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automated position closing

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This commit is contained in:
Giulio De Pasquale 2020-11-29 12:11:32 +00:00
parent a775317658
commit ae1c94d9a8
1 changed files with 13 additions and 5 deletions
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18
bfxbot.py
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@ -12,7 +12,7 @@ from typing import Dict, List
import dotenv import dotenv
import termplotlib import termplotlib
from asciimatics.screen import Screen from asciimatics.screen import Screen
from bfxapi import Client from bfxapi import Client, Order
from bfxapi.models.position import Position from bfxapi.models.position import Position
from playsound import playsound from playsound import playsound
from termcolor import colored from termcolor import colored
@ -35,7 +35,8 @@ class EventKind(Enum):
REACHED_MAX_LOSS = 7, REACHED_MAX_LOSS = 7,
CLOSE_POSITION = 8, CLOSE_POSITION = 8,
TRAILING_STOP_SET = 9, TRAILING_STOP_SET = 9,
TRAILING_STOP_MOVED = 10 TRAILING_STOP_MOVED = 10,
ORDER_SUBMITTED = 11,
class Event(): class Event():
@ -219,7 +220,7 @@ MAKER_FEE = 0.1
BREAK_EVEN_PERC = TAKER_FEE BREAK_EVEN_PERC = TAKER_FEE
MIN_PROFIT_PERC = 0.65 MIN_PROFIT_PERC = 0.65
GOOD_PROFIT_PERC = MIN_PROFIT_PERC * 2.1 GOOD_PROFIT_PERC = MIN_PROFIT_PERC * 2.1
MAX_LOSS_PERC = -4.0 MAX_LOSS_PERC = -3.75
OFFER_PERC = 0.01 OFFER_PERC = 0.01
TRAIL_STOP_PERCENTAGES = { TRAIL_STOP_PERCENTAGES = {
@ -242,7 +243,6 @@ def on_min_profit(event: Event, status: Status):
def on_critical(event: Event, status: Status): def on_critical(event: Event, status: Status):
playsound("sounds/gameover.mp3") playsound("sounds/gameover.mp3")
@eh.on_state(State.MINIMUM_PROFIT) @eh.on_state(State.MINIMUM_PROFIT)
def on_state_min_profit(status: Status): def on_state_min_profit(status: Status):
update_stop_percentage(State.MINIMUM_PROFIT, status) update_stop_percentage(State.MINIMUM_PROFIT, status)
@ -298,8 +298,16 @@ def update_stop_percentage(state: State, status: Status):
@eh.on_event(EventKind.CLOSE_POSITION) @eh.on_event(EventKind.CLOSE_POSITION)
async def on_close_position(event: Event, status: Status): async def on_close_position(event: Event, status: Status):
status.printer.print_next_line(f"I WOULD HAVE CLOSED THE POSITION FOR {await calculate_best_closing_price(status)}") closing_price = await calculate_best_closing_price(status)
amount = status.last_position().amount * -1
await bfx.submit_order(status.symbol, closing_price, amount, Order.Type.LIMIT)
await status.add_event(Event(EventKind.ORDER_SUBMITTED, status.get_current_tick()))
@eh.on_event(EventKind.ORDER_SUBMITTED)
def on_order_submitted(event: Event, status: Status):
status.printer.print_next_line("ORDER SUBMITTED!")
return
async def calculate_best_closing_price(status: Status): async def calculate_best_closing_price(status: Status):
p: Position = status.last_position() p: Position = status.last_position()