core/main.py

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#!/usr/bin/env python
import asyncio
from asyncio import events
import time
from enum import Enum
from os import system, terminal_size
from time import sleep
from bfxapi import Client
from bfxapi.models.order import Order
from bfxapi.models.position import Position
from termcolor import colored
import shutil
import termplotlib
import numpy
from playsound import playsound
from asciimatics.screen import ManagedScreen, Screen
import dotenv
class Ticker():
def __init__(self, sec) -> None:
self.seconds: int = sec
self.start_time = time.time()
self.current_tick: int = 1
class EventKind(Enum):
NEW_MINIMUM = 1,
NEW_MAXIMUM = 2,
REACHED_LOSS = 3,
REACHED_BREAK_EVEN = 4,
REACHED_MIN_PROFIT = 5,
REACHED_GOOD_PROFIT = 6,
REACHED_MAX_LOSS = 7
class Event():
def __init__(self, kind: EventKind, tick: int) -> None:
self.kind: EventKind = kind
self.tick: int = tick
def __repr__(self) -> str:
return f"{self.kind.name} @ Tick {self.tick}"
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class EventHandler:
def __init__(self):
self.handlers = {}
def call(self, event: Event):
value = event.kind.value
if value in self.handlers:
for h in self.handlers[value]:
h(event)
def on_event(self, kind: EventKind):
value = kind.value
def registerhandler(handler):
if value in self.handlers:
self.handlers[value].append(handler)
else:
self.handlers[value] = [handler]
return handler
return registerhandler
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class PositionStatus():
def __init__(self, position: Position) -> None:
self.position: Position = position
class State(Enum):
CRITICAL = -1,
LOSS = 0,
BREAK_EVEN = 1,
MINIMUM_PROFIT = 2,
PROFIT = 3
def color(self) -> str:
if self == self.LOSS or self == self.CRITICAL:
return "red"
elif self == self.BREAK_EVEN:
return "yellow"
else:
return "green"
class Printer():
def __init__(self, screen: Screen):
self.screen: Screen = screen
self.current_line: int = 0
(self.current_width, self.current_height) = shutil.get_terminal_size()
def get_current_line(self) -> int:
return self.current_line
def next(self) -> int:
# print("Current line: {}".format(self.current_line))
line = self.current_line
self.current_line += 1
return line
def print_next_line(self, text):
for line in text.split("\n"):
self.screen.print_at(line, 0, self.next(), 1)
self.screen.refresh()
def reset_current_line(self):
self.current_line = 0
def set_screen(self, screen: Screen):
self.screen = screen
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def has_screen_resized(self):
return (self.current_width, self.current_height) != shutil.get_terminal_size()
def to_current_screen_size(self):
(self.current_width, self.current_height) = shutil.get_terminal_size()
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class Status():
def __init__(self, tick_duration, symbol):
self.ticker: Ticker = Ticker(tick_duration)
self.events: list[Event] = []
self.symbol = symbol
self.ticks: dict[int, float] = {}
self.current_state: State = State.LOSS
async def wait(self) -> None:
sleep(self.ticker.seconds)
self.ticks[self.ticker.current_tick] = await get_current_price(self.symbol)
self.ticker.current_tick += 1
def get_current_tick(self) -> int:
return self.ticker.current_tick
def last_events(self, n):
return self.events[-n:]
def add_event(self, event: Event):
self.events.append(event)
async def last_price(self) -> float:
if self.get_current_tick() not in self.ticks.keys():
return await get_current_price(self.symbol)
self.ticks[self.get_current_tick()]
def set_state(self, state: State):
if self.current_state != state:
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event: EventKind = None
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if state == State.CRITICAL:
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event = Event(EventKind.REACHED_MAX_LOSS,
self.get_current_tick())
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elif state == State.LOSS:
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event = Event(EventKind.REACHED_LOSS, self.get_current_tick())
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elif state == State.BREAK_EVEN:
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event = Event(EventKind.REACHED_BREAK_EVEN,
self.get_current_tick())
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elif state == State.MINIMUM_PROFIT:
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event = Event(EventKind.REACHED_MIN_PROFIT,
self.get_current_tick())
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elif state == State.PROFIT:
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event = Event(EventKind.REACHED_GOOD_PROFIT,
self.get_current_tick())
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self.events.append(event)
eh.call(event)
self.current_state = state
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def get_current_state(self) -> State:
return self.current_state
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dotenv.load()
API_KEY = dotenv.get('API_KEY', default='')
API_SECRET = dotenv.get('API_SECRET', default='')
bfx = Client(
API_KEY=API_KEY,
API_SECRET=API_SECRET
).rest
eh = EventHandler()
TAKER_FEE = 0.2
MAKER_FEE = 0.1
BREAK_EVEN_PERC = TAKER_FEE
MIN_PROFIT_PERC = 0.65
GOOD_PROFIT_PERC = MIN_PROFIT_PERC * 2.1
MAX_LOSS_PERC = -4.0
TRAILING_GOOD_PROFIT_PERC = 0.2
@eh.on_event(EventKind.REACHED_GOOD_PROFIT)
def kaching(event):
playsound("sounds/coin.mp3")
@eh.on_event(EventKind.REACHED_MIN_PROFIT)
def kaching(event):
playsound("sounds/letsgo.mp3")
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def net_pl_percentage(perc: float, reference_fee_perc: float):
return perc - reference_fee_perc
async def main(screen: Screen):
min_perc = 999.0
max_perc = -999.0
symbol = "tBTCUSD"
printer = Printer(screen)
status = Status(20, symbol)
while True:
positions = [p for p in await bfx.get_active_position() if p.symbol == status.symbol]
orders = await bfx.get_active_orders(symbol)
last_price = await status.last_price()
screen.clear()
printer.print_next_line("Current {} price: {} | Current tick ({} sec): {}".format(symbol,
colored_float(
last_price, "white", attrs=["bold"]),
status.ticker.seconds,
status.get_current_tick(),
))
if positions:
printer.print_next_line("")
printer.print_next_line("Open {}:".format(
colored("POSITIONS", attrs=["underline"])))
for p in [p for p in positions if p.symbol == status.symbol]:
plfees_percentage = net_pl_percentage(
p.profit_loss_percentage, TAKER_FEE)
if plfees_percentage > GOOD_PROFIT_PERC:
status.set_state(State.PROFIT)
elif plfees_percentage >= MIN_PROFIT_PERC and plfees_percentage < GOOD_PROFIT_PERC:
status.set_state(State.MINIMUM_PROFIT)
elif plfees_percentage >= 0.0 and plfees_percentage < MIN_PROFIT_PERC:
status.set_state(State.BREAK_EVEN)
elif plfees_percentage < 0.0 and plfees_percentage > MAX_LOSS_PERC:
status.set_state(State.LOSS)
else:
status.set_state(State.CRITICAL)
status_color = status.get_current_state().color()
#
# min / max calculations
#
if plfees_percentage > max_perc:
max_perc = plfees_percentage
status.add_event(Event(EventKind.NEW_MAXIMUM,
status.get_current_tick()))
if plfees_percentage < min_perc:
min_perc = plfees_percentage
status.add_event(Event(EventKind.NEW_MINIMUM,
status.get_current_tick()))
min_perc_colored = colored_percentage(
min_perc, "red") if min_perc < 0.0 else colored_percentage(min_perc, "green")
max_perc_colored = colored_percentage(
max_perc, "red") if max_perc < 0.0 else colored_percentage(max_perc, "green")
#
# current status calculations
#
current_colored_format = "{} ({})".format(colored_percentage(plfees_percentage, status_color),
colored_float(p.profit_loss, status_color))
#
# Status bar
#
printer.print_next_line("{:1.5f} {} @ {} | {} | min: {}, MAX: {}".format(
p.amount,
p.symbol,
colored_float(p.base_price, "white", attrs=["underline"]),
current_colored_format,
min_perc_colored,
max_perc_colored))
# Separator
printer.print_next_line("")
if orders:
printer.print_next_line("Open {}:".format(
colored("ORDERS", attrs=["underline"])))
print_last_events(status, 10, printer)
plot(status, printer)
printer.reset_current_line()
await status.wait()
return
def colored_percentage(perc, color, **kwargs):
return "{}".format(colored("{:1.2f}%".format(perc), color=color, **kwargs))
def colored_float(num, color, **kwargs):
return "{}".format(colored("{:1.2f}".format(num), color=color, **kwargs))
def print_last_events(status: Status, n: int, printer: Printer):
printer.print_next_line(colored(f"Last {n} events:", attrs=["bold"]))
for e in status.last_events(n):
printer.print_next_line(f"- {e}")
def plot(status: Status, printer: Printer):
if status.ticks:
figure = termplotlib.figure()
x = range(1, status.get_current_tick() + 1)
y = [x for x in status.ticks.values()]
figure.plot(x, y, width=printer.screen.width,
height=printer.screen.height - printer.get_current_line() - 1)
printer.print_next_line(figure.get_string())
async def get_current_price(symbol):
tickers = await bfx.get_public_ticker(symbol)
return tickers[6]
def clear():
system("clear")
def screen_main():
return
if __name__ == "__main__":
asyncio.run(Screen.wrapper(main))
# asyncio.run(main())
# screen_main()