added closing price function
This commit is contained in:
Giulio De Pasquale
parent
ffdfd6fb9c
commit
c3c6667201
65
bfxbot.py
65
bfxbot.py
@ -1,6 +1,7 @@
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#!/usr/bin/env python
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import asyncio
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import inspect
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import shutil
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import time
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from enum import Enum
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@ -72,7 +73,6 @@ class Printer():
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return self.current_line
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def next(self) -> int:
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# print("Current line: {}".format(self.current_line))
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line = self.current_line
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self.current_line += 1
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return line
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@ -121,14 +121,14 @@ class Status():
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def last_position(self) -> Position:
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return self.ticks[self.ticker.current_tick][1]
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def add_event(self, event: Event):
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async def add_event(self, event: Event):
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self.events.append(event)
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eh.call_event(event, self)
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await eh.call_event(event, self)
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async def last_price(self) -> float:
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return await get_current_price(self.symbol)
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def set_state(self, state: State):
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async def set_state(self, state: State):
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if self.current_state != state:
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event: Event = None
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@ -149,10 +149,10 @@ class Status():
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self.get_current_tick())
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self.events.append(event)
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eh.call_event(event, self)
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await eh.call_event(event, self)
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self.current_state = state
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eh.call_state(self.current_state, self)
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await eh.call_state(self.current_state, self)
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def get_current_state(self) -> State:
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return self.current_state
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@ -163,16 +163,22 @@ class EventHandler:
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self.event_handlers = {}
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self.state_handlers = {}
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def call_event(self, event: Event, status: Status):
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async def call_event(self, event: Event, status: Status):
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value = event.kind.value
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if value in self.event_handlers:
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for h in self.event_handlers[value]:
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h(event, status)
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if inspect.iscoroutinefunction(h):
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await h(event, status)
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else:
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h(event, status)
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def call_state(self, state: State, status: Status):
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async def call_state(self, state: State, status: Status):
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if state in self.state_handlers:
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for h in self.state_handlers[state]:
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h(status)
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if inspect.iscoroutinefunction(h):
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await h(status)
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else:
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h(status)
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def on_event(self, kind: EventKind):
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value = kind.value
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@ -214,6 +220,7 @@ BREAK_EVEN_PERC = TAKER_FEE
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MIN_PROFIT_PERC = 0.65
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GOOD_PROFIT_PERC = MIN_PROFIT_PERC * 2.1
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MAX_LOSS_PERC = -4.0
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OFFER_PERC = 0.01
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TRAIL_STOP_PERCENTAGES = {
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State.MINIMUM_PROFIT: 0.2,
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@ -249,8 +256,8 @@ def on_state_min_profit(status: Status):
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@eh.on_state(State.CRITICAL)
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def on_state_critical(status: Status):
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status.add_event(Event(EventKind.CLOSE_POSITION,
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async def on_state_critical(status: Status):
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await status.add_event(Event(EventKind.CLOSE_POSITION,
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status.get_current_tick()))
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@ -290,10 +297,26 @@ def update_stop_percentage(state: State, status: Status):
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@eh.on_event(EventKind.CLOSE_POSITION)
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def on_close_position(event: Event, status: Status):
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status.printer.print_next_line("I WOULD HAVE CLOSED THE POSITION HERE" * 100)
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async def on_close_position(event: Event, status: Status):
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status.printer.print_next_line(f"I WOULD HAVE CLOSED THE POSITION FOR {await calculate_best_closing_price(status)}")
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async def calculate_best_closing_price(status: Status):
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p: Position = status.last_position()
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is_long_pos = p.amount < 0
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pub_tick = await bfx.get_public_ticker(status.symbol)
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bid_price = pub_tick[0]
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ask_price = pub_tick[2]
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if is_long_pos:
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closing_price = bid_price * (1 - OFFER_PERC / 100)
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else:
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closing_price = -ask_price * (1 - OFFER_PERC/100)
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return closing_price
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def net_pl_percentage(perc: float, reference_fee_perc: float):
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return perc - reference_fee_perc
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@ -336,15 +359,15 @@ async def main(screen: Screen):
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p.profit_loss_percentage, TAKER_FEE)
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if plfees_percentage > GOOD_PROFIT_PERC:
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status.set_state(State.PROFIT)
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await status.set_state(State.PROFIT)
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elif MIN_PROFIT_PERC <= plfees_percentage < GOOD_PROFIT_PERC:
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status.set_state(State.MINIMUM_PROFIT)
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await status.set_state(State.MINIMUM_PROFIT)
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elif 0.0 <= plfees_percentage < MIN_PROFIT_PERC:
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status.set_state(State.BREAK_EVEN)
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await status.set_state(State.BREAK_EVEN)
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elif MAX_LOSS_PERC < plfees_percentage < 0.0:
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status.set_state(State.LOSS)
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await status.set_state(State.LOSS)
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else:
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status.set_state(State.CRITICAL)
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await status.set_state(State.CRITICAL)
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status_color = status.get_current_state().color()
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@ -353,11 +376,11 @@ async def main(screen: Screen):
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#
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if plfees_percentage > max_perc:
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max_perc = plfees_percentage
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status.add_event(Event(EventKind.NEW_MAXIMUM,
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await status.add_event(Event(EventKind.NEW_MAXIMUM,
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status.get_current_tick()))
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if plfees_percentage < min_perc:
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min_perc = plfees_percentage
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status.add_event(Event(EventKind.NEW_MINIMUM,
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await status.add_event(Event(EventKind.NEW_MINIMUM,
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status.get_current_tick()))
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min_perc_colored = colored_percentage(
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