added closing price function
This commit is contained in:
Giulio De Pasquale
parent
ffdfd6fb9c
commit
c3c6667201
61
bfxbot.py
61
bfxbot.py
@ -1,6 +1,7 @@
|
||||
#!/usr/bin/env python
|
||||
|
||||
import asyncio
|
||||
import inspect
|
||||
import shutil
|
||||
import time
|
||||
from enum import Enum
|
||||
@ -72,7 +73,6 @@ class Printer():
|
||||
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
|
||||
@ -121,14 +121,14 @@ class Status():
|
||||
def last_position(self) -> Position:
|
||||
return self.ticks[self.ticker.current_tick][1]
|
||||
|
||||
def add_event(self, event: Event):
|
||||
async def add_event(self, event: Event):
|
||||
self.events.append(event)
|
||||
eh.call_event(event, self)
|
||||
await eh.call_event(event, self)
|
||||
|
||||
async def last_price(self) -> float:
|
||||
return await get_current_price(self.symbol)
|
||||
|
||||
def set_state(self, state: State):
|
||||
async def set_state(self, state: State):
|
||||
if self.current_state != state:
|
||||
event: Event = None
|
||||
|
||||
@ -149,10 +149,10 @@ class Status():
|
||||
self.get_current_tick())
|
||||
|
||||
self.events.append(event)
|
||||
eh.call_event(event, self)
|
||||
await eh.call_event(event, self)
|
||||
self.current_state = state
|
||||
|
||||
eh.call_state(self.current_state, self)
|
||||
await eh.call_state(self.current_state, self)
|
||||
|
||||
def get_current_state(self) -> State:
|
||||
return self.current_state
|
||||
@ -163,15 +163,21 @@ class EventHandler:
|
||||
self.event_handlers = {}
|
||||
self.state_handlers = {}
|
||||
|
||||
def call_event(self, event: Event, status: Status):
|
||||
async def call_event(self, event: Event, status: Status):
|
||||
value = event.kind.value
|
||||
if value in self.event_handlers:
|
||||
for h in self.event_handlers[value]:
|
||||
if inspect.iscoroutinefunction(h):
|
||||
await h(event, status)
|
||||
else:
|
||||
h(event, status)
|
||||
|
||||
def call_state(self, state: State, status: Status):
|
||||
async def call_state(self, state: State, status: Status):
|
||||
if state in self.state_handlers:
|
||||
for h in self.state_handlers[state]:
|
||||
if inspect.iscoroutinefunction(h):
|
||||
await h(status)
|
||||
else:
|
||||
h(status)
|
||||
|
||||
def on_event(self, kind: EventKind):
|
||||
@ -214,6 +220,7 @@ BREAK_EVEN_PERC = TAKER_FEE
|
||||
MIN_PROFIT_PERC = 0.65
|
||||
GOOD_PROFIT_PERC = MIN_PROFIT_PERC * 2.1
|
||||
MAX_LOSS_PERC = -4.0
|
||||
OFFER_PERC = 0.01
|
||||
|
||||
TRAIL_STOP_PERCENTAGES = {
|
||||
State.MINIMUM_PROFIT: 0.2,
|
||||
@ -249,8 +256,8 @@ def on_state_min_profit(status: Status):
|
||||
|
||||
|
||||
@eh.on_state(State.CRITICAL)
|
||||
def on_state_critical(status: Status):
|
||||
status.add_event(Event(EventKind.CLOSE_POSITION,
|
||||
async def on_state_critical(status: Status):
|
||||
await status.add_event(Event(EventKind.CLOSE_POSITION,
|
||||
status.get_current_tick()))
|
||||
|
||||
|
||||
@ -290,10 +297,26 @@ def update_stop_percentage(state: State, status: Status):
|
||||
|
||||
|
||||
@eh.on_event(EventKind.CLOSE_POSITION)
|
||||
def on_close_position(event: Event, status: Status):
|
||||
status.printer.print_next_line("I WOULD HAVE CLOSED THE POSITION HERE" * 100)
|
||||
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)}")
|
||||
|
||||
|
||||
async def calculate_best_closing_price(status: Status):
|
||||
p: Position = status.last_position()
|
||||
|
||||
is_long_pos = p.amount < 0
|
||||
|
||||
pub_tick = await bfx.get_public_ticker(status.symbol)
|
||||
bid_price = pub_tick[0]
|
||||
ask_price = pub_tick[2]
|
||||
|
||||
if is_long_pos:
|
||||
closing_price = bid_price * (1 - OFFER_PERC / 100)
|
||||
else:
|
||||
closing_price = -ask_price * (1 - OFFER_PERC/100)
|
||||
|
||||
return closing_price
|
||||
|
||||
def net_pl_percentage(perc: float, reference_fee_perc: float):
|
||||
return perc - reference_fee_perc
|
||||
|
||||
@ -336,15 +359,15 @@ async def main(screen: Screen):
|
||||
p.profit_loss_percentage, TAKER_FEE)
|
||||
|
||||
if plfees_percentage > GOOD_PROFIT_PERC:
|
||||
status.set_state(State.PROFIT)
|
||||
await status.set_state(State.PROFIT)
|
||||
elif MIN_PROFIT_PERC <= plfees_percentage < GOOD_PROFIT_PERC:
|
||||
status.set_state(State.MINIMUM_PROFIT)
|
||||
await status.set_state(State.MINIMUM_PROFIT)
|
||||
elif 0.0 <= plfees_percentage < MIN_PROFIT_PERC:
|
||||
status.set_state(State.BREAK_EVEN)
|
||||
await status.set_state(State.BREAK_EVEN)
|
||||
elif MAX_LOSS_PERC < plfees_percentage < 0.0:
|
||||
status.set_state(State.LOSS)
|
||||
await status.set_state(State.LOSS)
|
||||
else:
|
||||
status.set_state(State.CRITICAL)
|
||||
await status.set_state(State.CRITICAL)
|
||||
|
||||
status_color = status.get_current_state().color()
|
||||
|
||||
@ -353,11 +376,11 @@ async def main(screen: Screen):
|
||||
#
|
||||
if plfees_percentage > max_perc:
|
||||
max_perc = plfees_percentage
|
||||
status.add_event(Event(EventKind.NEW_MAXIMUM,
|
||||
await 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,
|
||||
await status.add_event(Event(EventKind.NEW_MINIMUM,
|
||||
status.get_current_tick()))
|
||||
|
||||
min_perc_colored = colored_percentage(
|
||||
|
||||
Loading…
Reference in New Issue
Block a user