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No commits in common. "main" and "v2024.12.04" have entirely different histories.

13 changed files with 2539 additions and 4406 deletions

1
.gitignore vendored
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@ -17,7 +17,6 @@ logs/gateio.log
logs/kucoin.log logs/kucoin.log
upload_testnet.sh upload_testnet.sh
upload_mainnet.sh upload_mainnet.sh
upload_local_testnet.sh
utils/data/binance.db utils/data/binance.db
utils/data/okx.db utils/data/okx.db
utils/data/gateio.db utils/data/gateio.db

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@ -1,250 +1,3 @@
2025.12.01:
. Modified log output of new_market_order.
. Modified Kucoin's case in min_amount_of_base.
2025.11.11:
. deals_cache and log_list cache are now 20 items long.
. Less log spam.
2025.11.08:
. broker.set_default_order_size() now saves the config file to disk after changing the value.
. Variable renaming and other small stuff.
2025.10.24:
. Toggling liquidate_after_switch now writes the config file to disk so the setting persists between trades.
. Manually switching to long now sets double_check_price to false.
. Added a few comments to switch_to_long.
2025.10.12:
. do_cleanup relocated after generating the safety orders' prices.
2025.10.11:
. Minor simplification in do_cleanup.
. Removed a couple of (no longer needed?) pauses.
2025.10.10:
. New endpoint: /refresh_log_cache.
. Fixed an error in /add_so endpoint that incremented the config setting but not the status setting.
2025.10.09:
. Cleanup is done as soon as the trader starts, rather than after sending the take profit and safety orders.
2025.10.07:
. 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%.
2025.10.04:
. Fixed error while logging orders in new_simulated_market_order.
. renew_tp_and_so_routine now send the take profit order first, and then the safety orders.
2025.10.03:
. New broker config option: log_orders. If set to True, the orders will be logged in orders.log under logs directory.
. New API endpoint: /toggle_log_orders.
2025.10.01:
. Fixed base fees not being taken into account.
2025.09.27:
. Added notes in every entry of deal_order_history.
. Minor refactor in renew_tp_and_so_routine.
. 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)
. Updated cleanup routine to leave some change in the account.
2025.09.25:
. Added a pause after getting filled orders in check_status.
. Added an extra logging line in take_profit_routine.
2025.09.24:
. 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.
It should help the exchanges to report correctly the recently filled market order.
. Removed the "PAUSED" notice in the screen output that was unused.
2025.09.21:
. Fixed a bug that caused short traders to have an incorrect order size.
2025.09.20:
. Fixed bug that caused short traders to initialize using the same workflow as a long one.
2025.09.19:
. Added pageSize parameter to the open order requests when querying Kucoin.
2025.09.18:
. do_cleanup now uses get_min_quote_size.
. Added an extra price check to switch_to_long.
. Removed old check_old_long_price method.
2025.09.14:
. Refactored full order list fetching.
. Minor refactor of restart_pair_no_json.
. Pausing the trader is now done via set_pause() method.
. Reverted modification of wait time after initial market order.
. wait_time now present in broker config file.
. Minor refactorings.
2025.09.13:
. Increased wait time after initial market order.
2025.09.12:
. No retries when sending a cleanup order.
. Removed redundant try...except blocks in switch_to_long.
2025.09.11:
. Fixed bug in start_trader that called amount_to_precision with very low amounts and spammed logs.
2025.09.10:
. Deal order history now stores only the id of each order instead of the full order object.
2025.09.08:
. Re-enabled long to short autoswitch.
2025.09.07:
. Increased wait time after sending market orders.
2025.09.05:
. Now the trader supports multiple safety orders at the same time.
. Removed forcing orders when importing a trader. Maybe it will be reinstated at a later date.
. Removed endpoint /reload_safety_orders.
. New endpoints: /mod_concurrent_safety orders, /mod_boosted_concurrent_safety_orders and /force_trader_close.
. Modified cleanup routine.
. Default wait_time back to 0.5 seconds.
. General optimizations.
2025.08.19:
. Improved log trimming.
2025.08.18:
. Database handling optimization.
2025.08.17:
. Minor refactorings.
2025.08.16:
. Improved threading.
2025.08.15:
. "deal order history" is now disabled by default.
. CPU optimizations in status string generation.
2025.08.14:
. Refactored gib_so_size.
. Refactored seconds_to_time.
. Refactored linear_space.
. Refactored dca_cost_calculator.
. Refactored return_optimal_order_size.
. Minor refactor in generate_status_strings.
. Optimized imports.
. Deal_order_history now only stores the important parts of the orders to save some RAM.
. Removed deprecated "profit_to_file" method.
2025.08.12:
. Default "check_slippage" value now True.
. Removed capitalization from exchange name when sending trader quit notification.
. Exception handling when sending Telegram messages.
2025.08.10:
. Added exchange name to the trader quit notification.
. New endpoint: mod_default_order_size. It modifies the default order size of a broker.
. Added "generated_at" field to any new generated trader config file.
2025.07.21:
. Corrected an error in switch_to_long.
2025.07.18:
. Changed Waitress' logging level to ERROR.
2025.07.11:
. Default "check_slippage" value now False.
. The default order size is now enforced per exchange.
. Reinstated config reloading when a deal is closed.
. New endpoint: mod_order_size.
2025.06.04:
. Added "base_add_calculation" endpoint: Calculates how many safety orders can be added with the amount of base currency available on the exchange.
2025.05.31:
. Added "liquidate after switch": Once the short trader is ready to switch to long, it liquidates the base currency and shuts down the trader.
2025.05.27:
. Commented out parameter validation in config and status handlers.
2025.05.26:
. Added closed order request wrappers in exchange_wrapper.
. In check_status: autoswitch prior to order check.
2025.05.18:
. In start_trader, missing base is calculated using amount_to_precision.
2025.05.16:
. Added exception handling when removing a trader.
. Minor variable renaming.
2025.05.12:
. Improved config file handling when switching to long or short.
. If the config file does not exist, it creates it.
2025.05.05:
. Forced Telegram message when quit flag is raised.
2025.05.04:
. Simplified unwrapped_add_pair.
2025.04.10:
. Modified Gate.io min_base_size.
2025.04.09:
. Modified default retries to 5.
2025.04.08:
. Updated Binance, KuCoin and Gate.io min_base_size.
2025.04.04:
. Added validate_market method to the broker object.
2025.03.29:
. Enabling last_call disables autoswitch.
2025.03.19:
. Added the possibility to force specific orders when importing a trader.
2025.03.07:
. Error fix in take_profit_routine.
2025.03.04:
. Error fix in add_quote.
. Error fix in last_call.
. Fixed a bug in switch_quote_currency that prevented the new config and status files to be written to disk.
2025.03.03:
. Replaced more variables with their respective config handlers.
. Added a new API endpoint: reload_trader_config.
. Removed the config reloading when a trader closes a deal.
2025.03.02:
. Fixed an error in restart_pair_no_json()
2025.03.01:
. StatusHandler initial implementation.
. Variable cleanup
2025.02.27
. ConfigHandler: centralized configuration handling in an object, for easier future development (parameter validation, for example)
. Bugfixes everywhere.
. Exchange_wrapper now validates every symbol against the market information from the exchange, both when adding and importing a trader.
2025.02.02:
. new_so_routine now cancels the old take profit order after the new safety order is sent.
2025.01.31:
. In check_status, when safety order = None it does not return 1 anymore.
2025.01.10:
. Added is_paused to status_dict.
2024.12.14:
. Modified waitress parameters.
2024.12.07:
. Switch to a proper WSGI server (waitress)
2024.12.04: 2024.12.04:
. Proper missing bak file handling on switch_to_long. . Proper missing bak file handling on switch_to_long.

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@ -1,375 +0,0 @@
from time import time
from json import dumps, load
class ConfigHandler:
'''
Handles the configuration of the trader and the validation of the parameters
'''
def __init__(self, pair, broker, config_dict = None):
self.broker = broker
self.default_config_dictionary = {
"pair": pair,
"is_short": False,
"order_size": self.broker.get_default_order_size(),
"no_of_safety_orders": 30,
"max_short_safety_orders": 45,
"concurrent_safety_orders": 3,
"boosted_concurrent_safety_orders": 5,
"safety_order_deviance": 2,
"safety_order_scale": 0.0105,
"dynamic_so_deviance": True,
"bias": -0.5,
"dsd_range": 1,
"cleanup": True,
"autoswitch": False,
"liquidate_after_switch": False,
"attempt_restart": True,
"tp_mode": 3,
"tp_level": 1.025,
"tp_table": [],
"check_slippage": True,
"programmed_stop": False,
"programmed_stop_time": 0,
"boosted_deals_range": 4,
"boosted_time_range": 3600,
"boosted_amount": .01,
"force_restart_if_retries_exhausted": False,
"check_old_long_price": False #switch_to_short should flip this to True unless stated
}
# if self.broker.get_exchange_name()=="kucoin":
# self.default_config_dictionary["concurrent_safety_orders"]=1
# self.default_config_dictionary["boosted_concurrent_safety_orders"]=1
self.config_file_path = f"configs/{pair.split('/')[0]}{pair.split('/')[1]}.json"
self.config_dictionary = self.default_config_dictionary.copy()
#Loads from disk the config file (if it exists)
if self.load_from_file()==1:
#If the config file does not exist, write a new one with the default values and sign it with timestamp.
self.config_dictionary["generated_at"] = int(time())
self.save_to_file()
if config_dict is not None:
self.config_dictionary.update(config_dict)
self.save_to_file()
def reset_to_default(self):
self.config_dictionary = self.default_config_dictionary.copy()
return 0
def get_pair(self):
return self.config_dictionary["pair"]
def get_is_short(self):
return self.config_dictionary["is_short"]
def get_order_size(self):
return self.config_dictionary["order_size"]
def get_no_of_safety_orders(self):
return self.config_dictionary["no_of_safety_orders"]
def get_max_short_safety_orders(self):
return self.config_dictionary["max_short_safety_orders"]
def get_concurrent_safety_orders(self):
return self.config_dictionary["concurrent_safety_orders"]
def get_boosted_concurrent_safety_orders(self):
return self.config_dictionary["boosted_concurrent_safety_orders"]
def get_safety_order_deviance(self):
return self.config_dictionary["safety_order_deviance"]
def get_safety_order_scale(self):
return self.config_dictionary["safety_order_scale"]
def get_dynamic_so_deviance(self):
return self.config_dictionary["dynamic_so_deviance"]
def get_bias(self):
return self.config_dictionary["bias"]
def get_dsd_range(self):
return self.config_dictionary["dsd_range"]
def get_cleanup(self):
return self.config_dictionary["cleanup"]
def get_autoswitch(self):
return self.config_dictionary["autoswitch"]
def get_liquidate_after_switch(self):
return self.config_dictionary["liquidate_after_switch"]
def get_attempt_restart(self):
return self.config_dictionary["attempt_restart"]
def get_tp_mode(self):
return self.config_dictionary["tp_mode"]
def get_tp_level(self):
return self.config_dictionary["tp_level"]
def get_tp_table(self):
return self.config_dictionary["tp_table"]
def get_check_slippage(self):
return self.config_dictionary["check_slippage"]
def get_programmed_stop(self):
return self.config_dictionary["programmed_stop"]
def get_programmed_stop_time(self):
return self.config_dictionary["programmed_stop_time"]
def get_boosted_deals_range(self):
return self.config_dictionary["boosted_deals_range"]
def get_boosted_time_range(self):
return self.config_dictionary["boosted_time_range"]
def get_boosted_amount(self):
return self.config_dictionary["boosted_amount"]
def get_force_restart_if_retries_exhausted(self):
return self.config_dictionary["force_restart_if_retries_exhausted"]
def get_check_old_long_price(self):
return self.config_dictionary["check_old_long_price"]
def get_config_file_path(self):
return self.config_file_path
def set_config_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())
# return 1
self.config_file_path = new_file_path
return 0
def set_pair(self, pair: str):
# if not isinstance(pair, str):
# self.broker.logger.log_this(f"Pair provided is not a string",1,self.get_pair())
# return 1
self.config_dictionary["pair"] = pair
return 0
def set_is_short(self, is_short: bool):
# if not isinstance(is_short, bool):
# self.broker.logger.log_this(f"Is short provided is not a boolean",1,self.get_pair())
# return 1
self.config_dictionary["is_short"] = is_short
return 0
def set_order_size(self, order_size):
# if not isinstance(order_size, (int, float)):
# self.broker.logger.log_this(f"Order size provided is not a number",1,self.get_pair())
# return 1
self.config_dictionary["order_size"] = order_size
return 0
def set_no_of_safety_orders(self, no_of_safety_orders: int):
# if not isinstance(no_of_safety_orders, int):
# self.broker.logger.log_this(f"No of safety orders provided is not an integer",1,self.get_pair())
# return 1
self.config_dictionary["no_of_safety_orders"] = no_of_safety_orders
return 0
def set_max_short_safety_orders(self, max_short_safety_orders: int):
# if not isinstance(max_short_safety_orders, int):
# self.broker.logger.log_this(f"Max short safety orders provided is not an integer",1,self.get_pair())
# return 1
self.config_dictionary["max_short_safety_orders"] = max_short_safety_orders
return 0
def set_concurrent_safety_orders(self, concurrent_safety_orders: int):
# if not isinstance(concurrent_safety_orders, int):
# self.broker.logger.log_this(f"Max concurrent safety orders provided is not an integer",1,self.get_pair())
# return 1
self.config_dictionary["concurrent_safety_orders"] = concurrent_safety_orders
return 0
def set_boosted_concurrent_safety_orders(self, boosted_concurrent_safety_orders: int):
# if not isinstance(concurrent_safety_orders, int):
# self.broker.logger.log_this(f"Max concurrent safety orders provided is not an integer",1,self.get_pair())
# return 1
self.config_dictionary["boosted_concurrent_safety_orders"] = boosted_concurrent_safety_orders
return 0
def set_safety_order_deviance(self, safety_order_deviance: int):
# if not isinstance(safety_order_deviance, int):
# self.broker.logger.log_this(f"Safety order deviance provided is not an integer",1,self.get_pair())
# return 1
self.config_dictionary["safety_order_deviance"] = safety_order_deviance
return 0
def set_safety_order_scale(self, safety_order_scale: float):
# if not isinstance(safety_order_scale, float):
# self.broker.logger.log_this(f"Safety order scale provided is not a float",1,self.get_pair())
# return 1
self.config_dictionary["safety_order_scale"] = safety_order_scale
return 0
def set_dynamic_so_deviance(self, dynamic_so_deviance: bool):
# if not isinstance(dynamic_so_deviance, bool):
# self.broker.logger.log_this(f"Dynamic safety order deviance provided is not a boolean",1,self.get_pair())
# return 1
self.config_dictionary["dynamic_so_deviance"] = dynamic_so_deviance
return 0
def set_bias(self, bias: float):
# if not isinstance(bias, float):
# self.broker.logger.log_this(f"Bias provided is not a float",1,self.get_pair())
# return 1
self.config_dictionary["bias"] = bias
return 0
def set_dsd_range(self, dsd_range):
# if not isinstance(dsd_range, (int, float)):
# self.broker.logger.log_this(f"dsd_range must be an int or a float",1,self.get_pair())
# return 1
self.config_dictionary["dsd_range"] = dsd_range
return 0
def set_cleanup(self, cleanup: bool):
# if not isinstance(cleanup, bool):
# self.broker.logger.log_this(f"cleanup must be a boolean",1,self.get_pair())
# return 1
self.config_dictionary["cleanup"] = cleanup
return 0
def set_autoswitch(self, autoswitch: bool):
# if not isinstance(autoswitch, bool):
# self.broker.logger.log_this(f"autoswitch must be a boolean",1,self.get_pair())
# return 1
self.config_dictionary["autoswitch"] = autoswitch
return 0
def set_liquidate_after_switch(self, liquidate_after_switch: bool):
# if not isinstance(liquidate_after_switch, bool):
# self.broker.logger.log_this(f"liquidate_after_switch must be a boolean",1,self.get_pair())
# return 1
self.config_dictionary["liquidate_after_switch"] = liquidate_after_switch
self.save_to_file()
return 0
def set_tp_mode(self, tp_mode: int):
# if not isinstance(tp_mode, int):
# self.broker.logger.log_this(f"tp_mode must be an integer",1,self.get_pair())
# return 1
self.config_dictionary["tp_mode"] = tp_mode
return 0
def set_tp_level(self, tp_level: float):
# if not isinstance(tp_level, float):
# self.broker.logger.log_this(f"tp_level must be a float",1,self.get_pair())
# return 1
self.config_dictionary["tp_level"] = tp_level
return 0
def set_tp_table(self, tp_table: list):
# if not isinstance(tp_table, list):
# self.broker.logger.log_this(f"tp_table must be a list",1,self.get_pair())
# return 1
self.config_dictionary["tp_table"] = tp_table
return 0
def set_check_slippage(self, check_slippage: bool):
# if not isinstance(check_slippage, bool):
# self.broker.logger.log_this(f"check_slippage must be a boolean",1,self.get_pair())
# return 1
self.config_dictionary["check_slippage"] = check_slippage
return 0
def set_programmed_stop(self, programmed_stop: bool):
# if not isinstance(programmed_stop, bool):
# self.broker.logger.log_this(f"programmed_stop must be a boolean",1,self.get_pair())
# return 1
self.config_dictionary["programmed_stop"] = programmed_stop
return 0
def set_programmed_stop_time(self, programmed_stop_time):
# if not isinstance(programmed_stop_time, (int,float)):
# self.broker.logger.log_this(f"programmed_stop_time must be an int or a float",1,self.get_pair())
# return 1
self.config_dictionary["programmed_stop_time"] = programmed_stop_time
return 0
def set_boosted_deals_range(self, boosted_deals_range: int):
# if not isinstance(boosted_deals_range, int):
# self.broker.logger.log_this(f"boosted_deals_range must be an int",1,self.get_pair())
# return 1
self.config_dictionary["boosted_deals_range"] = boosted_deals_range
return 0
def set_boosted_time_range(self, boosted_time_range: int):
# if not isinstance(boosted_time_range, int):
# self.broker.logger.log_this(f"boosted_time_range must be an int",1,self.get_pair())
# return 1
self.config_dictionary["boosted_time_range"] = boosted_time_range
return 0
def set_boosted_amount(self, boosted_amount: float):
# if not isinstance(boosted_amount, float):
# self.broker.logger.log_this(f"boosted_amount must be a float",1,self.get_pair())
# return 1
self.config_dictionary["boosted_amount"] = boosted_amount
return 0
def set_force_restart_if_retries_exhausted(self, force_restart_if_retries_exhausted: bool):
# if not isinstance(force_restart_if_retries_exhausted, bool):
# self.broker.logger.log_this(f"force_restart_if_retries_exhausted must be a bool",1,self.get_pair())
# return 1
self.config_dictionary["force_restart_if_retries_exhausted"] = force_restart_if_retries_exhausted
return 0
def set_check_old_long_price(self, check_old_long_price: bool):
# if not isinstance(check_old_long_price, bool):
# self.broker.logger.log_this(f"check_old_long_price must be a bool",1,self.get_pair())
# return 1
self.config_dictionary["check_old_long_price"] = check_old_long_price
return 0
def save_to_file(self, file_path = None):
if file_path is None:
file_path = self.config_file_path
# if not isinstance(file_path, str):
# self.broker.logger.log_this(f"file_path must be a string",1,self.get_pair())
# return 1
try:
with open(file_path, "w") as f:
f.write(dumps(self.config_dictionary, indent=4))
return 0
except Exception as e:
self.broker.logger.log_this(f"Error saving config to file: {file_path}: {e}",1,self.get_pair())
return 1
def load_from_file(self, file_path = None):
if file_path is None:
file_path = self.config_file_path
# if not isinstance(file_path, str):
# self.broker.logger.log_this(f"file_path must be a string",1,self.get_pair())
# return 1
try:
with open(file_path, "r") as f:
self.set_config({**self.default_config_dictionary, **load(f)})
return 0
except Exception as e:
self.broker.logger.log_this(f"Config file does not exist or is not readable: {e}",1,self.get_pair())
return 1
def get_config(self):
return self.config_dictionary
def set_config(self, config_dictionary: dict):
'''
Validates every key in the config dictionary and sets the config dictionary
'''
# if not isinstance(config_dictionary, dict):
# self.broker.logger.log_this(f"config_dictionary must be a dictionary",1,self.get_pair())
# return 1
self.config_dictionary = config_dictionary
return 0

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@ -1,42 +1,34 @@
import collections import json
import time import time
import requests
import credentials import credentials
import sqlite3 import sqlite3
from contextlib import contextmanager
from requests import get as requests_get
from json import load, dumps
from copy import deepcopy from copy import deepcopy
class Broker: class broker:
def __init__(self,exchange,broker_config,config_filename): def __init__(self,exchange,read_config,config_filename):
self.config_filename = config_filename self.config_filename = config_filename
self.broker_config = broker_config self.read_config = read_config
self.exchange = exchange self.exchange = exchange
self.last_price = 0 self.last_price = 0
self.wait_time = 1 #Default wait time for API breathing room
self.cooldown_multiplier = 2 #Default cooldown multiplier value
if "cooldown_multiplier" in self.read_config:
self.cooldown_multiplier = self.read_config["cooldown_multiplier"]
self.wait_before_new_safety_order = 1
if "wait_before_new_safety_order" in self.read_config:
self.wait_before_new_safety_order = self.read_config["wait_before_new_safety_order"]
self.empty_order = {"id": "", "status": "", "filled": 0, "remaining": 0, "price": 0, "cost": 0, "fees": [], "symbol": ""} self.empty_order = {"id": "", "status": "", "filled": 0, "remaining": 0, "price": 0, "cost": 0, "fees": [], "symbol": ""}
self.retries = read_config["retries"] if "retries" in self.read_config else 10
self.slippage_default_threshold = self.read_config["slippage_default_threshold"] if "slippage_default_threshold" in read_config else .03
self.logger = logger(self.read_config)
self.write_order_history = True #This should be a toggle in config_file
#Default values
self.wait_time = self.broker_config.get("wait_time",.5)
self.cooldown_multiplier = self.broker_config.get("cooldown_multiplier",2)
self.wait_after_initial_market_order = self.broker_config.get("wait_after_initial_market_order",1)
self.wait_before_new_safety_order = self.broker_config.get("wait_before_new_safety_order",1)
self.retries = self.broker_config.get("retries",5)
self.slippage_default_threshold = self.broker_config.get("slippage_default_threshold",.03)
self.follow_order_history = self.broker_config.get("follow_order_history",False)
self.write_order_history = self.broker_config.get("write_order_history", False)
self.logger = Logger(self.broker_config)
self.log_orders = self.broker_config.get("log_orders",False)
#Initialize database
self.profits_database_filename = "profits/profits_database.db" self.profits_database_filename = "profits/profits_database.db"
self.database_connection = sqlite3.connect(self.profits_database_filename)
self._db = sqlite3.connect(self.profits_database_filename, self.database_cursor = self.database_connection.cursor()
detect_types=sqlite3.PARSE_DECLTYPES | sqlite3.PARSE_COLNAMES, self.database_cursor.execute('''
check_same_thread=False)
self._db.row_factory = sqlite3.Row
with self._db:
self._db.execute('''
CREATE TABLE IF NOT EXISTS profits_table ( CREATE TABLE IF NOT EXISTS profits_table (
timestamp REAL PRIMARY KEY, timestamp REAL PRIMARY KEY,
pair TEXT, pair TEXT,
@ -46,35 +38,25 @@ class Broker:
order_history TEXT order_history TEXT
) )
''') ''')
self.database_connection.commit()
self.database_connection.close()
#Load markets self.exchange.load_markets()
self.markets = self.exchange.load_markets()
#Populates deals cache #Populates deals cache
self.deals_cache_length = 20 self.deals_cache_length = 10
self.deals_list = self.preload_deals(amount_to_preload=self.deals_cache_length) self.deals_list = self.preload_deals(amount_to_preload=self.deals_cache_length)
@contextmanager
def _cur(self):
'''
Database cursor
'''
cur = self._db.cursor()
try:
yield cur
finally:
cur.close()
def preload_deals(self,amount_to_preload=10): def preload_deals(self,amount_to_preload=10):
''' '''
Reads the last n deals from the database and returns them in a list Reads the last n deals from the database and returns them in a list
''' '''
query = "SELECT * FROM profits_table WHERE exchange_name = ? ORDER BY timestamp DESC LIMIT ?" connection = sqlite3.connect(self.profits_database_filename)
with self._cur() as cur: cursor = connection.cursor()
cur.execute(query, (self.get_exchange_name(), amount_to_preload)) cursor.execute(f"SELECT * FROM profits_table WHERE exchange_name = ? ORDER BY timestamp DESC LIMIT ?", (self.get_exchange_name(), amount_to_preload))
result = cur.fetchall() result = cursor.fetchall()
connection.close()
return [(row[0],row[1],row[2],row[3],row[4],"") for row in result] return [(row[0],row[1],row[2],row[3],row[4],"") for row in result]
@ -83,29 +65,11 @@ class Broker:
return self.deals_list return self.deals_list
def get_log_orders(self):
return self.log_orders
def set_log_orders(self,log_orders:bool):
self.log_orders = log_orders
return 0
def get_symbol(self,pair):
if "/" in pair:
return pair
for item in self.markets:
if f"{self.markets[item]['base']}{self.markets[item]['quote']}"==pair:
return self.markets[item]["symbol"]
return "Error"
def all_markets(self,no_retries=False): def all_markets(self,no_retries=False):
retries = self.retries retries = self.retries
while retries>0: while retries>0:
try: try:
self.markets = self.exchange.load_markets() return self.exchange.load_markets()
return self.markets
except Exception as e: except Exception as e:
self.logger.log_this(f"Exception in reload_markets: {e}") self.logger.log_this(f"Exception in reload_markets: {e}")
if no_retries: if no_retries:
@ -115,26 +79,9 @@ class Broker:
return {} return {}
def validate_market(self,symbol):
'''
Checks that the market for the symbol exists, that it's a spot market and that it's active.
Returns True if the market is valid, False otherwise.
'''
if symbol not in self.markets:
self.logger.log_this(f"Market {symbol} not found in the exchange")
return False
if self.markets[symbol]['spot'] == False:
self.logger.log_this(f"Market {symbol} is not a spot market")
return False
if self.markets[symbol]['active'] == False:
self.logger.log_this(f"Market {symbol} is not active")
return False
return True
def reload_markets(self): def reload_markets(self):
try: try:
self.markets = self.exchange.load_markets(reload=True) self.exchange.load_markets(reload=True)
return 0 return 0
except Exception as e: except Exception as e:
self.logger.log_this(f"Exception in reload_markets: {e}") self.logger.log_this(f"Exception in reload_markets: {e}")
@ -146,13 +93,21 @@ class Broker:
Returns the timestamps of the last trades from the database for the boosting algorithm Returns the timestamps of the last trades from the database for the boosting algorithm
''' '''
limit = time.time()-timespan retries = self.retries
query = "SELECT * FROM profits_table WHERE timestamp >= ? ORDER BY timestamp" while retries>0:
try:
with self._cur() as cur: database_connection = sqlite3.connect(self.profits_database_filename)
cur.execute(query,(limit,)) database_cursor = database_connection.cursor()
rows = cur.fetchall() database_cursor.execute(f"SELECT * FROM profits_table WHERE timestamp >= {time.time()-timespan} ORDER BY timestamp")
rows = database_cursor.fetchall()
return [item[0] for item in rows if item[1]==pair] return [item[0] for item in rows if item[1]==pair]
except Exception as e:
self.logger.log_this(f"Exception in preload_timestamps: {e}")
if no_retries:
break
retries-=1
time.sleep(self.wait_time)
return []
def write_profit_to_cache(self,dataset): def write_profit_to_cache(self,dataset):
@ -169,11 +124,22 @@ class Broker:
''' '''
dataset format: (timestamp,pair,amount,exchange_name,order_id,order_history) dataset format: (timestamp,pair,amount,exchange_name,order_id,order_history)
''' '''
retries = self.retries
query = "INSERT INTO profits_table VALUES(?, ?, ?, ?, ?, ?)" while retries>0:
with self._db: try:
self._db.execute(query, dataset) 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 0
return 1
def check_for_duplicate_profit_in_db(self,order,no_retries=False): def check_for_duplicate_profit_in_db(self,order,no_retries=False):
@ -182,21 +148,29 @@ class Broker:
Compares the id of the last profit order with the one in the database. 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;" retries = self.retries
with self._cur() as cur: while retries>0:
cur.execute(query, (order["symbol"],)) try:
result = cur.fetchone() database_connection = sqlite3.connect(self.profits_database_filename)
if result is None: 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 return False
return order["id"]==result[4]
def get_write_order_history(self): def get_write_order_history(self):
return self.write_order_history return self.write_order_history
def get_follow_order_history(self):
return self.follow_order_history
def get_cooldown_multiplier(self): def get_cooldown_multiplier(self):
return self.cooldown_multiplier return self.cooldown_multiplier
@ -204,13 +178,6 @@ class Broker:
self.cooldown_multiplier = value self.cooldown_multiplier = value
return 0 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): def get_wait_before_new_safety_order(self):
return self.wait_before_new_safety_order return self.wait_before_new_safety_order
@ -219,12 +186,11 @@ class Broker:
return 0 return 0
def get_default_order_size(self): def get_default_order_size(self):
return self.broker_config["default_order_size"] return self.read_config["default_order_size"]
def set_default_order_size(self,size): def set_default_order_size(self,size):
try: try:
self.broker_config["default_order_size"] = float(size) self.read_config["default_order_size"] = float(size)
self.rewrite_config_file()
except Exception as e: except Exception as e:
self.logger.log_this(f"Exception in set_default_order_size: {e}",1) self.logger.log_this(f"Exception in set_default_order_size: {e}",1)
return 1 return 1
@ -262,7 +228,7 @@ class Broker:
def get_exchange_name(self): def get_exchange_name(self):
return self.broker_config["exchange"] return self.read_config["exchange"]
def set_wait_time(self,sec): def set_wait_time(self,sec):
@ -286,33 +252,33 @@ class Broker:
def get_config(self): def get_config(self):
return deepcopy(self.broker_config) return deepcopy(self.read_config)
def set_config(self,new_config): def set_config(self,new_config):
self.broker_config = deepcopy(new_config) self.read_config = deepcopy(new_config)
return 0 return 0
def reload_config_file(self): def reload_config_file(self):
try: try:
with open(self.config_filename) as f: with open(self.config_filename) as f:
self.broker_config = load(f) self.read_config = json.load(f)
except Exception as e: except Exception as e:
self.logger.log_this(f"Exception while reading the config file: {e}",1) self.logger.log_this(f"Exception while reading the config file: {e}",1)
def add_pair_to_config(self,pair): def add_pair_to_config(self,pair):
if pair not in self.broker_config["pairs"]: if pair not in self.read_config["pairs"]:
self.broker_config["pairs"].append(pair) self.read_config["pairs"].append(pair)
return 0 return 0
return 1 return 1
def remove_pair_from_config(self,pair): def remove_pair_from_config(self,pair):
try: try:
if pair in self.broker_config["pairs"]: if pair in self.read_config["pairs"]:
self.broker_config["pairs"].remove(pair) self.read_config["pairs"].remove(pair)
return 0 return 0
self.logger.log_this("Pair does not exist - Can't remove from read_config",1,pair) self.logger.log_this("Pair does not exist - Can't remove from read_config",1,pair)
return 2 return 2
@ -322,34 +288,31 @@ class Broker:
def get_pairs(self): def get_pairs(self):
return self.broker_config["pairs"] return self.read_config["pairs"]
def clear_pairs(self): def clear_pairs(self):
self.broker_config["pairs"].clear() self.read_config["pairs"].clear()
return 0 return 0
def get_lap_time(self): def get_lap_time(self):
return self.broker_config["lap_time"] return self.read_config["lap_time"]
def set_lap_time(self,new_lap_time): def set_lap_time(self,new_lap_time):
try: try:
self.broker_config["lap_time"]=float(new_lap_time) self.read_config["lap_time"]=float(new_lap_time)
return 0 return 0
except Exception as e: except Exception as e:
self.logger.log_this(f"Can't set new lap time. {new_lap_time} is an invalid entry. Exception: {e}",1) self.logger.log_this(f"Can't set new lap time. {new_lap_time} is an invalid entry. Exception: {e}",1)
return 1 return 1
def rewrite_config_file(self, backup=False): def rewrite_config_file(self):
try: try:
if backup:
with open(f"{self.exchange}.bak","w") as c:
c.write(dumps(self.broker_config, indent=4))
with open(f"{self.config_filename}","w") as f: with open(f"{self.config_filename}","w") as f:
f.write(dumps(self.broker_config, indent=4)) f.write(json.dumps(self.read_config, indent=4))
return 0 return 0
except Exception as e: except Exception as e:
self.logger.log_this(f"Problems writing the config file. Exception: {e}",1) self.logger.log_this(f"Problems writing the config file. Exception: {e}",1)
@ -397,13 +360,10 @@ class Broker:
if self.get_exchange_name()=="binance": if self.get_exchange_name()=="binance":
a = self.exchange.fetch_last_prices(pair_list) a = self.exchange.fetch_last_prices(pair_list)
return {x: a[x]["price"] for x in a.keys()} 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: else:
#a = self.exchange.fetch_tickers(pair_list)
a = self.exchange.fetch_tickers() 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: 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()}
return {x: a[x]["close"] for x in a.keys() if x in pair_list} return {x: a[x]["close"] for x in a.keys() if x in pair_list}
@ -424,10 +384,13 @@ class Broker:
:param no_retries: if True, will not retry if exception occurs :param no_retries: if True, will not retry if exception occurs
:return: closing price of trading pair :return: closing price of trading pair
''' '''
retries = self.retries retries = self.retries
while retries>0: while retries>0:
try: 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 return self.last_price
except Exception as e: except Exception as e:
self.logger.log_this(f"Exception in get_ticker_price: {e}",1) self.logger.log_this(f"Exception in get_ticker_price: {e}",1)
@ -478,7 +441,7 @@ class Broker:
try: try:
return orderbook["bids"][0][0] return orderbook["bids"][0][0]
except Exception as e: 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) return self.get_ticker_price(symbol)
@ -523,56 +486,56 @@ class Broker:
return [] return []
def fetch_open_orders(self,pairs=None) -> list: def fetch_full_orders(self,pairs=None) -> list:
''' '''
Returns a list of all open orders on the exchange Returns a list of all orders on the exchange
:param pairs: list of pairs to get opened orders :param pairs: list of pairs to get orders for
:return: list of all open orders :return: list of orders
''' '''
if pairs is None: if pairs is None:
pairs = [] pairs = []
try: try:
orders = []
if self.get_exchange_name()=="binance": if self.get_exchange_name()=="binance":
if self.broker_config.get("unified_order_query"): orders = self.get_opened_orders_binance(pairs)
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: else:
return self.exchange.fetch_open_orders() 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 IDs of all open orders on the exchange
:param pairs: list of pairs to get opened orders
:return: list of IDs of all open orders
'''
if pairs is None:
pairs = []
try:
#id_list = []
if self.get_exchange_name()=="binance":
return self.get_opened_orders_binance(pairs)
return self.get_opened_orders()
#else:
# orders = self.get_opened_orders()
#if orders!=[]:
# id_list.extend(x["id"] for x in orders)
#return id_list
except Exception as e: except Exception as e:
self.logger.log_this(f"Exception in fetch_open_orders: {e}",2) self.logger.log_this(f"Exception in fetch_open_orders: {e}",2)
return [] return []
def fetch_closed_orders(self,pairs=None) -> list: def get_opened_orders(self,no_retries=False): #It should return a list of all opened orders
''' '''
Returns a list of all closed orders on the exchange Returns a list of all the orders on the exchange
:param pairs: list of pairs to get opened orders
:return: list of all open orders
'''
if pairs is None:
pairs = []
try:
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)
return []
def get_closed_orders(self,pair=None,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 :param pairs: list of pairs
:return: list of all the open orders on the exchange :return: list of all the open orders on the exchange
@ -581,9 +544,9 @@ class Broker:
retries = self.retries retries = self.retries
while retries>0: while retries>0:
try: try:
return self.exchange.fetch_closed_orders(pair) return self.exchange.fetch_open_orders()
except Exception as e: except Exception as e:
self.logger.log_this(f"Exception in get_closed_orders: {e}",1) self.logger.log_this(f"Exception in get_opened_orders: {e}",1)
if no_retries: if no_retries:
break break
time.sleep(self.wait_time) time.sleep(self.wait_time)
@ -591,24 +554,24 @@ class Broker:
return [] return []
def get_closed_orders_binance(self,pairs): def get_opened_orders_binance(self,pairs):
''' '''
Returns a list of all the closed orders on the exchange Returns a list of all the open orders on the exchange
:param pairs: list of pairs :param pairs: list of pairs
:return: list of all the closed orders on the exchange :return: list of all the open orders on the exchange
''' '''
try: try:
if self.broker_config.get("unified_order_query"): if "unified_order_query" in self.read_config and self.read_config["unified_order_query"] is True:
return self.exchange.fetch_closed_orders() return self.exchange.fetch_open_orders()
result = [] result = []
for pair in pairs: for pair in pairs:
a = self.exchange.fetch_closed_orders(pair) a = self.exchange.fetch_open_orders(pair)
result.extend(iter(a)) result.extend(iter(a))
return result return result
except Exception as e: except Exception as e:
self.logger.log_this(f"Exception in get_closed_orders_binance: {e}",1) self.logger.log_this(f"Exception in get_opened_orders_binance: {e}",1)
return [] return []
@ -622,15 +585,16 @@ class Broker:
:return: 0 if order was succesfully canceled, 1 if not :return: 0 if order was succesfully canceled, 1 if not
''' '''
pair = symbol
tries = self.retries//2 tries = self.retries//2
while tries>0: while tries>0:
try: try:
while self.get_order(id,symbol)["status"]=="open": while self.get_order(id,pair)["status"]=="open":
self.exchange.cancel_order(id,symbol) self.exchange.cancel_order(id,symbol=pair)
time.sleep(self.wait_time) time.sleep(self.wait_time)
return 0 return 0
except Exception as e: except Exception as e:
if self.get_order(id,symbol)["status"]=="canceled": if self.get_order(id,pair)["status"]=="canceled":
return 0 return 0
self.logger.log_this(f"Exception in cancel_order: id {id} - exception: {e}",1) self.logger.log_this(f"Exception in cancel_order: id {id} - exception: {e}",1)
if no_retries: if no_retries:
@ -664,7 +628,7 @@ class Broker:
return amount 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 TODO: Emulating Market Orders With Limit Orders
@ -672,12 +636,12 @@ class Broker:
WARNING this method can be risky due to high volatility, use it at your own risk and only use it when you know really well what you're doing! WARNING this method can be risky due to high volatility, use it at your own risk and only use it when you know really well what you're doing!
Most of the time a market sell can be emulated with a limit sell at a very low price, the exchange will automatically make it a taker order for market price Most of the time a market sell can be emulated with a limit sell at a very low price the exchange will automatically make it a taker order for market price
(the price that is currently in your best interest from the ones that are available in the order book). When the exchange detects that you're selling for a very low price (the price that is currently in your best interest from the ones that are available in the order book). When the exchange detects that you're selling for a very low price
it will automatically offer you the best buyer price available from the order book. That is effectively the same as placing a market sell order. Thus market orders can be it will automatically offer you the best buyer price available from the order book. That is effectively the same as placing a market sell order. Thus market orders can be
emulated with limit orders (where missing). emulated with limit orders (where missing).
The opposite is also true, a market buy can be emulated with a limit buy for a very high price. Most exchanges will again close your order for best available price, The opposite is also true a market buy can be emulated with a limit buy for a very high price. Most exchanges will again close your order for best available price,
that is, the market price. that is, the market price.
However, you should never rely on that entirely, ALWAYS test it with a small amount first! You can try that in their web interface first to verify the logic. You can sell However, you should never rely on that entirely, ALWAYS test it with a small amount first! You can try that in their web interface first to verify the logic. You can sell
@ -691,29 +655,26 @@ class Broker:
''' '''
retries = self.retries//2 retries = self.retries//2
pair = symbol
while retries>0: while retries>0:
try: try:
if self.get_exchange_name()=="gateio" and side=="buy" and not amount_in_base: 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) new_order = self.exchange.create_market_buy_order_with_cost(pair, 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}")
else: else:
order_book = self.get_order_book(symbol) order_book = self.get_order_book(symbol)
if order_book=={}: if order_book=={}:
self.logger.log_this(f"new_simulated_market_order. Order book returned an empty dictionary",1,symbol) self.logger.log_this(f"new_simulated_market_order. Order book returned an empty dictionary",1,symbol)
return self.empty_order return self.empty_order
if amount_in_base or side!="buy": if amount_in_base or side!="buy":
base_amount = self.amount_to_precision(symbol,size) base_amount = self.amount_to_precision(pair,size)
else: else:
avg_price = self.average_price_depth(order_book,size,"sell") 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) 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) price = self.find_minimum_viable_price(order_book,base_amount,side)
#Maybe check for slippage here instead of within the trader itself? idk #Maybe check for slippage here instead of within the trader itself? idk
new_order = self.exchange.create_order(symbol,"limit",side,base_amount,price) new_order = self.exchange.create_order(pair,"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}")
time.sleep(self.wait_time) 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: except Exception as e:
self.logger.log_this(f"new_simulated_market_order exception: {e}",1,symbol) self.logger.log_this(f"new_simulated_market_order exception: {e}",1,symbol)
if no_retries: if no_retries:
@ -758,7 +719,7 @@ class Broker:
return None 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. Sends a new market order to the exchange.
@ -769,27 +730,25 @@ class Broker:
:param no_retries: If True, the function will not try to fetch the order again if it fails :param no_retries: If True, the function will not try to fetch the order again if it fails
''' '''
if self.broker_config["simulate_market_orders"]: if self.read_config["simulate_market_orders"]:
return self.new_simulated_market_order(symbol,size,side,amount_in_base=amount_in_base) return self.new_simulated_market_order(symbol,size,side,amount_in_base=amount_in_base)
retries = self.retries retries = self.retries
pair = symbol
while retries>0: while retries>0:
try: try:
if side=="buy": if side=="buy":
to_buy = float(size) to_buy = float(size)
if not amount_in_base: if not amount_in_base:
to_buy = float(size)/self.get_top_ask_price(symbol) to_buy = float(size)/self.get_top_ask_price(pair)
amount = self.amount_to_precision(symbol,to_buy) amount = self.amount_to_precision(pair,to_buy)
else: 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) order_to_send = self.exchange.create_order(pair,"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}")
time.sleep(self.wait_time) time.sleep(self.wait_time)
return self.get_order(order_to_send["id"],pair)
return self.get_order(order_to_send["id"],symbol)
except Exception as e: 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: if no_retries:
break break
time.sleep(self.wait_time) time.sleep(self.wait_time)
@ -837,41 +796,7 @@ class Broker:
return "the lowest price limit for sell orders is" in str(error_object).lower() return "the lowest price limit for sell orders is" in str(error_object).lower()
# def new_limit_orders(self, orders: list) -> list: def new_limit_order(self,symbol,size,side,price,no_retries=False):
# 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=""):
''' '''
Sends a new limit order. Sends a new limit order.
@ -883,15 +808,20 @@ class Broker:
''' '''
tries = self.retries tries = self.retries
pair = symbol
while tries>=0: while tries>=0:
try: 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) time.sleep(self.wait_time)
if self.log_orders: return self.get_order(order_to_send["id"],pair)
self.logger.log_order(f"New limit order: Symbol: {symbol} - Side: {side} - Size: {size} - Price: {price} - ID: {order_to_send['id']} - Notes: {log}") #if order_to_send["amount"] is not None: # Because Kucoin etc etc
return self.get_order(order_to_send["id"],symbol) # 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: 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 self.not_enough_balance_error(e):
if tries<=self.retries//2: #Halves the amount of retries if there is a balance error. if tries<=self.retries//2: #Halves the amount of retries if there is a balance error.
return 1 return 1
@ -922,9 +852,10 @@ class Broker:
if id=="": if id=="":
return self.empty_order return self.empty_order
tries = self.retries tries = self.retries
pair = symbol
while tries>0: while tries>0:
try: try:
return self.exchange.fetch_order(id,symbol) return self.exchange.fetch_order(id,symbol=pair)
except Exception as e: except Exception as e:
self.logger.log_this(f"Exception in get_order: {e}",1,symbol) self.logger.log_this(f"Exception in get_order: {e}",1,symbol)
if no_retries: if no_retries:
@ -942,9 +873,10 @@ class Broker:
:return: The market information. :return: The market information.
''' '''
tries = self.retries tries = self.retries
pair = symbol
while tries>0: while tries>0:
try: try:
return self.exchange.market(symbol) return self.exchange.market(pair)
except Exception as e: except Exception as e:
self.logger.log_this(f"Exception in fetch_market: {e}",1,symbol) self.logger.log_this(f"Exception in fetch_market: {e}",1,symbol)
if no_retries: if no_retries:
@ -962,9 +894,10 @@ class Broker:
:return: The ticker information. :return: The ticker information.
''' '''
tries = self.retries tries = self.retries
pair = symbol
while tries>0: while tries>0:
try: try:
return self.exchange.fetch_ticker(symbol) return self.exchange.fetch_ticker(pair)
except Exception as e: except Exception as e:
self.logger.log_this(f"Exception in get_ticker: {e}") self.logger.log_this(f"Exception in get_ticker: {e}")
if no_retries: if no_retries:
@ -985,16 +918,14 @@ class Broker:
market = self.fetch_market(pair) market = self.fetch_market(pair)
if market is None: if market is None:
return None return None
if self.get_exchange_name() in ["okex","bybit"]: if self.get_exchange_name() in ["okex","kucoin"]:
return float(market["limits"]["amount"]["min"]) 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"]: elif self.get_exchange_name() in ["gateio"]:
return (float(market["limits"]["cost"]["min"])+.1)/self.get_ticker_price(pair) return (float(market["limits"]["cost"]["min"])+1)/self.get_ticker_price(pair)
elif self.get_exchange_name()=="binance": elif self.get_exchange_name()=="binance":
for line in market["info"]["filters"]: for line in market["info"]["filters"]:
if line["filterType"] == "NOTIONAL": if line["filterType"] == "NOTIONAL":
return (float(line["minNotional"])+.5)/self.get_ticker_price(pair) return (float(line["minNotional"])+1)/self.get_ticker_price(pair)
return None return None
@ -1014,7 +945,7 @@ class Broker:
if line["filterType"] == "NOTIONAL": if line["filterType"] == "NOTIONAL":
#return self.broker.amount_to_precision(pair,(float(line["minNotional"]))) #return self.broker.amount_to_precision(pair,(float(line["minNotional"])))
return float(line["minNotional"]) return float(line["minNotional"])
elif self.get_exchange_name() in ["gateio", "bybit"]: elif self.get_exchange_name()=="gateio":
#return self.cost_to_precision(pair,float(market["info"]["min_base_amount"])*self.broker.get_mid_price(pair)) #return self.cost_to_precision(pair,float(market["info"]["min_base_amount"])*self.broker.get_mid_price(pair))
return float(market["limits"]["cost"]["min"]) return float(market["limits"]["cost"]["min"])
elif self.get_exchange_name() in ["okex","kucoin"]: elif self.get_exchange_name() in ["okex","kucoin"]:
@ -1028,8 +959,8 @@ class Broker:
:param pair: pair :param pair: pair
:return: step size :return: step size
'''
'''
market = self.fetch_market(pair) market = self.fetch_market(pair)
if market is None: if market is None:
return None return None
@ -1040,42 +971,30 @@ class Broker:
return float(filter["stepSize"]) return float(filter["stepSize"])
elif self.get_exchange_name()=="kucoin": elif self.get_exchange_name()=="kucoin":
return float(market["info"]["baseIncrement"]) return float(market["info"]["baseIncrement"])
elif self.get_exchange_name() in ["gateio", "okex", "bybit"]: elif self.get_exchange_name() in ["gateio","okex"]:
return float(market["precision"]["amount"]) return float(market["precision"]["amount"])
except Exception as e: except Exception as e:
self.logger.log_this(f"Exception in get_step_size: {e}",1,pair) self.logger.log_this(f"Exception in get_step_size: {e}",1,pair)
return None return None
class Logger: class logger:
def __init__(self,broker_config): def __init__(self,broker_config):
self.broker_config = broker_config self.broker_config = broker_config
self.exchange_name = self.broker_config["exchange"] self.exchange_name = self.broker_config["exchange"]
self.tg_credentials = credentials.get_credentials("telegram") self.tg_credentials = credentials.get_credentials("telegram")
self.log_list_max_length = 20 # log cache self.log_list_max_length = 10
self.log_list = collections.deque(maxlen=self.log_list_max_length) self.log_list = self.preload_logs()
self.preload_logs()
def preload_logs(self): def preload_logs(self):
try: try:
with open(f"logs/{self.exchange_name}.log","r") as f: with open(f"logs/{self.exchange_name}.log","r") as f:
for line in f: self.log_list = f.readlines()
self.log_list.append(line.rstrip("\n")) return self.log_list[-self.log_list_max_length:]
return 0
except Exception as e: except Exception as e:
print(e) print(e)
return 1 return []
def refresh_logs(self):
try:
self.log_list.clear()
self.preload_logs()
return 0
except Exception as e:
print(e)
return 1
def set_log_list_max_length(self, amount): def set_log_list_max_length(self, amount):
@ -1084,7 +1003,7 @@ class Logger:
def get_log_list(self): def get_log_list(self):
return list(self.log_list) return self.log_list
def set_telegram_notifications(self, toggle): def set_telegram_notifications(self, toggle):
@ -1100,27 +1019,20 @@ class Logger:
''' '''
Sends a Telegram message Sends a Telegram message
''' '''
try:
tg_credentials = credentials.get_credentials("telegram") 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}" send_text = f"https://api.telegram.org/bot{tg_credentials['token']}/sendMessage?chat_id={tg_credentials['chatid']}&parse_mode=Markdown&text={message}"
output = None output = None
if self.broker_config["telegram"] or ignore_config: 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. output = requests.get(send_text,timeout=5).json() #5 seconds timeout. This could also be a tunable.
if not output["ok"]: if not output["ok"]:
self.log_this(f"Error in send_tg_message: {output}") self.log_this(f"Error in send_tg_message: {output}")
return 1 return 1
return 0 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"))
def log_this(self,message,level=2,pair=None): def log_this(self,message,level=2,pair=None):
''' '''
Level -1: Force Telegram only
Level 0: Screen, log file and Telegram Level 0: Screen, log file and Telegram
Level 1: Screen and log file Level 1: Screen and log file
Level 2: Screen only Level 2: Screen only
@ -1130,24 +1042,27 @@ class Logger:
text = time.strftime(f"[%Y/%m/%d %H:%M:%S] | {pair_data}{message}") text = time.strftime(f"[%Y/%m/%d %H:%M:%S] | {pair_data}{message}")
print(text) print(text)
if level==-1:
self.send_tg_message(message,ignore_config=True)
return 0
if level<2: if level<2:
try: try:
#Write to log file #Write to log file
with open(f"logs/{self.exchange_name}.log","a") as log_file: with open(f"logs/{self.exchange_name}.log","a") as log_file:
log_file.write(text+"\n") log_file.write(text+"\n")
log_file.close()
#Append to log list #Append to log list
self.log_list.append(text) self.log_list.append(text)
#Trim log list
self.log_list = self.log_list[-self.log_list_max_length:]
except Exception as e: except Exception as e:
print("Can't write log file") print("Can't write log file")
print(e) print(e)
if level<1: if level<1:
self.send_tg_message(f"{self.broker_config['exchange'].capitalize()} | {pair_data}{message}",ignore_config=level==-1) self.send_tg_message(f"{self.broker_config['exchange'].capitalize()} | {pair_data}{message}",ignore_config=level==-1)
return 0 return 0

1463
main.py

File diff suppressed because it is too large Load Diff

View File

@ -24,6 +24,7 @@ cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours'
last_60_days_rows = cursor.fetchall() last_60_days_rows = cursor.fetchall()
#Last 30 days query #Last 30 days query
#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, cursor.execute("""SELECT strftime('%Y-%m-%d', timestamp, 'unixepoch', '-3 hours') AS day_utc3,
SUM(amount) AS total_amount SUM(amount) AS total_amount
FROM profits_table FROM profits_table
@ -46,15 +47,6 @@ cursor.execute("""SELECT strftime('%Y-%m', timestamp, 'unixepoch', '-3 hours') A
ORDER BY year_month_utc3;""") ORDER BY year_month_utc3;""")
last_n_months_rows = cursor.fetchall() last_n_months_rows = cursor.fetchall()
#Last n months query
cursor.execute("""SELECT strftime('%Y', timestamp, 'unixepoch', '-3 hours') AS year_utc3,
SUM(amount) AS total_amount
FROM profits_table
WHERE strftime('%s', 'now') - timestamp <= 60 * 30 * 24 * 60 * 60 -- 48 months in seconds
GROUP BY year_utc3
ORDER BY year_utc3;""")
last_n_years_rows = cursor.fetchall()
#Yearly totals #Yearly totals
cursor.execute("""SELECT strftime('%Y', timestamp, 'unixepoch', '-3 hours') AS year_utc3, cursor.execute("""SELECT strftime('%Y', timestamp, 'unixepoch', '-3 hours') AS year_utc3,
SUM(amount) AS total_amount SUM(amount) AS total_amount
@ -74,13 +66,7 @@ print("Last 18 months:")
print("-"*line_width) print("-"*line_width)
for row in last_n_months_rows[1:]: for row in last_n_months_rows[1:]:
print(f"{row[0]}: {round(row[1],2)}") print(f"{row[0]}: {round(row[1],2)}")
print("="*line_width)
print("Last 5 years:")
print("-"*line_width) print("-"*line_width)
for row in last_n_years_rows:
print(f"{row[0]}: {round(row[1],2)}")
print("-"*line_width)
print(f"Last 30 days average: {round(last_30_days[0][1]/30,2)}") print(f"Last 30 days average: {round(last_30_days[0][1]/30,2)}")
print(f"Last 7 days average: {round(last_7_days[0][1]/7,2)}") print(f"Last 7 days average: {round(last_7_days[0][1]/7,2)}")
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,
@ -139,9 +125,6 @@ for row in by_exchange:
if row[1]=="This Month": if row[1]=="This Month":
okex_amount = row[2] okex_amount = row[2]
#Close db
cursor.close()
total_amount = binance_amount+gateio_amount+kucoin_amount+okex_amount total_amount = binance_amount+gateio_amount+kucoin_amount+okex_amount
print(f"Binance: {round(binance_amount,2)} USDT ({round(binance_amount/total_amount*100,2)}%)") print(f"Binance: {round(binance_amount,2)} USDT ({round(binance_amount/total_amount*100,2)}%)")

View File

@ -1,467 +0,0 @@
from time import strftime
from json import dumps, load
class StatusHandler:
'''
Handles the status of the trader and the validation of the parameters
'''
def __init__(self, broker, base, quote, status_dict = None):
self.broker = broker
self.default_status_dictionary = {
"pair": f"{base}/{quote}",
"take_profit_order": broker.get_empty_order(),
"take_profit_price": 0.0,
"safety_orders": [],
"safety_orders_filled": 0,
"next_so_price": 0.0,
"order_size": 0.0,
"partial_profit": 0.0,
"price": 0.0,
"is_boosted": False,
"is_short": False,
"is_paused": False,
"quote_spent": 0.0,
"base_bought": 0.0,
"so_amount": 0,
"no_of_safety_orders": 0,
"safety_price_table": [],
"deal_uptime": 0.0,
"total_uptime": 0.0,
"fees_paid_in_base": 0.0,
"fees_paid_in_quote": 0.0,
"start_price": 0.0,
"tp_mode": 0,
"profit_table": [],
"start_time": 0,
"deal_start_time": 0,
"stop_when_profit": False,
"autoswitch": False,
"liquidate_after_switch": False,
"old_long": {},
"pause_reason": "",
"status_string": "",
"deal_order_history": []
}
self.status_file_path = f"status/{base}{quote}.status"
self.status_dictionary = {k: v for k, v in self.default_status_dictionary.items()}
if status_dict:
self.status_dictionary.update(status_dict)
self.save_to_file()
def get_pair(self):
return self.status_dictionary["pair"]
def get_take_profit_order(self):
return self.status_dictionary["take_profit_order"]
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_next_so_price(self):
return self.status_dictionary["next_so_price"]
def get_order_size(self):
return self.status_dictionary["order_size"]
def get_partial_profit(self):
return self.status_dictionary["partial_profit"]
def get_price(self):
return self.status_dictionary["price"]
def get_is_boosted(self):
return self.status_dictionary["is_boosted"]
def get_is_short(self):
return self.status_dictionary["is_short"]
def get_is_paused(self):
return self.status_dictionary["is_paused"]
def get_quote_spent(self):
return self.status_dictionary["quote_spent"]
def get_base_bought(self):
return self.status_dictionary["base_bought"]
def get_so_amount(self):
return self.status_dictionary["so_amount"]
def get_no_of_safety_orders(self):
return self.status_dictionary["no_of_safety_orders"]
def get_safety_price_table(self):
return self.status_dictionary["safety_price_table"]
def get_deal_uptime(self):
return self.status_dictionary["deal_uptime"]
def get_total_uptime(self):
return self.status_dictionary["total_uptime"]
def get_fees_paid_in_base(self):
return self.status_dictionary["fees_paid_in_base"]
def get_fees_paid_in_quote(self):
return self.status_dictionary["fees_paid_in_quote"]
def get_start_price(self):
return self.status_dictionary["start_price"]
def get_tp_mode(self):
return self.status_dictionary["tp_mode"]
def get_profit_table(self):
return self.status_dictionary["profit_table"]
def get_start_time(self):
return self.status_dictionary["start_time"]
def get_deal_start_time(self):
return self.status_dictionary["deal_start_time"]
def get_stop_when_profit(self):
return self.status_dictionary["stop_when_profit"]
def get_autoswitch(self):
return self.status_dictionary["autoswitch"]
def get_liquidate_after_switch(self):
return self.status_dictionary["liquidate_after_switch"]
def get_old_long(self):
return self.status_dictionary["old_long"]
def get_pause_reason(self):
return self.status_dictionary["pause_reason"]
def get_status_string(self):
return self.status_dictionary["status_string"]
def get_deal_order_history(self):
return self.status_dictionary["deal_order_history"]
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())
# return 1
self.status_file_path = new_file_path
return 0
def set_tp_order_id(self, order_id: str):
# if not isinstance(order_id, str):
# self.broker.logger.log_this(f"Order id provided is not a string",1,self.get_pair())
# return 1
self.status_dictionary["tp_order_id"] = order_id
return 0
def set_take_profit_order(self, order):
#Validate order
self.status_dictionary["take_profit_order"] = order
return 0
def set_take_profit_price(self, price: float):
# if not isinstance(price, float):
# self.broker.logger.log_this(f"Price provided is not a float",1,self.get_pair())
# return 1
self.status_dictionary["take_profit_price"] = price
return 0
def set_so_order_id(self, order_id: str):
# if not isinstance(order_id, str):
# self.broker.logger.log_this(f"Order id provided is not a string",1,self.get_pair())
# return 1
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
return 0
def set_next_so_price(self, price: float):
# if not isinstance(price, float):
# self.broker.logger.log_this(f"Price provided is not a float",1,self.get_pair())
# return 1
self.status_dictionary["next_so_price"] = price
return 0
def set_order_size(self, size: float):
# if not isinstance(size, float):
# self.broker.logger.log_this(f"Size provided is not a float",1,self.get_pair())
# return 1
self.status_dictionary["order_size"] = size
return 0
def set_partial_profit(self, profit: float):
# if not isinstance(profit, float):
# self.broker.logger.log_this(f"Profit provided is not a float",1,self.get_pair())
# return 1
self.status_dictionary["partial_profit"] = profit
return 0
def set_price(self, price: float):
# if not isinstance(price, float):
# self.broker.logger.log_this(f"Price provided is not a float",1,self.get_pair())
# return 1
self.status_dictionary["price"] = price
return 0
def set_is_boosted(self, is_boosted: bool):
# if not isinstance(is_boosted, bool):
# self.broker.logger.log_this(f"is_boosted provided is not a bool",1,self.get_pair())
# return 1
self.status_dictionary["is_boosted"] = is_boosted
return 0
def set_is_short(self, is_short: bool):
# if not isinstance(is_short, bool):
# self.broker.logger.log_this(f"is_short provided is not a bool",1,self.get_pair())
# return 1
self.status_dictionary["is_short"] = is_short
return 0
def set_is_paused(self, is_paused: bool):
# if not isinstance(is_paused, bool):
# self.broker.logger.log_this(f"is_paused provided is not a bool",1,self.get_pair())
# return 1
self.status_dictionary["is_paused"] = is_paused
return 0
def set_quote_spent(self, quote_spent: float):
# if not isinstance(quote_spent, float):
# self.broker.logger.log_this(f"quote_spent provided is not a float",1,self.get_pair())
# return 1
self.status_dictionary["quote_spent"] = quote_spent
return 0
def set_base_bought(self, base_bought: float):
# if not isinstance(base_bought, float):
# self.broker.logger.log_this(f"base_bought provided is not a float",1,self.get_pair())
# return 1
self.status_dictionary["base_bought"] = base_bought
return 0
def set_so_amount(self, so_amount: int):
# if not isinstance(so_amount, int):
# self.broker.logger.log_this(f"so_amount provided is not an integer",1,self.get_pair())
# return 1
self.status_dictionary["so_amount"] = so_amount
return 0
def set_no_of_safety_orders(self, number: int):
# if not isinstance(number, int):
# self.broker.logger.log_this(f"number provided is not an integer",1,self.get_pair())
# return 1
self.status_dictionary["no_of_safety_orders"] = number
return 0
def set_safety_price_table(self, table: list):
# if not isinstance(table, list):
# self.broker.logger.log_this(f"table provided is not a list",1,self.get_pair())
# return 1
self.status_dictionary["safety_price_table"] = table
return 0
def set_deal_uptime(self, uptime):
# if not isinstance(uptime, (int, float)):
# self.broker.logger.log_this(f"uptime provided is not a number",1,self.get_pair())
# return 1
self.status_dictionary["deal_uptime"] = uptime
return 0
def set_total_uptime(self, uptime):
# if not isinstance(uptime, (int, float)):
# self.broker.logger.log_this(f"uptime provided is not a number",1,self.get_pair())
# return 1
self.status_dictionary["total_uptime"] = uptime
return 0
def set_fees_paid_in_base(self, fees: float):
# if not isinstance(fees, float):
# self.broker.logger.log_this(f"value provided is not a float",1,self.get_pair())
# return 1
self.status_dictionary["fees_paid_in_base"] = fees
return 0
def set_fees_paid_in_quote(self, fees: float):
# if not isinstance(fees, float):
# self.broker.logger.log_this(f"value provided is not a float",1,self.get_pair())
# return 1
self.status_dictionary["fees_paid_in_quote"] = fees
return 0
def set_start_price(self, price: float):
# if not isinstance(price, float):
# self.broker.logger.log_this(f"value provided is not a float",1,self.get_pair())
# return 1
self.status_dictionary["start_price"] = price
return 0
def set_tp_mode(self, mode: int):
# if not isinstance(mode, int):
# self.broker.logger.log_this(f"value provided is not an integer",1,self.get_pair())
# return 1
self.status_dictionary["tp_mode"] = mode
return 0
def set_profit_table(self, table: list):
# if not isinstance(table, list):
# self.broker.logger.log_this(f"value provided is not a list",1,self.get_pair())
# return 1
self.status_dictionary["profit_table"] = table
return 0
def set_start_time(self, time):
# if not isinstance(time, (int, float)):
# self.broker.logger.log_this(f"value provided is not a number",1,self.get_pair())
# return 1
self.status_dictionary["start_time"] = time
return 0
def set_deal_start_time(self, time):
# if not isinstance(time, (int, float)):
# self.broker.logger.log_this(f"value provided is not a number",1,self.get_pair())
# return 1
self.status_dictionary["deal_start_time"] = time
return 0
def set_stop_when_profit(self, stop: bool):
# if not isinstance(stop, bool):
# self.broker.logger.log_this(f"value provided is not a boolean",1,self.get_pair())
# return 1
self.status_dictionary["stop_when_profit"] = stop
return 0
def set_autoswitch(self, switch: bool):
# if not isinstance(switch, bool):
# self.broker.logger.log_this(f"value provided is not a boolean",1,self.get_pair())
# return 1
self.status_dictionary["autoswitch"] = switch
return 0
def set_liquidate_after_switch(self, switch: bool):
# if not isinstance(switch, bool):
# self.broker.logger.log_this(f"value provided is not a boolean",1,self.get_pair())
# return 1
self.status_dictionary["liquidate_after_switch"] = switch
return 0
def set_old_long(self, old_long: dict):
# if not isinstance(old_long, dict):
# self.broker.logger.log_this(f"value provided is not a dictionary",1,self.get_pair())
# return 1
self.status_dictionary["old_long"] = old_long
return 0
def set_pause_reason(self, reason: str):
# if not isinstance(reason, str):
# self.broker.logger.log_this(f"value provided is not a string",1,self.get_pair())
# return 1
self.status_dictionary["pause_reason"] = reason
return 0
def set_status_string(self, string: str):
# if not isinstance(string, str):
# self.broker.logger.log_this(f"value provided is not a string",1,self.get_pair())
# return 1
self.status_dictionary["status_string"] = string
return 0
def set_deal_order_history(self, deal_history: list):
# if not isinstance(deal_history, list):
# self.broker.logger.log_this(f"value provided is not a list",1,self.get_pair())
# return 1
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 = ""):
# 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}")
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))
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))
return 0
except Exception as e:
self.broker.logger.log_this(f"Error saving status to file: {file_path}: {e}",1)
return 1
def load_from_file(self, file_path = None):
if file_path is None:
file_path = self.status_file_path
try:
with open(file_path, "r") as f:
self.status_dictionary = {**self.default_status_dictionary, **load(f)}
return 0
except Exception as e:
self.broker.logger.log_this(f"Error loading status from file: {file_path}: {e}",1)
return 1
def get_status(self):
return self.status_dictionary
def set_status(self, dictionary: dict):
'''
Validates every key in the dictionary and then sets the status dictionary
'''
# if not isinstance(dictionary, dict):
# self.broker.logger.log_this(f"status_dictionary provided is not a dictionary",1,self.get_pair())
# return 1
self.status_dictionary = dictionary
return 0

View File

@ -1,22 +1,26 @@
Mandatory: Mandatory:
========= =========
0. Stats webpage. 0. Mobile app.
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 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. Consolidate vocabulary (trader, pair and bot; instance & trader)
3. API documentation. 4. Base add for short traders.
4. Implement api key hashing. 5. Proper handling of order price too high/low in OKX (rare, it happens when under heavy volatility).
5. Dockerize. 6. Multiple safety orders open at the same time (to catch big volatility spikes more effectively)
6. Earn should be integrated into the instance, in order to be able to invest the idle funds from the short traders. 7. Optimize database code.
8. Things that should be objects (it's not 1994):
* Orders.
* Sredro.
* A lot more.
Would be nice to have: 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) 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) 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) 2. Instead of cancelling and resending the take profit order, you could just 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. 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
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
from a pre-populated list (the trading pairs can be selected by using Yang-Zhang, Parkinson or another volatility indicator) 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 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. rapidly.
@ -35,4 +39,4 @@ Maybe it's a good idea?:
c. Order on screen: BASE/QUOTE | order_id followed | current_price | deal_close_price | total_volume_on_close | pct_to_profit | uptime c. Order on screen: BASE/QUOTE | order_id followed | current_price | deal_close_price | total_volume_on_close | pct_to_profit | uptime
d. In status bar: Total funds to be released. d. In status bar: Total funds to be released.
e. Change main screen: x traders online | y dusters online e. Change main screen: x traders online | y dusters online
f. Since they only need to monitor if one order is filled and the data is already locally available, there will be no extra API load. f. Since they only need to monitor if one order is filled and the data is already locally available, the extra API load will be negligible.

1913
trader.py

File diff suppressed because it is too large Load Diff

View File

@ -10,7 +10,7 @@ with open(f"../configs/{sys.argv[1]}.json") as k:
pwd = config["password"] if "password" in config else "" pwd = config["password"] if "password" in config else ""
exch = sys.argv[1] exch = sys.argv[1]
if exch=="okex": if exch=="okex":
exch="okx" exch="okex5"
exchange_class = getattr(ccxt, sys.argv[1]) exchange_class = getattr(ccxt, sys.argv[1])
exchange = exchange_class({ exchange = exchange_class({
"apiKey": config["key"], "apiKey": config["key"],

View File

@ -4,19 +4,12 @@ import json
import credentials import credentials
try: try:
earn_api_key = credentials.get_credentials("earn_api_key")["key"]
if sys.argv[1]=="--testnet": if sys.argv[1]=="--testnet":
is_testnet = True is_testnet = True
string_to_add = "TESTNET " string_to_add = "TESTNET "
api_key = credentials.get_credentials("testnet_api_key")["key"] api_key = credentials.get_credentials("testnet_api_key")["key"]
base_url = credentials.get_url("testnet") #type: ignore base_url = credentials.get_url("testnet") #type: ignore
exchanges = {"Binance":"/binance"} 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": elif sys.argv[1]=="--mainnet":
is_testnet = False is_testnet = False
string_to_add = "MAINNET " string_to_add = "MAINNET "
@ -32,8 +25,6 @@ except Exception as e:
headers = {'X-API-KEY': api_key} headers = {'X-API-KEY': api_key}
earn_headers = {'X-API-KEY': earn_api_key}
command_list = f'''{string_to_add}COMMANDS: command_list = f'''{string_to_add}COMMANDS:
INSTANCE INSTANCE
@ -42,18 +33,7 @@ INSTANCE
7) mod_global_tp_level 8) global_last_call 9) edit_loop_wait_time 7) mod_global_tp_level 8) global_last_call 9) edit_loop_wait_time
10) edit_call_wait_time 11) reload_markets 12) fetch_full_log 10) edit_call_wait_time 11) reload_markets 12) fetch_full_log
13) paused_traders 14) fetch_log 15) edit_cooldown_multiplier 13) paused_traders 14) fetch_log 15) edit_cooldown_multiplier
16) get_balance 17) cancel_global_last_call 16) backtests 17) get_balance
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
34) get_percentage 35) set_percentage 36) get_time_between_subscriptions
37) set_time_between_subscriptions 38) get_time_between_redemptions
39) set_time_between_redemptions 40) get_minimum_amount_in_trading_account
41) set_minimum_amount_in_trading_account 42) get_last_subscription
43) get_last_redemption 44) get_total_balance
45) get_global_status 46) subscribe 47) redeem
TRADERS TRADERS
51) worker_status 52) get_all_worker_status 51) worker_status 52) get_all_worker_status
@ -63,10 +43,7 @@ TRADERS
62) mod_tp_level 63) last_call 64) deferred_last_call 62) mod_tp_level 63) last_call 64) deferred_last_call
65) toggle_pause 66) toggle_cleanup 67) toggle_autoswitch 65) toggle_pause 66) toggle_cleanup 67) toggle_autoswitch
68) toggle_check_old_long_price 69) switch_quote_currency 68) toggle_check_old_long_price 69) switch_quote_currency
70) view_old_long 71) switch_price 72) reload_trader_config 70) reload_safety_order 71) view_old_long 72) switch_price
73) toggle_liquidate_after_switch 74) base_add_calculation
75) mod_concurrent_safety_orders 76) force_trader_close
77) mod_order_size
98) Change broker 99) Exit 98) Change broker 99) Exit
''' '''
@ -101,13 +78,12 @@ def select_exchange(exchanges):
Selects the exchange to use Selects the exchange to use
''' '''
while True:
selection = input("Enter exchange: (Binance, Gate.io, KuCoin, OKX) ").lower() selection = input("Enter exchange: (Binance, Gate.io, KuCoin, OKX) ").lower()
for item in exchanges: for item in exchanges:
if selection in item.lower(): if selection in item.lower():
return item return item
print("Invalid input") print("Invalid input")
sys.exit()
if __name__=="__main__": if __name__=="__main__":
@ -123,10 +99,6 @@ if __name__=="__main__":
#print("Invalid input") #print("Invalid input")
#sys.exit() #sys.exit()
port = exchanges[selection] port = exchanges[selection]
earn_broker = port[1:]
if earn_broker=="okex":
earn_broker="okx"
print("DCAv2 COMMANDER") print("DCAv2 COMMANDER")
@ -160,9 +132,6 @@ if __name__=="__main__":
# break # break
selection = select_exchange(exchanges) selection = select_exchange(exchanges)
port = exchanges[selection] port = exchanges[selection]
earn_broker = port[1:]
if earn_broker=="okex":
earn_broker="okx"
print(f"New exchange selected: {selection}") print(f"New exchange selected: {selection}")
@ -237,7 +206,6 @@ if __name__=="__main__":
print("edit_loop_wait_time modifies the pause the instance takes after processing the open orders") print("edit_loop_wait_time modifies the pause the instance takes after processing the open orders")
print("instance fetch the orders -> instance sends the orders to the traders ->") print("instance fetch the orders -> instance sends the orders to the traders ->")
print("instance waits for the traders to complete their tasks -> instance waits <loop_wait_time> seconds") print("instance waits for the traders to complete their tasks -> instance waits <loop_wait_time> seconds")
print(f"Current value is {None}")
print("The input value can be an integer or a float") print("The input value can be an integer or a float")
new_wait_time = input("Desired wait time: ") new_wait_time = input("Desired wait time: ")
if not validate_float_or_int(new_wait_time): if not validate_float_or_int(new_wait_time):
@ -253,7 +221,6 @@ if __name__=="__main__":
print("edit_call_wait_time modifies the pause that the traders take between some API calls") print("edit_call_wait_time modifies the pause that the traders take between some API calls")
print("This aims to reduce the load on the API endpoints of the broker.") print("This aims to reduce the load on the API endpoints of the broker.")
print("The input value can be an integer or a float") print("The input value can be an integer or a float")
print(f"Current value is {None}")
new_wait_time = input("Desired call wait time: ") new_wait_time = input("Desired call wait time: ")
if not validate_float_or_int(new_wait_time): if not validate_float_or_int(new_wait_time):
print("The input is invalid") print("The input is invalid")
@ -300,8 +267,7 @@ if __name__=="__main__":
elif command==15: elif command==15:
print("edit_cooldown_multiplier modifies the pause's multiplier after it hits profit.") print("edit_cooldown_multiplier modifies the pause's multiplier after it hits profit.")
print("This aims to reduce the volatility effect on the trader when there are big orderbook movements.") print("This aims to reduce the volatility when there are big orderbook movements.")
print(f"Current value is {None}")
print("The input value can be an integer or a float") print("The input value can be an integer or a float")
new_multiplier = input("Desired multiplier: ") new_multiplier = input("Desired multiplier: ")
if not validate_float_or_int(new_multiplier): if not validate_float_or_int(new_multiplier):
@ -314,6 +280,27 @@ if __name__=="__main__":
input("Press ENTER to continue ") input("Press ENTER to continue ")
elif command==16: elif command==16:
print("Returns backtests of the pairs available in an exchange")
broker = input("Exchange? (binance, gateio, kucoin or okx): ")
amount = input("Amount of days to consider? ")
max_rank = input("Maximum CoinMarketCap rank? ")
if not validate_int(amount):
print("The amount of days specified is invalid")
break
if not validate_int(max_rank):
print("The max_rank specified is invalid")
break
if input("Proceed? (Y/n) ") in ["Y","y",""]:
url = f"{base_url}/statistics_server/fetch_backtests?exchange_name={broker}&days={amount}&max_rank={max_rank}"
result = json.loads(requests.get(url,headers=headers).content)
#for item in result:
# print(item, round(result[item],2))
sorted_result = {key: value for key, value in sorted(result.items(),key=lambda item: item[1])}
for item in sorted_result:
print(item, sorted_result[item])
input("Press ENTER to continue ")
elif command==17:
print("Returns the free balance of a given coin") print("Returns the free balance of a given coin")
coin = input("Input currency: ").upper() coin = input("Input currency: ").upper()
if input("Proceed? (Y/n) ") in ["Y","y",""]: if input("Proceed? (Y/n) ") in ["Y","y",""]:
@ -321,197 +308,6 @@ if __name__=="__main__":
print(json.loads(requests.get(url,headers=headers).content)) print(json.loads(requests.get(url,headers=headers).content))
input("Press ENTER to continue ") input("Press ENTER to continue ")
elif command==17:
print("cancel_global_last_call reverts global_last_call")
if input("Proceed? (Y/n) ") in ["Y","y",""]:
url = f"{base_url}{port}/cancel_global_last_call"
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 ########
######################
elif command==31:
print("toggle_pause interrupts or resume the subcription and redemption of funds")
if input(f"This will toggle the subscription and redemption of funds on {port}. Are you sure? (Y/n) ") in ["Y","y",""]:
url = f"{base_url}/earn/toggle_pause"
parameters = {"broker": earn_broker}
print(json.loads(requests.post(url,headers=earn_headers, json=parameters).content))
input("Press ENTER to continue ")
elif command==32:
print("get_step_size returns the step size")
url = f"{base_url}/earn/get_step_size?broker={earn_broker}"
print(json.loads(requests.get(url,headers=earn_headers).content))
input("Press ENTER to continue ")
elif command==33:
print("set_step_size sets the step size")
new_step_size = input("New step size? ")
if not validate_float_or_int(new_step_size):
print("Invalid step size")
break
if input(f"This will set the step size to {new_step_size}. Are you sure? (Y/n) ") in ["Y","y",""]:
url = f"{base_url}/earn/set_step_size"
parameters = {"broker": earn_broker, "new_step_size": new_step_size}
print(json.loads(requests.post(url,headers=earn_headers, json=parameters).content))
input("Press ENTER to continue ")
elif command==34:
print("get_percentage displays the percentage of funds to be allocated to earn")
url = f"{base_url}/earn/get_percentage?broker={earn_broker}"
print(json.loads(requests.get(url,headers=earn_headers).content))
input("Press ENTER to continue ")
elif command==35:
print("set_percentage sets the percentage of funds to be allocated to earn")
new_percentage = input("New percentage? ")
if not validate_float_or_int(new_percentage):
print("Invalid percentage")
break
if input(f"This will set the percentage to {new_percentage}. Are you sure? (Y/n) ") in ["Y","y",""]:
url = f"{base_url}/earn/set_percentage"
parameters = {"broker": earn_broker, "new_percentage": new_percentage}
print(json.loads(requests.post(url,headers=earn_headers, json=parameters).content))
input("Press ENTER to continue ")
elif command==36:
print("get_time_between_subscriptions displays the time to wait between subscriptions")
url = f"{base_url}/earn/get_time_between_subscriptions?broker={earn_broker}"
print(json.loads(requests.get(url,headers=earn_headers).content))
input("Press ENTER to continue ")
elif command==37:
print("set_time_between_subscriptions sets the time to wait between subscriptions")
new_time_between_subscriptions = input("New time between subscriptions? ")
if not validate_int(new_time_between_subscriptions):
print("Invalid time")
break
if input(f"This will set the time to wait between subscriptions to {new_time_between_subscriptions}. Are you sure? (Y/n) ") in ["Y","y",""]:
url = f"{base_url}/earn/set_time_between_subscriptions"
parameters = {"broker": earn_broker, "new_time_between_subscriptions": new_time_between_subscriptions}
print(json.loads(requests.post(url,headers=earn_headers, json=parameters).content))
input("Press ENTER to continue ")
elif command==38:
print("get_time_between_redemptions displays the time to wait between redemptions")
url = f"{base_url}/earn/get_time_between_redemptions?broker={earn_broker}"
print(json.loads(requests.get(url,headers=earn_headers).content))
input("Press ENTER to continue ")
elif command==39:
print("set_time_between_redemptions sets the time to wait between redemptions")
new_time_between_redemptions = input("New time between redemptions? ")
if not validate_int(new_time_between_redemptions):
print("Invalid time")
break
if input(f"This will set the time to wait between redemptions to {new_time_between_redemptions}. Are you sure? (Y/n) ") in ["Y","y",""]:
url = f"{base_url}/earn/set_time_between_redemptions"
parameters = {"broker": earn_broker, "new_time_between_redemptions": new_time_between_redemptions}
print(json.loads(requests.post(url,headers=earn_headers, json=parameters).content))
input("Press ENTER to continue ")
elif command==40:
print("get_minimum_amount_in_trading_account displays the minimum amount of funds that always have to exist in the trading account")
url = f"{base_url}/earn/get_minimum_amount_in_trading_account?broker={earn_broker}"
print(json.loads(requests.get(url,headers=earn_headers).content))
input("Press ENTER to continue ")
elif command==41:
print("set_minimum_amount_in_trading_account sets the minimum amount of funds that always have to exist in the trading account")
new_minimum_amount_in_trading_account = input("New minimum amount in trading account? ")
if not validate_int(new_minimum_amount_in_trading_account):
print("Invalid amount")
break
if input(f"This will set the minimum amount of funds that always have to exist in the trading account to {new_minimum_amount_in_trading_account}. Are you sure? (Y/n) ") in ["Y","y",""]:
url = f"{base_url}/earn/set_minimum_amount_in_trading_account"
parameters = {"broker": earn_broker, "new_minimum_amount_in_trading_account": new_minimum_amount_in_trading_account}
print(json.loads(requests.post(url,headers=earn_headers, json=parameters).content))
input("Press ENTER to continue ")
elif command==42:
print("get_last_subscription display the last subscription")
url = f"{base_url}/earn/get_last_subscription?broker={earn_broker}"
print(json.loads(requests.get(url,headers=earn_headers).content))
input("Press ENTER to continue ")
elif command==43:
print("get_last_redemptions displays the last redemption")
url = f"{base_url}/earn/get_last_redemption?broker={earn_broker}"
print(json.loads(requests.get(url,headers=earn_headers).content))
input("Press ENTER to continue ")
elif command==44:
print("get_total_balance displays the trading account balance and the earning account balance")
url = f"{base_url}/earn/get_total_balance?broker={earn_broker}"
print(json.loads(requests.get(url,headers=earn_headers).content))
input("Press ENTER to continue ")
elif command==45:
print("get_global_status returns the status of all the earners.")
url = f"{base_url}/earn/get_global_status"
print(json.loads(requests.get(url,headers=earn_headers).content))
input("Press ENTER to continue ")
elif command==46:
print("subscribe forces funds subscription")
amount_to_subscribe = input("Enter the amount to subscribe: ")
if not validate_float_or_int(amount_to_subscribe):
print("The input is invalid")
break
if input("Proceed? (Y/n) ") in ["Y","y",""]:
url = f"{base_url}/earn/subscribe"
parameters = {
"broker": earn_broker,
"amount": amount_to_subscribe}
print(json.loads(requests.post(url,headers=earn_headers, json=parameters).content))
input("Press ENTER to continue ")
elif command==47:
print("redeem forces funds redemption")
amount_to_redeem = input("Enter the amount to redeem: ")
if not validate_float_or_int(amount_to_redeem):
print("The input is invalid")
break
if input("Proceed? (Y/n) ") in ["Y","y",""]:
url = f"{base_url}/earn/redeem"
parameters = {
"broker": earn_broker,
"amount": amount_to_redeem}
print(json.loads(requests.post(url,headers=earn_headers, json=parameters).content))
input("Press ENTER to continue ")
###################### ######################
####### TRADER ####### ####### TRADER #######
###################### ######################
@ -582,7 +378,6 @@ if __name__=="__main__":
print("In order for the importing to be successful, a status file must exist in the status directory ") 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.") print("and the take profit order must be open.")
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper() trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
if not validate_pair(trading_pair): if not validate_pair(trading_pair):
print("The input is invalid") print("The input is invalid")
break break
@ -813,6 +608,20 @@ if __name__=="__main__":
input("Press ENTER to continue ") input("Press ENTER to continue ")
elif command==70: 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") print("Views the old_long information")
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper() trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
if not validate_pair(trading_pair): if not validate_pair(trading_pair):
@ -825,7 +634,7 @@ if __name__=="__main__":
print(json.loads(requests.get(url,headers=headers).content)) print(json.loads(requests.get(url,headers=headers).content))
input("Press ENTER to continue ") input("Press ENTER to continue ")
elif command==71: elif command==72:
print("Returns the price target to reach to switch to long mode") print("Returns the price target to reach to switch to long mode")
trading_pair = input("Input trader in the format BASE/QUOTE: ").upper() trading_pair = input("Input trader in the format BASE/QUOTE: ").upper()
if not validate_pair(trading_pair): if not validate_pair(trading_pair):
@ -837,96 +646,3 @@ if __name__=="__main__":
print(json.loads(requests.get(url,headers=headers).content)) print(json.loads(requests.get(url,headers=headers).content))
input("Press ENTER to continue ") input("Press ENTER to continue ")
elif command==72:
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):
print("The input is invalid")
break
if input("Proceed? (Y/n) ") in ["Y","y",""]:
url = f"{base_url}{port}/reload_trader_config"
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==73:
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()
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}/toggle_liquidate_after_switch"
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==74:
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):
print("The input is invalid")
break
if input("Proceed? (Y/n) ") in ["Y","y",""]:
base,quote = trading_pair.split("/")
url = f"{base_url}{port}/base_add_so_calculation?base={base}&quote={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 ")

View File

@ -8,17 +8,9 @@ import time
import sqlite3 import sqlite3
import math import math
import statistics import statistics
import sys
from credentials import get_credentials from credentials import get_credentials
from threading import Thread from threading import Thread
def write_to_log(message):
'''
Writes a message to the log file
'''
with open("log.txt", "a") as f:
f.write(f"{message}\n")
def yang_zhang(candles): def yang_zhang(candles):
''' '''
@ -111,44 +103,62 @@ def get_pair_list(broker, inclusions = ["/USDT"], exclusions = []):
return pair_list return pair_list
def fetch_data(broker: str, pair: str, timeframe: str, samples: int): def fetch_data(broker: str, pair_list: list, timeframe: str, samples: int):
""" """
Fetch data from exchange Fetch data from exchange
""" """
global volatilities
wait_time = .5 #Sleep time between requests
index = 0 index = 0
exchange = getattr(ccxt, broker)
exchange = exchange({
"apiKey": "",
"secret": "",
"password": "",
"timeout": 30000,
"enableRateLimit": True
})
for pair in pair_list:
trading_volume = 0 trading_volume = 0
index += 1 index += 1
try: try:
data = exchange.fetch_ohlcv(pair,timeframe=timeframe,limit=samples) data = exchange.fetch_ohlcv(pair,timeframe=timeframe,limit=samples)
except Exception as e: except Exception as e:
write_to_log(str(e)) print(e)
return None continue
try: try:
parkinson_volatility = parkinson(data) parkinson_volatility = parkinson(data)
yangzhang_volatility = yang_zhang(data) yangzhang_volatility = yang_zhang(data)
except Exception as e: except Exception as e:
write_to_log(str(e)) print(e)
return None continue
for item in data: for item in data:
trading_volume += item[4]*item[5] trading_volume += item[4]*item[5]
volatilities[broker][pair] = [round(yangzhang_volatility*100,2),round(parkinson_volatility*100,2),int(trading_volume)]
print(f"{pair} on {broker} ready, {len(pair_list)-index} pairs remaining.") print(f"{pair} on {broker} ready, {len(pair_list)-index} pairs remaining.")
return [round(yangzhang_volatility*100,2),round(parkinson_volatility*100,2),int(trading_volume)] time.sleep(wait_time)
return 0
if __name__=="__main__": if __name__=="__main__":
threads = [] threads = []
volatilities = {} exchanges = ["binance","gateio","kucoin","okx","bybit"]
pair_list = []
volatilities = {item:{} for item in exchanges}
exchange_list = [item for item in volatilities]
samples = 288 samples = 288
timeframe = "5m" timeframe = "5m"
minimum_volume = 0 minimum_volume = 0
wait_time = .5
#Create database if it does not exist #Create databases for each exchange
database_connection = sqlite3.connect(f"{get_credentials('VOL_DB_PATH')['path']}{sys.argv[1]}.db") for item in exchange_list:
database_connection = sqlite3.connect(f"{get_credentials('VOL_DB_PATH')['path']}{item}.db")
database_cursor = database_connection.cursor() database_cursor = database_connection.cursor()
database_cursor.execute(''' database_cursor.execute('''
CREATE TABLE IF NOT EXISTS volatilities_table ( CREATE TABLE IF NOT EXISTS volatilities_table (
@ -160,22 +170,15 @@ if __name__=="__main__":
database_connection.commit() database_connection.commit()
database_connection.close() database_connection.close()
exchange = getattr(ccxt, sys.argv[1])
exchange = exchange({
"apiKey": "",
"secret": "",
"password": "",
"timeout": 30000,
"enableRateLimit": True
})
pair_list = get_pair_list(sys.argv[1],inclusions = ["/USDT"], exclusions = []) for broker in exchange_list:
threads.append(Thread(target=fetch_data,args=(broker, get_pair_list(broker), timeframe, samples,)))
for pair in pair_list: for thread in threads:
data = fetch_data(exchange, pair, timeframe, samples) thread.start()
if data is not None: for thread in threads:
volatilities[pair] = data thread.join()
time.sleep(wait_time)
write_to_db(sys.argv[1],volatilities) for item in exchange_list:
write_to_db(item,volatilities[item])

View File

@ -1,44 +1,49 @@
import sqlite3 import sqlite3
import sys
import datetime import datetime
import time import time
import calendar import ccxt
import logging import credentials
import threading import requests
import os
from contextlib import contextmanager
from flask import Flask, jsonify, request from flask import Flask, jsonify, request
from waitress import serve
'''
In case the certificate's permissions suddenly change (in auto renewal, for example), reset them this way:
/ sudo su
# chmod -R 755 /etc/letsencrypt/live/
# chmod -R 755 /etc/letsencrypt/archive/
# ll /etc/letsencrypt/ (to verify permissions)
'''
cache_requests = False
if len(sys.argv)>1 and sys.argv[1]=="--cache_requests":
cache_requests = True
profits_database = "../profits/profits_database.db" 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 def get_market_caps(limit):
if hasattr(_local_storage, 'connection'): api_key = credentials.get_credentials("CMC")["key"]
try: url = f"https://pro-api.coinmarketcap.com/v1/cryptocurrency/listings/latest?CMC_PRO_API_KEY={api_key}&convert=USD&limit={limit}"
_local_storage.connection.close() return requests.get(url).json()["data"]
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
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): def load_keys_from_db(file_name):
#valid_keys = []
connection = sqlite3.connect(file_name) connection = sqlite3.connect(file_name)
cursor = connection.cursor() cursor = connection.cursor()
cursor.execute("SELECT * FROM credentials_table") cursor.execute("SELECT * FROM credentials_table")
@ -46,152 +51,32 @@ def load_keys_from_db(file_name):
connection.close() connection.close()
valid_keys = [line[1] for line in data] valid_keys = [line[1] for line in data]
#for line in data:
# valid_keys.append(line[1])
return valid_keys 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
#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()
#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()
#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()
#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()
#Yearly totals
# cursor.execute("""SELECT strftime('%Y', timestamp, 'unixepoch', '-3 hours') AS year_utc3,
# SUM(amount) AS total_amount
# FROM profits_table
# WHERE strftime('%s', 'now') - timestamp <= 24 * 365 * 60 * 60 -- 365 days in seconds
# GROUP BY year_utc3
# 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()
#Projection calculation
days_in_month = calendar.monthrange(datetime.date.today().year, datetime.date.today().month)[1]
daily_combined_media = (last_30_days[0][1]/30+last_7_days[0][1]/7)/2
current_amount = last_n_months_rows[-1][1]
days_past_this_month = int(last_60_days_rows[-1][0][8:10])
#Per exchange
binance_amount = 0
gateio_amount = 0
kucoin_amount = 0
okex_amount = 0
for row in per_exchange:
exchange_name = row[0].strip().lower()
if exchange_name=="binance":
if row[1]=="This Month":
binance_amount = row[2]
elif exchange_name=="gateio":
if row[1]=="This Month":
gateio_amount = row[2]
elif exchange_name=="kucoin":
if row[1]=="This Month":
kucoin_amount = row[2]
elif exchange_name=="okex":
if row[1]=="This Month":
okex_amount = row[2]
total_amount = binance_amount+gateio_amount+kucoin_amount+okex_amount
last_60_days_result = {row[0]: round(row[1],2) for row in last_60_days_rows}
last_18_months_result = {row[0]: round(row[1],2) for row in last_n_months_rows}
last_30_days_average = last_30_days[0][1]/30
last_7_days_average = last_7_days[0][1]/7
this_month_projection = current_amount + daily_combined_media*(days_in_month-days_past_this_month)
binance_percentage = binance_amount/total_amount*100
gateio_percentage = gateio_amount/total_amount*100
kucoin_percentage = kucoin_amount/total_amount*100
okex_percentage = okex_amount/total_amount*100
return {"Last 60 days": last_60_days_result,
"Last 18 months": last_18_months_result,
"Last 30 days average": last_30_days_average,
"Last 7 days average": last_7_days_average,
"This month projection": this_month_projection,
"Binance": binance_amount,
"Binance percentage": binance_percentage,
"Gateio": gateio_amount,
"Gateio percentage": gateio_percentage,
"Kucoin": kucoin_amount,
"Kucoin percentage": kucoin_percentage,
"OKX": okex_amount,
"OKX percentage": okex_percentage,
"Total profit": total_amount}
def query_total_profit(pair=None): def query_total_profit(pair=None):
''' '''
Returns total profit of the trading pair. Returns total profit of the trading pair.
If no pair specified, returns the grand total of all pairs. If no pair specified, returns the grand total of all pairs.
''' '''
connection = sqlite3.connect(profits_database)
cursor = connection.cursor()
if pair is None: if pair is None:
query = "SELECT SUM(amount) AS total_profit FROM profits_table" query = "SELECT SUM(amount) AS total_profit FROM profits_table"
with db_cursor() as cursor:
cursor.execute(query) cursor.execute(query)
connection.close()
query_result = cursor.fetchall() query_result = cursor.fetchall()
return query_result[0][0] return query_result[0][0]
else: else:
query = """SELECT pair, SUM(amount) AS total_profit query = """SELECT pair, SUM(amount) AS total_profit
FROM profits_table FROM profits_table
GROUP BY pair;""" GROUP BY pair;"""
with db_cursor() as cursor:
cursor.execute(query) cursor.execute(query)
connection.close()
query_result = cursor.fetchall() query_result = cursor.fetchall()
for item in query_result: for item in query_result:
if item[0].replace("/","")==pair: if item[0].replace("/","")==pair:
@ -199,11 +84,13 @@ def query_total_profit(pair=None):
return 0 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. 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() now = datetime.datetime.now()
# Create a datetime object for the start of the day # Create a datetime object for the start of the day
@ -214,16 +101,15 @@ def daily_and_monthly_totals() -> tuple[float, float]:
start_of_day_unix = int(time.mktime(start_of_day.timetuple())) start_of_day_unix = int(time.mktime(start_of_day.timetuple()))
start_of_month_unix = int(time.mktime(start_of_month.timetuple())) start_of_month_unix = int(time.mktime(start_of_month.timetuple()))
query = """SELECT query = f"""SELECT * FROM profits_table
COALESCE(SUM(CASE WHEN timestamp >= :day THEN amount END),0) AS daily_total, WHERE timestamp >= {start_of_month_unix}
COALESCE(SUM(CASE WHEN timestamp >= :month THEN amount END),0) AS monthly_total ORDER BY timestamp DESC;"""
FROM profits_table; cursor.execute(query)
""" query_result = cursor.fetchall()
with db_cursor() as cur: connection.close()
cur.execute(query, {"day": start_of_day_unix, "month": start_of_month_unix})
row = cur.fetchone() monthly_total = sum([item[2] for item in query_result])
daily_total = float(row["daily_total"]) daily_total = sum([item[2] for item in query_result if item[0]>=start_of_day_unix])
monthly_total = float(row["monthly_total"])
return (daily_total, monthly_total) return (daily_total, monthly_total)
@ -233,6 +119,9 @@ def query_daily_totals(pair=None):
Returns a dictionary of daily totals of the trading pair. Returns a dictionary of daily totals of the trading pair.
If no pair specified, returns the totals of all pairs. If no pair specified, returns the totals of all pairs.
''' '''
#Connect to db
connection = sqlite3.connect(profits_database)
cursor = connection.cursor()
result = {} result = {}
@ -241,9 +130,9 @@ def query_daily_totals(pair=None):
SUM(amount) AS total_profit SUM(amount) AS total_profit
FROM profits_table FROM profits_table
GROUP BY day_utc3;""" GROUP BY day_utc3;"""
with db_cursor() as cursor:
cursor.execute(query) cursor.execute(query)
query_result = cursor.fetchall() query_result = cursor.fetchall()
connection.close()
for item in query_result: for item in query_result:
result[item[0]] = item[1] result[item[0]] = item[1]
else: else:
@ -251,9 +140,9 @@ def query_daily_totals(pair=None):
SUM(amount) AS total_profit SUM(amount) AS total_profit
FROM profits_table FROM profits_table
GROUP BY pair, day_utc3;""" GROUP BY pair, day_utc3;"""
with db_cursor() as cursor:
cursor.execute(query) cursor.execute(query)
query_result = cursor.fetchall() query_result = cursor.fetchall()
connection.close()
for item in query_result: for item in query_result:
if item[0].replace("/","")==pair: if item[0].replace("/","")==pair:
result[item[1]] = item[2] result[item[1]] = item[2]
@ -265,6 +154,9 @@ def query_monthly_totals(pair=None):
Returns a dictionary of monthly totals of the trading pair. Returns a dictionary of monthly totals of the trading pair.
If no pair specified, returns the totals of all pairs. If no pair specified, returns the totals of all pairs.
''' '''
#Connect to db
connection = sqlite3.connect(profits_database)
cursor = connection.cursor()
result = {} result = {}
@ -273,19 +165,19 @@ def query_monthly_totals(pair=None):
SUM(amount) AS total_profit SUM(amount) AS total_profit
FROM profits_table FROM profits_table
GROUP BY month;""" GROUP BY month;"""
with db_cursor() as cursor:
cursor.execute(query) cursor.execute(query)
query_result = cursor.fetchall() query_result = cursor.fetchall()
connection.close()
for item in query_result: for item in query_result:
result[item[0]] = item[1] result[item[0]] = item[1]
else: else:
query = """SELECT pair, strftime('%Y-%m', datetime(timestamp, 'unixepoch', '-3 hours')) AS month, query = f"""SELECT pair, strftime('%Y-%m', datetime(timestamp, 'unixepoch', '-3 hours')) AS month,
SUM(amount) AS total_profit SUM(amount) AS total_profit
FROM profits_table FROM profits_table
GROUP BY pair, month;""" GROUP BY pair, month;"""
with db_cursor() as cursor:
cursor.execute(query) cursor.execute(query)
query_result = cursor.fetchall() query_result = cursor.fetchall()
connection.close()
for item in query_result: for item in query_result:
if item[0].replace("/","")==pair: if item[0].replace("/","")==pair:
result[item[1]] = item[2] result[item[1]] = item[2]
@ -296,9 +188,11 @@ def last_n_deals(n):
''' '''
Returns a list of the latest n deals Returns a list of the latest n deals
''' '''
with db_cursor() as cursor: connection = sqlite3.connect(profits_database)
cursor.execute("SELECT * FROM profits_table ORDER BY timestamp DESC LIMIT ?",(n,)) cursor = connection.cursor()
cursor.execute(f"SELECT * FROM profits_table ORDER BY timestamp DESC LIMIT ?",(n,))
result = cursor.fetchall() result = cursor.fetchall()
connection.close()
return result return result
@ -332,51 +226,120 @@ def last_n_lines(file_name,width,amount=4,full_log=False):
return result[:amount],len(file_contents) return result[:amount],len(file_contents)
def tail_log(filename, lines=200): def return_parkinson_backtests(broker, days, max_rank):
if not os.path.exists(filename): '''
return [] Returns a dictionary containing backtests with the format {coin: value}
'''
if broker not in ["binance", "gateio", "kucoin", "okx"]:
return {}
block_size = 1024 evaluation_dictionary = {}
blocks = [] start_of_day = int(time.mktime(datetime.datetime.now().date().timetuple()))
with open(filename, 'rb') as f: since = int(start_of_day - 60*60*24*days)
f.seek(0, 2)
#total_bytes = remaining_bytes = f.tell()
remaining_bytes = f.tell()
while len(blocks) < lines and remaining_bytes > 0: # Getting the data from the database
read_bytes = min(block_size, remaining_bytes) print("Querying database...")
f.seek(-read_bytes, 1) conn = sqlite3.connect(f"data/{broker}.db")
block = f.read(read_bytes).splitlines() cursor = conn.cursor()
f.seek(-read_bytes, 1) cursor.execute('SELECT * FROM volatilities_table WHERE timestamp > ?', (since,))
rows = cursor.fetchall()
conn.close()
# Prepend to blocks (since we're reading backwards) # Parse the data
blocks = block[-(len(blocks)+1):] + blocks print("Parsing the data...")
remaining_bytes -= read_bytes 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 #Calculate weighted averages
result = [line.decode('utf-8', errors='ignore').strip() for line in blocks if line.strip()] print("Calculating weighted averages")
return result[-lines:],len(result[-lines:]) 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 = Flask(__name__)
@stats_api.route("/fetch_profit_report") @stats_api.route("/fetch_backtests")
def fetch_profit_report(): def fetch_backtests():
''' '''
GET request GET request
Parameters: None Parameters: 'exchange_name" -> string
Returns: JSON object with profit report data 'days' -> int
'max_rank' -> int
''' '''
if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
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: try:
return jsonify(profit_report()) 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: except Exception as e:
print(e) print(e)
return jsonify({"Error": f"{e}"}) return jsonify({"HORROR": 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") @stats_api.route("/fetch_last_n_deals")
def fetch_last_n_deals(): def fetch_last_n_deals():
@ -384,15 +347,21 @@ def fetch_last_n_deals():
GET request GET request
Parameter: 'amount_of_deals' -> int 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(): if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
return jsonify({'Error': 'API key invalid'}), 401
try: try:
parameter = request.args.get("amount_of_deals") parameter = request.args.get("amount_of_deals")
response_value = last_n_deals(parameter) response_value = last_n_deals(parameter)
if not cache_requests:
return jsonify({"last_deals": response_value}) 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: except Exception as e:
print(e) print(e)
return jsonify({"last_deals":""}) return jsonify({"last_deals":""})
return jsonify({'Error': 'API key invalid'}), 401
@stats_api.route("/fetch_last_n_deals_without_history") @stats_api.route("/fetch_last_n_deals_without_history")
@ -401,16 +370,22 @@ def fetch_last_n_deals_without_history():
GET request GET request
Parameter: 'amount_of_deals' -> int 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(): if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
return jsonify({'Error': 'API key invalid'}), 401
try: try:
parameter = request.args.get("amount_of_deals") parameter = request.args.get("amount_of_deals")
#return jsonify({"last_deals": last_n_deals_without_history(parameter)}) #return jsonify({"last_deals": last_n_deals_without_history(parameter)})
response_value = last_n_deals_without_history(parameter) response_value = last_n_deals_without_history(parameter)
if not cache_requests:
return jsonify({"last_deals": response_value}) 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: except Exception as e:
print(e) print(e)
return jsonify({"last_deals":""}) return jsonify({"last_deals":""})
return jsonify({'Error': 'API key invalid'}), 401
@stats_api.route("/fetch_full_log") @stats_api.route("/fetch_full_log")
@ -418,19 +393,23 @@ def fetch_full_log():
''' '''
GET request GET request
Parameters: 'exchange_name" -> string Parameters: 'exchange_name" -> string
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(): if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
return jsonify({'Error': 'API key invalid'}), 401
try: try:
exchange_name = request.args.get("exchange_name") exchange_name = request.args.get("exchange_name")
width = 0 width = 0
last_lines, amount_of_lines = tail_log(f"../logs/{exchange_name}.log", 200) last_lines,amount_of_lines = last_n_lines(f"../logs/{exchange_name}.log",width,0,full_log=True)
return jsonify({"line": last_lines[-200:], "amount_of_lines": amount_of_lines}) if not cache_requests:
return jsonify({"line": last_lines, "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, "amount_of_lines": amount_of_lines})
return jsonify({"no_changes": True})
except Exception as e: except Exception as e:
print(e) print(e)
return {"line": [""]*width,"amount_of_lines": 0} return {"line": [""]*width,"amount_of_lines": 0}
return jsonify({'Error': 'API key invalid'}), 401
@stats_api.route("/fetch_log") @stats_api.route("/fetch_log")
@ -441,33 +420,45 @@ def fetch_log():
'width' -> int 'width' -> int
'amount' -> int 'amount' -> int
''' '''
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys(): if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
return jsonify({'Error': 'API key invalid'}), 401
try: try:
exchange_name = request.args.get("exchange_name") exchange_name = request.args.get("exchange_name")
width = int(request.args.get("width")) # type: ignore width = int(request.args.get("width")) # type: ignore
amount = int(request.args.get("amount")) # 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) 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}) 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: except Exception as e:
print(e) print(e)
return {"line": [""]*10,"amount_of_lines": 0} return {"line": [""]*10,"amount_of_lines": 0}
return jsonify({'Error': 'API key invalid'}), 401
@stats_api.route("/combined_totals") @stats_api.route("/combined_totals")
def 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(): if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
return jsonify({'Error': 'API key invalid'}), 401
daily_totals = daily_and_monthly_totals() daily_totals = daily_and_monthly_totals()
return jsonify({"combined": daily_totals}) return jsonify({"combined": daily_totals})
return jsonify({'Error': 'API key invalid'}), 401
@stats_api.route("/daily_totals") @stats_api.route("/daily_totals")
def get_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(): if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
return jsonify({'Error': 'API key invalid'}), 401
daily_totals = query_daily_totals() daily_totals = query_daily_totals()
if not cache_requests:
return jsonify(daily_totals) 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") @stats_api.route("/daily_totals_by_pair")
@ -477,24 +468,36 @@ def get_daily_totals_by_pair():
Parameters: 'base' -> string Parameters: 'base' -> string
'quote' -> string 'quote' -> string
''' '''
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys(): if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
return jsonify({'Error': 'API key invalid'}), 401
try: try:
base = request.args.get("base") base = request.args.get("base")
quote = request.args.get("quote") quote = request.args.get("quote")
daily_totals = query_daily_totals(f"{base}{quote}") daily_totals = query_daily_totals(f"{base}{quote}")
if not cache_requests:
return jsonify(daily_totals) 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: except Exception as e:
print(e) print(e)
return jsonify({'Error': 'Halp'}) return jsonify({'Error': 'Halp'})
return jsonify({'Error': 'API key invalid'}), 401
@stats_api.route("/monthly_totals") @stats_api.route("/monthly_totals")
def get_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(): if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
return jsonify({'Error': 'API key invalid'}), 401
monthly_totals = query_monthly_totals() monthly_totals = query_monthly_totals()
if not cache_requests:
return jsonify(monthly_totals) 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") @stats_api.route("/monthly_totals_by_pair")
@ -504,47 +507,67 @@ def get_monthly_totals_by_pair():
Parameters: 'base' -> string Parameters: 'base' -> string
'quote' -> string 'quote' -> string
''' '''
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys(): if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
return jsonify({'Error': 'API key invalid'}), 401
try: try:
base = request.args.get("base") base = request.args.get("base")
quote = request.args.get("quote") quote = request.args.get("quote")
monthly_totals = query_monthly_totals(f"{base}{quote}") monthly_totals = query_monthly_totals(f"{base}{quote}")
if not cache_requests:
return jsonify(monthly_totals) 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: except Exception as e:
print(e) print(e)
return jsonify({'Error': 'Halp'}) return jsonify({'Error': 'Halp'})
return jsonify({'Error': 'API key invalid'}), 401
@stats_api.route("/get_averages") @stats_api.route("/get_averages")
def 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(): if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
return jsonify({'Error': 'API key invalid'}), 401
try: try:
daily_totals = query_daily_totals() daily_totals = query_daily_totals()
val_30 = 0 val_30 = 0
val_7 = 0 val_7 = 0
recent_days = sorted(daily_totals.keys(), reverse=True)[:30] acc_30 = []
acc_30 = [daily_totals[date] for date in recent_days[:30]] acc_7 = []
acc_7 = [daily_totals[date] for date in recent_days[: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_30 = min(30,len(acc_30)) #Last 30 days
length_7 = min(7,len(acc_7)) #Last 7 days length_7 = min(7,len(acc_7)) #Last 7 days
for _ in range(length_30): for _ in range(length_30):
val_30 += acc_30.pop() val_30 += acc_30.pop()
for _ in range(length_7): for _ in range(length_7):
val_7 += acc_7.pop() val_7 += acc_7.pop()
if not cache_requests:
return jsonify({"30_day": val_30/length_30, "7_day": val_7/length_7}) 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: except Exception as e:
print(e) print(e)
return jsonify({'Error': 'Halp'}) return jsonify({'Error': 'Halp'})
return jsonify({'Error': 'API key invalid'}), 401
@stats_api.route("/total_profit") @stats_api.route("/total_profit")
def 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(): if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
return jsonify({'Error': 'API key invalid'}), 401
total = query_total_profit() total = query_total_profit()
if not cache_requests:
return jsonify({"Total profit": total}) 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") @stats_api.route("/total_profit_by_pair")
@ -554,26 +577,33 @@ def total_profit_by_pair():
Parameters: 'base' -> string Parameters: 'base' -> string
'quote' -> string 'quote' -> string
''' '''
if not "X-API-KEY" in request.headers or not request.headers.get("X-API-KEY") in get_valid_keys(): if "X-API-KEY" in request.headers and request.headers.get("X-API-KEY") in valid_keys:
return jsonify({'Error': 'API key invalid'}), 401
try: try:
base = request.args.get("base") base = request.args.get("base")
quote = request.args.get("quote") quote = request.args.get("quote")
total = query_total_profit(f"{base}{quote}") total = query_total_profit(f"{base}{quote}")
if not cache_requests:
return jsonify({"Total profit": total}) 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: except Exception as e:
print(e) print(e)
return jsonify({'Error': 'Halp'}) return jsonify({'Error': 'Halp'})
return jsonify({'Error': 'API key invalid'}), 401
if __name__=="__main__": if __name__=="__main__":
# Load valid keys from database
valid_keys = load_keys_from_db("api_credentials.db")
#Waitress #Waitress
logger = logging.getLogger('waitress') #serve(stats_api,host="0.0.0.0",port=5010)
logger.setLevel(logging.INFO)
serve(stats_api,host="0.0.0.0",port=5010)
#Flask #Dev server
# app.run(host="0.0.0.0", port=5010, debug=True) stats_api.run(host="0.0.0.0",port=5010)