sample main and strategy
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main.py
50
main.py
@ -493,8 +493,10 @@ from bfxbot import BfxBot
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import dotenv
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import os
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import bfxapi
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from bfxbot.symbolstatus import Strategy, SymbolStatus, PositionState, Event
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from bfxbot.utils import TAKER_FEE
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from bfxbot.currency import Symbol
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from bfxbot.models import Strategy, SymbolStatus, PositionState, Event, EventKind
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from bfxbot.utils import TAKER_FEE, net_pl_percentage
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dotenv.load_dotenv()
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@ -511,7 +513,38 @@ class TrailingStopStrategy(Strategy):
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}
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def position_on_tick(self, position: Position, ss: SymbolStatus) -> (PositionState, List[Event]):
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return
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events = []
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pl_perc = net_pl_percentage(position.profit_loss_percentage, TAKER_FEE)
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prev = ss.previous_position_w(position.id)
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if pl_perc > self.GOOD_PROFIT_PERC:
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state = PositionState.PROFIT
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elif self.MIN_PROFIT_PERC <= pl_perc < self.GOOD_PROFIT_PERC:
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state = PositionState.MINIMUM_PROFIT
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elif 0.0 <= pl_perc < self.MIN_PROFIT_PERC:
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state = PositionState.BREAK_EVEN
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elif self.MAX_LOSS_PERC < pl_perc < 0.0:
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state = PositionState.LOSS
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else:
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state = PositionState.CRITICAL
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if not prev or prev.state == state:
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return state, events
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if state ==PositionState.PROFIT:
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events.append(Event(EventKind.REACHED_GOOD_PROFIT, position.id, ss.current_tick))
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elif state == PositionState.MINIMUM_PROFIT:
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events.append(Event(EventKind.REACHED_MIN_PROFIT, position.id, ss.current_tick))
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elif state == PositionState.BREAK_EVEN:
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events.append(Event(EventKind.REACHED_BREAK_EVEN, position.id, ss.current_tick))
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elif state== PositionState.LOSS:
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events.append(Event(EventKind.REACHED_LOSS, position.id, ss.current_tick))
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else:
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events.append(Event(EventKind.REACHED_MAX_LOSS, position.id, ss.current_tick))
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events.append(Event(EventKind.CLOSE_POSITION, position.id, ss.current_tick))
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return state, events
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async def main():
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API_KEY = os.getenv("API_KEY")
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@ -527,14 +560,17 @@ async def main():
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bot = BfxBot(api_key=API_KEY, api_secret=API_SECRET)
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strategy = TrailingStopStrategy()
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bot.set_strategy(Symbol.BTC, strategy)
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bot.set_strategy("tBTCUSD", strategy)
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await bot.start()
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await bot.update()
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eh = bot.event_handler(Symbol.BTC)
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while True:
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print("WAITING...")
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await bot.update()
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return
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if __name__ == '__main__':
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asyncio.run(main())
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