not cache_requests:
|
||||
return jsonify(daily_totals)
|
||||
response_hash = hash(str(daily_totals))
|
||||
if hashes_db["daily_totals_by_pair"]!=response_hash:
|
||||
hashes_db["daily_totals_by_pair"] = response_hash
|
||||
return jsonify(daily_totals)
|
||||
return jsonify({"no_changes": True})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({'Error': 'Halp'})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/monthly_totals")
|
||||
def get_monthly_totals():
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
monthly_totals = query_monthly_totals()
|
||||
return jsonify(monthly_totals)
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
monthly_totals = query_monthly_totals()
|
||||
if not cache_requests:
|
||||
return jsonify(monthly_totals)
|
||||
response_hash = hash(str(monthly_totals))
|
||||
if hashes_db["monthly_totals"]!=response_hash:
|
||||
hashes_db["monthly_totals"] = response_hash
|
||||
return jsonify(monthly_totals)
|
||||
return jsonify({"no_changes": True})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/monthly_totals_by_pair")
|
||||
|
|
@ -504,47 +638,67 @@ def get_monthly_totals_by_pair():
|
|||
Parameters: 'base' -> string
|
||||
'quote' -> string
|
||||
'''
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
try:
|
||||
base = request.args.get("base")
|
||||
quote = request.args.get("quote")
|
||||
monthly_totals = query_monthly_totals(f"{base}{quote}")
|
||||
return jsonify(monthly_totals)
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({'Error': 'Halp'})
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
try:
|
||||
base = request.args.get("base")
|
||||
quote = request.args.get("quote")
|
||||
monthly_totals = query_monthly_totals(f"{base}{quote}")
|
||||
if not cache_requests:
|
||||
return jsonify(monthly_totals)
|
||||
response_hash = hash(str(monthly_totals))
|
||||
if hashes_db["monthly_totals_by_pair"]!=response_hash:
|
||||
hashes_db["monthly_totals_by_pair"] = response_hash
|
||||
return jsonify(monthly_totals)
|
||||
return jsonify({"no_changes": True})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({'Error': 'Halp'})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/get_averages")
|
||||
def get_averages():
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
try:
|
||||
daily_totals = query_daily_totals()
|
||||
val_30 = 0
|
||||
val_7 = 0
|
||||
recent_days = sorted(daily_totals.keys(), reverse=True)[:30]
|
||||
acc_30 = [daily_totals[date] for date in recent_days[:30]]
|
||||
acc_7 = [daily_totals[date] for date in recent_days[:7]]
|
||||
length_30 = min(30,len(acc_30)) #Last 30 days
|
||||
length_7 = min(7,len(acc_7)) #Last 7 days
|
||||
for _ in range(length_30):
|
||||
val_30 += acc_30.pop()
|
||||
for _ in range(length_7):
|
||||
val_7 += acc_7.pop()
|
||||
return jsonify({"30_day": val_30/length_30, "7_day": val_7/length_7})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({'Error': 'Halp'})
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
try:
|
||||
daily_totals = query_daily_totals()
|
||||
val_30 = 0
|
||||
val_7 = 0
|
||||
acc_30 = []
|
||||
acc_7 = []
|
||||
for x in sorted(daily_totals):
|
||||
acc_30.append(daily_totals[x])
|
||||
acc_7.append(daily_totals[x])
|
||||
length_30 = min(30,len(acc_30)) #Last 30 days
|
||||
length_7 = min(7,len(acc_7)) #Last 7 days
|
||||
for _ in range(length_30):
|
||||
val_30 += acc_30.pop()
|
||||
for _ in range(length_7):
|
||||
val_7 += acc_7.pop()
|
||||
if not cache_requests:
|
||||
return jsonify({"30_day": val_30/length_30, "7_day": val_7/length_7})
|
||||
response_hash = hash(str({"30_day": val_30/length_30, "7_day": val_7/length_7}))
|
||||
if hashes_db["get_averages"]!=response_hash:
|
||||
hashes_db["get_averages"] = response_hash
|
||||
return jsonify({"30_day": val_30/length_30, "7_day": val_7/length_7})
|
||||
return jsonify({"no_changes": True})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({'Error': 'Halp'})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/total_profit")
|
||||
def total_profit():
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
total = query_total_profit()
|
||||
return jsonify({"Total profit": total})
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
total = query_total_profit()
|
||||
if not cache_requests:
|
||||
return jsonify({"Total profit": total})
|
||||
response_hash = hash(str({"Total profit": total}))
|
||||
if hashes_db["total_profit"]!=response_hash:
|
||||
hashes_db["total_profit"] = response_hash
|
||||
return jsonify({"Total profit": total})
|
||||
return jsonify({"no_changes": True})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
@stats_api.route("/total_profit_by_pair")
|
||||
|
|
@ -554,25 +708,33 @@ def total_profit_by_pair():
|
|||
Parameters: 'base' -> string
|
||||
'quote' -> string
|
||||
'''
|
||||
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys():
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
try:
|
||||
base = request.args.get("base")
|
||||
quote = request.args.get("quote")
|
||||
total = query_total_profit(f"{base}{quote}")
|
||||
return jsonify({"Total profit": total})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({'Error': 'Halp'})
|
||||
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
|
||||
try:
|
||||
base = request.args.get("base")
|
||||
quote = request.args.get("quote")
|
||||
total = query_total_profit(f"{base}{quote}")
|
||||
if not cache_requests:
|
||||
return jsonify({"Total profit": total})
|
||||
response_hash = hash(str({"Total profit": total}))
|
||||
if hashes_db["total_profit_by_pair"]!=response_hash:
|
||||
hashes_db["total_profit_by_pair"] = response_hash
|
||||
return jsonify({"Total profit": total})
|
||||
return jsonify({"no_changes": True})
|
||||
except Exception as e:
|
||||
print(e)
|
||||
return jsonify({'Error': 'Halp'})
|
||||
return jsonify({'Error': 'API key invalid'}), 401
|
||||
|
||||
|
||||
|
||||
if __name__=="__main__":
|
||||
# Load valid keys from database
|
||||
valid_keys = load_keys_from_db("api_credentials.db")
|
||||
|
||||
#Waitress
|
||||
logger = logging.getLogger('waitress')
|
||||
logger.setLevel(logging.INFO)
|
||||
serve(stats_api,host="0.0.0.0",port=5010)
|
||||
serve(stats_api,host="0.0.0.0",port=5010, threads=32)
|
||||
|
||||
#Flask
|
||||
# app.run(host="0.0.0.0", port=5010, debug=True)
|
||||
|
|
|
|||
Loading…
Reference in New Issue