diff --git a/bfxbot.iml b/bfxbot.iml deleted file mode 100644 index 629892c..0000000 --- a/bfxbot.iml +++ /dev/null @@ -1,12 +0,0 @@ - - - - - - - - - - - \ No newline at end of file diff --git a/bfxbot/__init__.py b/bfxbot/__init__.py deleted file mode 100644 index f16da45..0000000 --- a/bfxbot/__init__.py +++ /dev/null @@ -1 +0,0 @@ -from .bfxbot import BfxBot diff --git a/bfxbot/bfxbot.py b/bfxbot/bfxbot.py deleted file mode 100644 index 5296035..0000000 --- a/bfxbot/bfxbot.py +++ /dev/null @@ -1,151 +0,0 @@ -import asyncio -import time -from typing import Dict, List, Optional, Tuple - -from bfxapi import Order - -from bfxbot.bfxwrapper import BfxWrapper -from bfxbot.currency import TradingPair, Symbol -from bfxbot.models import SymbolStatus, Ticker, EventHandler, Strategy, Event, EventKind, OFFER_PERC, PositionWrapper - - -class BfxBot: - def __init__(self, api_key: str, api_secret: str, symbols: List[TradingPair], quote: Symbol, - tick_duration: int = 1): - if api_key is None: - print("API_KEY is not set!") - raise ValueError - - if api_secret is None: - print("API_SECRET is not set!") - raise ValueError - - self.__bfx: BfxWrapper = BfxWrapper(api_key, api_secret) - self.__ticker: Ticker = Ticker(tick_duration) - self.__status: Dict[TradingPair, SymbolStatus] = {} - self.__quote: Symbol = quote - self.__account_info = None - self.__ledger = None - - if isinstance(symbols, TradingPair): - symbols = [symbols] - - self.symbols: List[TradingPair] = symbols - - # init symbol statuses - for s in self.symbols: - self.__status[s] = SymbolStatus(s) - - def __position_wrapper_from_id(self, position_id) -> Tuple[Optional[PositionWrapper], Optional[SymbolStatus]]: - for s in self.__status.values(): - pw = s.active_position_wrapper_from_id(position_id) - - if pw: - return pw, s - return None, None - - async def __update_status__(self): - active_positions = await self.__bfx.get_active_position() - - for symbol in self.__status: - # updating tick - self.__status[symbol].__init_tick__(self.__ticker.current_tick) - - # updating last price - last_price = await self.__bfx.get_current_prices(symbol) - last_price = last_price[0] - - self.__status[symbol].set_tick_price(self.__ticker.current_tick, last_price) - - # updating positions - symbol_positions = [x for x in active_positions if x.symbol == str(symbol)] - for p in symbol_positions: - await self.__status[TradingPair.from_str(p.symbol)].add_position(p) - - # updating orders - active_orders = await self.__bfx.get_active_orders(symbol) - - for o in active_orders: - self.__status[symbol].add_order(o) - - # emitting new tick event - # TODO: handle _on_new_tick() from Strategy - await self.__status[symbol].add_event(Event(EventKind.NEW_TICK, self.__ticker.current_tick)) - - async def best_position_closing_price(self, position_id: int) -> Optional[float]: - pw, _ = self.__position_wrapper_from_id(position_id) - - if not pw: - return None - - is_long_pos = pw.position.amount < 0 - - pub_tick = await self.__bfx.get_public_ticker(pw.position.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 close_order(self, symbol: TradingPair, order_id: int): - print(f"I would have closed order {order_id} for {symbol}") - - async def close_position(self, position_id: int): - pw, ss = self.__position_wrapper_from_id(position_id) - - if not pw: - print("Could not find open position!") - return - - closing_price = await self.best_position_closing_price(pw.position.id) - - amount = pw.position.amount * -1 - - open_orders = await self.__bfx.get_active_orders(pw.position.symbol) - - if not open_orders: - await self.__bfx.submit_order(pw.position.symbol, closing_price, amount, Order.Type.LIMIT) - await ss.add_event(Event(EventKind.ORDER_SUBMITTED, ss.current_tick)) - - async def get_balances(self): - return await self.__bfx.get_current_balances(self.__quote) - - async def get_profit_loss(self, start: int, end: int): - return await self.__bfx.profit_loss(start, end, self.__ledger, self.__quote) - - def set_strategy(self, symbol, strategy: Strategy): - if symbol in self.__status: - self.__status[symbol].strategy = strategy - else: - self.__status[symbol] = SymbolStatus(symbol, strategy) - - async def start(self): - self.__account_info = await self.__bfx.get_account_information() - self.__ledger = await self.__bfx.ledger_history(0, time.time() * 1000) - - await self.__update_status__() - - def symbol_event_handler(self, symbol) -> Optional[EventHandler]: - if symbol not in self.__status: - return None - - return self.__status[symbol].eh - - def symbol_status(self, symbol: TradingPair) -> Optional[SymbolStatus]: - if symbol not in self.__status: - return None - - return self.__status[symbol] - - async def update(self): - await asyncio.sleep(self.__ticker.seconds) - self.__ticker.inc() - await self.__update_status__() - - async def __update_ledger(self): - self.__ledger = await self.__bfx.ledger_history(0, time.time() * 1000) diff --git a/bfxbot/bfxwrapper.py b/bfxbot/bfxwrapper.py deleted file mode 100644 index ba0fc31..0000000 --- a/bfxbot/bfxwrapper.py +++ /dev/null @@ -1,212 +0,0 @@ -from bfxapi.rest.bfx_rest import BfxRest -from retrying_async import retry - -from bfxbot.currency import TradingPair, Balance, WalletKind, OrderType, Direction, Currency, BalanceGroup, Symbol -from bfxbot.utils import average - - -class BfxWrapper(BfxRest): - # default timeframe (in milliseconds) when retrieving old prices - DEFAULT_TIME_DELTA = 5 * 60 * 1000 - - def __init__(self, api_key: str, api_secret: str): - super().__init__(API_KEY=api_key, API_SECRET=api_secret) - - ####################################### - # OVERRIDDEN METHODS TO IMPLEMENT RETRY - ####################################### - - @retry() - async def get_public_ticker(self, symbol): - if isinstance(symbol, TradingPair): - symbol = str(symbol) - - return await super().get_public_ticker(symbol) - - @retry() - async def get_active_position(self): - return await super().get_active_position() - - @retry() - async def get_active_orders(self, symbol): - if isinstance(symbol, TradingPair): - symbol = str(symbol) - - return await super().get_active_orders(symbol) - - @retry() - async def get_trades(self, symbol, start, end): - if isinstance(symbol, TradingPair): - symbol = str(symbol) - - return await super().get_trades(symbol, start, end) - - @retry() - async def post(self, endpoint: str, data=None, params=""): - if data is None: - data = {} - return await super().post(endpoint, data, params) - - ################################ - # NEW METHODS - ################################ - - async def account_movements_between(self, start: int, end: int, ledger, quote: Symbol) -> BalanceGroup: - movements = BalanceGroup(quote) - - # TODO: Parallelize this - for entry in filter(lambda x: start <= x[3] <= end, ledger): - description: str = entry[8] - currency = entry[1] - amount = entry[5] - time = entry[3] - - if not description.lower().startswith("deposit"): - continue - - trading_pair = f"t{currency}{quote}" - start_time = time - self.DEFAULT_TIME_DELTA - end_time = time + self.DEFAULT_TIME_DELTA - - if currency != str(quote): - trades = await self.get_public_trades(symbol=trading_pair, start=start_time, end=end_time) - currency_price = average(list(map(lambda x: x[3], trades))) - - c = Currency(currency, amount, currency_price) - else: - c = Currency(currency, amount) - - b = Balance(c, quote) - - movements.add_balance(b) - - return movements - - async def balance_at(self, time: int, ledger, quote: Symbol): - bg = BalanceGroup(quote) - - # TODO: Parallelize this - for entry in filter(lambda x: x[3] <= time, ledger): - currency = entry[1] - amount = entry[6] - - if currency in bg.currency_names(): - continue - - trading_pair = f"t{currency}{quote}" - start_time = time - self.DEFAULT_TIME_DELTA - end_time = time + self.DEFAULT_TIME_DELTA - - - if currency != str(quote): - trades = await self.get_public_trades(symbol=trading_pair, start=start_time, end=end_time) - currency_price = average(list(map(lambda x: x[3], trades))) - - c = Currency(currency, amount, currency_price) - else: - c = Currency(currency, amount) - - b = Balance(c, quote) - - bg.add_balance(b) - - return bg - - # Calculate the average execution price for Trading or rate for Margin funding. - async def calculate_execution_price(self, pair: str, amount: float): - api_path = "/calc/trade/avg" - - res = await self.post(api_path, { - 'symbol': pair, - 'amount': amount - }) - - return res[0] - - async def get_account_information(self): - api_path = "auth/r/info/user" - - return await self.post(api_path) - - async def get_current_balances(self, quote: Symbol) -> BalanceGroup: - bg: BalanceGroup = BalanceGroup(quote) - - wallets = await self.get_wallets() - - for w in wallets: - kind = WalletKind.from_str(w.type) - - if not kind: - continue - - execution_price = await self.calculate_execution_price(f"t{w.currency}{quote}", w.balance) - c = Currency(w.currency, w.balance, execution_price) - b = Balance(c, quote, kind) - - bg.add_balance(b) - - return bg - - async def get_current_prices(self, symbol: TradingPair) -> (float, float, float): - if isinstance(symbol, TradingPair): - symbol = str(symbol) - - tickers = await self.get_public_ticker(symbol) - - bid_price = tickers[0] - ask_price = tickers[2] - ticker_price = tickers[6] - - return bid_price, ask_price, ticker_price - - async def ledger_history(self, start, end): - def chunks(lst): - for i in range(len(lst) - 1): - yield lst[i:i + 2] - - def get_timeframes(start, end, increments=10): - start = int(start) - end = int(end) - - delta = int((end - start) / increments) - - return [x for x in range(start, end, delta)] - - api_path = "auth/r/ledgers/hist" - - history = [] - - # TODO: Parallelize this - for c in chunks(get_timeframes(start, end)): - history.extend(await self.post(api_path, {'start': c[0], 'end': c[1], 'limit': 2500})) - - history.sort(key=lambda ledger_entry: ledger_entry[3], reverse=True) - - return history - - async def maximum_order_amount(self, symbol: TradingPair, direction: Direction, - order_type: OrderType = OrderType.EXCHANGE, - rate: int = 1): - api_path = "auth/calc/order/avail" - - return await self.post(api_path, - {'symbol': str(symbol), 'type': order_type.value, "dir": direction.value, "rate": rate}) - - async def profit_loss(self, start: int, end: int, ledger, quote: Symbol): - if start > end: - raise ValueError - - start_bg = await self.balance_at(start, ledger, quote) - end_bg = await self.balance_at(end, ledger, quote) - movements_bg = await self.account_movements_between(start, end, ledger, quote) - - start_quote = start_bg.quote_equivalent() - end_quote = end_bg.quote_equivalent() - movements_quote = movements_bg.quote_equivalent() - - profit_loss = end_quote - (start_quote + movements_quote) - - profit_loss_percentage = profit_loss / (start_quote + movements_quote) * 100 - - - return profit_loss, profit_loss_percentage diff --git a/bfxbot/currency.py b/bfxbot/currency.py deleted file mode 100644 index 09a5839..0000000 --- a/bfxbot/currency.py +++ /dev/null @@ -1,161 +0,0 @@ -import re -from enum import Enum -from typing import Optional, List - - -class Symbol(Enum): - XMR = "XMR" - BTC = "BTC" - ETH = "ETH" - USD = "USD" - - def __repr__(self): - return self.__str__() - - def __str__(self): - return self.value - - def __eq__(self, other): - return self.value == other.value - - -class TradingPair(Enum): - XMR = "XMR" - BTC = "BTC" - ETH = "ETH" - - def __repr__(self): - return f"t{self.value}USD" - - def __str__(self): - return self.__repr__() - - def __eq__(self, other): - return self.value == other.value - - def __hash__(self): - return hash(self.__repr__()) - - @staticmethod - def from_str(string: str): - match = re.compile("t([a-zA-Z]+)USD").match(string) - - if not match: - raise ValueError - - currency = match.group(1).lower() - - if currency in ("xmr"): - return TradingPair.XMR - elif currency in ("btc"): - return TradingPair.BTC - elif currency in ("eth"): - return TradingPair.ETH - else: - return NotImplementedError - - -class Currency: - def __init__(self, name: str, amount: float, price: float = None): - self.__name: str = name - self.__amount: float = amount - self.__price: Optional[float] = price - - def __str__(self): - if self.__price: - return f"{self.__name} {self.__amount} @ {self.__price}" - else: - return f"{self.__name} {self.__amount}" - - def __repr__(self): - return self.__str__() - - def amount(self) -> float: - return self.__amount - - def name(self) -> str: - return self.__name - - def price(self) -> Optional[float]: - return self.__price - - -class WalletKind(Enum): - EXCHANGE = "exchange", - MARGIN = "margin" - - @staticmethod - def from_str(string: str): - string = string.lower() - - if "margin" in string: - return WalletKind.MARGIN - if "exchange" in string: - return WalletKind.EXCHANGE - - return None - - -class Balance: - def __init__(self, currency: Currency, quote: Symbol, wallet: Optional[WalletKind] = None): - self.__currency: Currency = currency - self.__quote: Symbol = quote - self.__quote_equivalent: float = 0.0 - self.__wallet: Optional[WalletKind] = wallet - - if currency.name() == str(quote): - self.__quote_equivalent = currency.amount() - else: - self.__quote_equivalent = currency.amount() * currency.price() - - def currency(self) -> Currency: - return self.__currency - - def quote(self) -> Symbol: - return self.__quote - - def quote_equivalent(self) -> float: - return self.__quote_equivalent - - def wallet(self) -> Optional[WalletKind]: - return self.__wallet - - -class BalanceGroup: - def __init__(self, quote: Symbol, balances: Optional[List[Balance]] = None): - if balances is None: - balances = [] - - self.__quote: Symbol = quote - self.__balances: Optional[List[Balance]] = balances - self.__quote_equivalent: float = 0.0 - - def __iter__(self): - return self.__balances.__iter__() - - def add_balance(self, balance: Balance): - self.__balances.append(balance) - - self.__quote_equivalent += balance.quote_equivalent() - - def balances(self) -> Optional[List[Balance]]: - return self.__balances - - def currency_names(self) -> List[str]: - return list(map(lambda x: x.currency().name(), self.balances())) - - def quote(self) -> Symbol: - return self.__quote - - def quote_equivalent(self) -> float: - return self.__quote_equivalent - - -class Direction(Enum): - UP = 1, - DOWN = -1 - - -class OrderType(Enum): - EXCHANGE = "EXCHANGE", - MARGIN = "MARGIN" diff --git a/bfxbot/models.py b/bfxbot/models.py deleted file mode 100644 index 607b207..0000000 --- a/bfxbot/models.py +++ /dev/null @@ -1,295 +0,0 @@ -import inspect -import time -from enum import Enum -from typing import List, Dict, Tuple, Optional - -from bfxapi import Order, Position - -from bfxbot.currency import TradingPair - -OFFER_PERC = 0.008 -TAKER_FEE = 0.2 -MAKER_FEE = 0.1 - - -def __add_to_dict_list__(dictionary: Dict[int, List], k, v) -> Dict[int, List]: - if k not in dictionary: - dictionary[k] = [v] - else: - dictionary[k].append(v) - - return dictionary - - -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, - CLOSE_POSITION = 8, - TRAILING_STOP_SET = 9, - TRAILING_STOP_MOVED = 10, - ORDER_SUBMITTED = 11, - NEW_TICK = 12 - - -class EventMetadata: - def __init__(self, position_id: int = None, order_id: int = None): - self.position_id: int = position_id - self.order_id: int = order_id - - -class PositionState(Enum): - CRITICAL = -1, - LOSS = 0, - BREAK_EVEN = 1, - MINIMUM_PROFIT = 2, - PROFIT = 3, - UNDEFINED = 4 - - def color(self) -> str: - if self == self.LOSS or self == self.CRITICAL: - return "red" - elif self == self.BREAK_EVEN: - return "yellow" - else: - return "green" - - def __str__(self): - return f"{self.name}" - - def __repr__(self): - return self.__str__() - - -class Ticker: - def __init__(self, sec) -> None: - self.seconds: int = sec - self.start_time = time.time() - self.current_tick: int = 1 - - def inc(self): - self.current_tick += 1 - - -class Event: - def __init__(self, kind: EventKind, tick: int, metadata: EventMetadata = None) -> None: - self.kind: EventKind = kind - self.tick: int = tick - self.metadata: EventMetadata = metadata - - def __repr__(self) -> str: - return f"{self.kind.name} @ Tick {self.tick}" - - def has_metadata(self) -> bool: - return self.metadata is not None - - -class PositionWrapper: - def __init__(self, position: Position, state: PositionState = PositionState.UNDEFINED, - net_profit_loss: float = None, - net_profit_loss_percentage: float = None): - self.position: Position = position - self.__net_profit_loss: float = net_profit_loss - self.__net_profit_loss_percentage: float = net_profit_loss_percentage - self.__state: PositionState = state - - def net_profit_loss(self) -> float: - return self.__net_profit_loss - - def net_profit_loss_percentage(self) -> float: - return self.__net_profit_loss_percentage - - def set_state(self, state: PositionState): - self.__state = state - - def state(self) -> PositionState: - return self.__state - - -class SymbolStatus: - def __init__(self, symbol: TradingPair, strategy=None): - self.symbol = symbol - self.eh = EventHandler() - self.prices: Dict[int, float] = {} - self.events: List[Event] = [] - self.orders: Dict[int, List[Order]] = {} - self.positions: Dict[int, List[PositionWrapper]] = {} - self.current_tick: int = 1 - self.strategy: Strategy = strategy - - def __init_tick__(self, tick: int): - self.current_tick = tick - self.prices[self.current_tick] = None - self.orders[self.current_tick] = [] - self.positions[self.current_tick] = [] - - async def add_event(self, event: Event): - self.events.append(event) - await self.eh.call_event(self, event) - - def add_order(self, order: Order): - if self.strategy: - self.strategy.order_on_new_tick(order, self) - self.orders = __add_to_dict_list__(self.orders, self.current_tick, order) - - # Applies strategy and adds position to list - async def add_position(self, position: Position): - events = [] - - # if a strategy is defined then the strategy takes care of creating a PW for us - if not self.strategy: - pw = PositionWrapper(position) - else: - pw, events = await self.__apply_strategy_to_position__(position) - self.positions = __add_to_dict_list__(self.positions, self.current_tick, pw) - - # triggering state callbacks - await self.__trigger_position_state_callbacks__(pw) - - # triggering events callbacks - for e in events: - if not isinstance(e, Event): - raise ValueError - await self.add_event(e) - - def all_prices(self) -> List[float]: - return list(map(lambda x: self.prices[x], range(1, self.current_tick + 1))) - - def all_ticks(self) -> List[int]: - return [x for x in range(1, self.current_tick + 1)] - - def current_positions(self) -> List[PositionWrapper]: - return self.positions[self.current_tick] - - def current_price(self): - return self.prices[self.current_tick] - - def previous_pw(self, pid: int) -> Optional[PositionWrapper]: - if self.current_tick == 1: - return None - - if not self.positions[self.current_tick - 1]: - return None - - return next(filter(lambda x: x.position.id == pid, self.positions[self.current_tick - 1])) - - def active_position_wrapper_from_id(self, position_id: int) -> Optional[PositionWrapper]: - if self.current_tick in self.positions: - for pw in self.positions[self.current_tick]: - if pw.position.id == position_id: - return pw - return None - - def set_tick_price(self, tick, price): - self.prices[tick] = price - - async def __apply_strategy_to_position__(self, position: Position) -> Tuple[PositionWrapper, List[Event]]: - pw, events = self.strategy.position_on_new_tick(position, self) - - if not isinstance(pw, PositionWrapper): - raise ValueError - - if not isinstance(events, list): - raise ValueError - - return pw, events - - async def __trigger_position_state_callbacks__(self, pw: PositionWrapper): - await self.eh.call_position_state(self, pw) - - -class Strategy: - """ - Defines new position state and events after tick. - """ - - def position_on_new_tick(self, position: Position, ss: SymbolStatus) -> Tuple[PositionWrapper, List[Event]]: - pass - - """ - Defines new order state and events after tick. - """ - - def order_on_new_tick(self, order: Order, ss: SymbolStatus): - pass - - -class EventHandler: - def __init__(self): - self.event_handlers = {} - self.state_handlers = {} - self.any_events = [] - self.any_state = [] - - async def call_event(self, status: SymbolStatus, event: Event): - value = event.kind.value - - # print("CALLING EVENT: {}".format(event)) - 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) - - for h in self.any_events: - if inspect.iscoroutinefunction(h): - await h(event, status) - else: - h(event, status) - - async def call_position_state(self, status: SymbolStatus, pw: PositionWrapper): - state = pw.state() - - if state in self.state_handlers: - for h in self.state_handlers[state]: - if inspect.iscoroutinefunction(h): - await h(pw, status) - else: - h(pw, status) - - for h in self.any_state: - if inspect.iscoroutinefunction(h): - await h(pw, status) - else: - h(pw, status) - - def on_event(self, kind: EventKind): - value = kind.value - - def registerhandler(handler): - if value in self.event_handlers: - self.event_handlers[value].append(handler) - else: - self.event_handlers[value] = [handler] - return handler - - return registerhandler - - def on_position_state(self, state: PositionState): - def registerhandler(handler): - if state in self.state_handlers: - self.state_handlers[state].append(handler) - else: - self.state_handlers[state] = [handler] - return handler - - return registerhandler - - def on_any_event(self): - def registerhandle(handler): - self.any_events.append(handler) - return handler - - return registerhandle - - def on_any_position_state(self): - def registerhandle(handler): - self.any_state.append(handler) - return handler - - return registerhandle diff --git a/bfxbot/utils.py b/bfxbot/utils.py deleted file mode 100644 index 6fa5c7e..0000000 --- a/bfxbot/utils.py +++ /dev/null @@ -1,59 +0,0 @@ -import re - -from bfxbot.bfxwrapper import Balance -from bfxbot.models import PositionWrapper - - -class CurrencyPair: - def __init__(self, base: str, quote: str): - self.base: str = base - self.quote: str = quote - - @staticmethod - def from_str(string: str): - symbol_regex = re.compile("t(?P[a-zA-Z]{3})(?P[a-zA-Z]{3})") - - match = symbol_regex.match(string) - - if not match: - return None - - return CurrencyPair(match.group("base"), match.group("quote")) - - -def average(a): - return sum(a) / len(a) - - -def balance_to_json(balance: Balance): - return { - 'currency': balance.currency().name(), - 'amount': balance.currency().amount(), - 'kind': balance.wallet().value, - 'quote': balance.quote().value, - 'quote_equivalent': balance.quote_equivalent() - } - - -def net_pl_percentage(perc: float, reference_fee_perc: float): - return perc - reference_fee_perc - - -def pw_to_posprop(pw: PositionWrapper): - pair = CurrencyPair.from_str(pw.position.symbol) - - if not pair: - raise ValueError - - return { - "id": pw.position.id, - "amount": pw.position.amount, - "base_price": pw.position.base_price, - "state": str(pw.state()), - "pair": { - "base": pair.base, - "quote": pair.quote - }, - "profit_loss": pw.net_profit_loss(), - "profit_loss_percentage": pw.net_profit_loss_percentage() - } diff --git a/main.py b/main.py deleted file mode 100755 index a0935d9..0000000 --- a/main.py +++ /dev/null @@ -1,140 +0,0 @@ -# #!/usr/bin/env python - -import asyncio -import os -import threading -from time import sleep -from typing import List - -import dotenv -from flask import Flask, render_template -from flask_socketio import SocketIO - -from bfxbot import BfxBot -from bfxbot.bfxwrapper import Balance -from bfxbot.currency import TradingPair, Symbol -from bfxbot.models import PositionWrapper, SymbolStatus, Event, EventKind -from bfxbot.utils import pw_to_posprop, balance_to_json -from strategy import TrailingStopStrategy - - -async def bot_loop(): - await bot.start() - - while True: - await bot.update() - - -loop = asyncio.new_event_loop() - -dotenv.load_dotenv() - -API_KEY = os.getenv("API_KEY") -API_SECRET = os.getenv("API_SECRET") - -app = Flask(__name__) -socketio = SocketIO(app, async_mode="threading") -bot = BfxBot(api_key=API_KEY, api_secret=API_SECRET, - symbols=[TradingPair.BTC], quote=Symbol.USD, tick_duration=20) -strategy = TrailingStopStrategy() -bot.set_strategy(TradingPair.BTC, strategy) -btc_eh = bot.symbol_event_handler(TradingPair.BTC) - -# initializing and starting bot on other thread -threading.Thread(target=lambda: asyncio.run(bot_loop())).start() - - -################################### -# Flask callbacks -################################### - -@app.route('/') -def entry(): - return render_template('index.html') - - -################################### -# Socker.IO callbacks -################################### - -@socketio.on("close_position") -def on_close_position(message: dict): - position_id = message['position_id'] - - loop.run_until_complete(bot.close_position(position_id)) - - -@socketio.on('connect') -def on_connect(): - # sleeping on exception to avoid race condition - ticks, prices, positions, balances = [], [], [], [] - - while not ticks or not prices: - try: - ticks = bot.symbol_status(TradingPair.BTC).all_ticks() - prices = bot.symbol_status(TradingPair.BTC).all_prices() - positions = bot.symbol_status(TradingPair.BTC).current_positions() - balances = loop.run_until_complete(bot.get_balances()) - except KeyError: - sleep(1) - - socketio.emit("first_connect", - { - "ticks": ticks, - "prices": prices, - "positions": list(map(pw_to_posprop, positions)), - "balances": list(map(balance_to_json, balances)) - }) - - -@socketio.on('get_profit_loss') -def on_get_profit_loss(message): - start = message['start'] - end = message['end'] - - profit_loss = loop.run_until_complete(bot.get_profit_loss(start, end)) - - socketio.emit("put_profit_loss", { - "pl": profit_loss[0], - "pl_perc": profit_loss[1] - }) - -################################### -# Bot callbacks -################################### - -@btc_eh.on_event(EventKind.CLOSE_POSITION) -async def on_close_position(event: Event, _): - print("CLOSING!") - await bot.close_position(event.metadata.position_id) - - -@btc_eh.on_any_position_state() -async def on_any_state(pw: PositionWrapper, ss: SymbolStatus): - await strategy.update_stop_percentage(pw, ss) - - -@btc_eh.on_event(EventKind.NEW_TICK) -async def on_new_tick(event: Event, status: SymbolStatus): - tick = event.tick - price = status.prices[event.tick] - - balances: List[Balance] = await bot.get_balances() - positions: List[PositionWrapper] = status.positions[event.tick] if event.tick in status.positions else [] - - socketio.emit("new_tick", {"tick": tick, - "price": price, - "positions": list(map(pw_to_posprop, positions)), - "balances": list(map(balance_to_json, balances))}) - - -@btc_eh.on_any_event() -def on_any_event(event: Event, _): - socketio.emit("new_event", { - "tick": event.tick, - "kind": event.kind.name - }) - - -if __name__ == '__main__': - socketio.run(app) diff --git a/requirements.txt b/requirements.txt deleted file mode 100644 index b00bccc..0000000 --- a/requirements.txt +++ /dev/null @@ -1,36 +0,0 @@ -aiohttp==3.7.3 -astroid==2.4.2 -async-timeout==3.0.1 -asyncio==3.4.3 -attrs==20.3.0 -bidict==0.21.2 -bitfinex-api-py==1.1.8 -chardet==3.0.4 -click==7.1.2 -eventemitter==0.2.0 -Flask==1.1.2 -Flask-SocketIO==5.0.1 -idna==2.10 -isort==5.6.4 -itsdangerous==1.1.0 -Jinja2==2.11.2 -lazy-object-proxy==1.4.3 -MarkupSafe==1.1.1 -mccabe==0.6.1 -mpmath==1.1.0 -multidict==5.1.0 -pyee==8.1.0 -pylint==2.6.0 -python-dotenv==0.15.0 -python-engineio==4.0.0 -python-socketio==5.0.3 -retrying-async==1.2.0 -six==1.15.0 -sympy==1.7.1 -toml==0.10.2 -typing-extensions==3.7.4.3 -websockets==8.1 -Werkzeug==1.0.1 -wrapt==1.12.1 -yarl==1.6.3 - diff --git a/sounds/1up.mp3 b/sounds/1up.mp3 deleted file mode 100644 index 14a165d..0000000 Binary files a/sounds/1up.mp3 and /dev/null differ diff --git a/sounds/coin.mp3 b/sounds/coin.mp3 deleted file mode 100644 index db62eca..0000000 Binary files a/sounds/coin.mp3 and /dev/null differ diff --git a/sounds/gameover.mp3 b/sounds/gameover.mp3 deleted file mode 100644 index 2a0905f..0000000 Binary files a/sounds/gameover.mp3 and /dev/null differ diff --git a/sounds/goal.wav b/sounds/goal.wav deleted file mode 100644 index 15144bb..0000000 Binary files a/sounds/goal.wav and /dev/null differ diff --git a/static/.gitignore b/static/.gitignore deleted file mode 100644 index a5baada..0000000 --- a/static/.gitignore +++ /dev/null @@ -1,3 +0,0 @@ -* -!.gitignore - diff --git a/strategy.py b/strategy.py deleted file mode 100644 index 920dd85..0000000 --- a/strategy.py +++ /dev/null @@ -1,123 +0,0 @@ -from typing import List, Dict - -import sympy.abc -from bfxapi import Position -from sympy import Point, solve - -from bfxbot.models import Strategy, PositionState, SymbolStatus, Event, EventKind, EventMetadata, PositionWrapper, \ - TAKER_FEE -from bfxbot.utils import net_pl_percentage - - -class SquaredTrailingStop: - def __init__(self, p_min: Point, p_max: Point): - a = sympy.abc.a - b = sympy.abc.b - c = sympy.abc.c - - self.p_min = p_min - self.p_max = p_max - - e1 = 2 * a * (p_max.x + b) - e2 = a * (p_min.x + b) ** 2 + c - p_min.y - e3 = a * (p_max.x + b) ** 2 + c - p_max.y - - s = solve([e1, e2, e3])[0] - - self.a, self.b, self.c = s[a], s[b], s[c] - - def y(self, x): - def inter_y(x): - return self.a * (x + self.b) ** 2 + self.c - - if x < self.p_min.x: - return self.p_min.y - elif x > self.p_max.x: - return self.p_max.y - else: - return inter_y(x) - - def profit(self, x): - if x < self.p_min.x: - return 0 - return x - self.y(x) - - -class TrailingStopStrategy(Strategy): - BREAK_EVEN_PERC = TAKER_FEE - MIN_PROFIT_PERC = BREAK_EVEN_PERC + 0.3 - GOOD_PROFIT_PERC = MIN_PROFIT_PERC * 2.5 - MAX_LOSS_PERC = -4.0 - - TRAILING_STOP = SquaredTrailingStop(Point(MIN_PROFIT_PERC, MIN_PROFIT_PERC / 3 * 2), Point(GOOD_PROFIT_PERC, 0.1)) - - def __init__(self): - # position_id : stop percentage - self.stop_percentage: Dict[int, float] = {} - - def position_on_new_tick(self, current_position: Position, ss: SymbolStatus) -> (PositionState, List[Event]): - events = [] - - pl_perc = net_pl_percentage(current_position.profit_loss_percentage, TAKER_FEE) - prev = ss.previous_pw(current_position.id) - event_metadata = EventMetadata(position_id=current_position.id) - - if pl_perc > self.GOOD_PROFIT_PERC: - state = PositionState.PROFIT - elif self.MIN_PROFIT_PERC <= pl_perc < self.GOOD_PROFIT_PERC: - state = PositionState.MINIMUM_PROFIT - elif 0.0 <= pl_perc < self.MIN_PROFIT_PERC: - state = PositionState.BREAK_EVEN - elif self.MAX_LOSS_PERC < pl_perc < 0.0: - state = PositionState.LOSS - else: - events.append(Event(EventKind.CLOSE_POSITION, ss.current_tick, event_metadata)) - state = PositionState.CRITICAL - - pw = PositionWrapper(current_position, state=state, net_profit_loss=current_position.profit_loss, - net_profit_loss_percentage=pl_perc) - - if not prev or prev.state() == state: - return pw, events - - if state == PositionState.PROFIT: - events.append(Event(EventKind.REACHED_GOOD_PROFIT, ss.current_tick, event_metadata)) - elif state == PositionState.MINIMUM_PROFIT: - events.append(Event(EventKind.REACHED_MIN_PROFIT, ss.current_tick, event_metadata)) - elif state == PositionState.BREAK_EVEN: - events.append(Event(EventKind.REACHED_BREAK_EVEN, ss.current_tick, event_metadata)) - elif state == PositionState.LOSS: - events.append(Event(EventKind.REACHED_LOSS, ss.current_tick, event_metadata)) - else: - events.append(Event(EventKind.REACHED_MAX_LOSS, ss.current_tick, event_metadata)) - events.append(Event(EventKind.CLOSE_POSITION, ss.current_tick, event_metadata)) - - return pw, events - - async def update_stop_percentage(self, pw: PositionWrapper, ss: SymbolStatus): - current_pl_perc = pw.net_profit_loss_percentage() - pid = pw.position.id - event_metadata = EventMetadata(position_id=pw.position.id) - - # if trailing stop not set for this position and state is not profit (we should not set it) - if pid not in self.stop_percentage and pw.state() not in [PositionState.MINIMUM_PROFIT, - PositionState.PROFIT]: - return - - # set stop percentage for first time only if in profit - if pid not in self.stop_percentage: - await ss.add_event(Event(EventKind.TRAILING_STOP_SET, ss.current_tick, event_metadata)) - - self.stop_percentage[pid] = current_pl_perc - self.TRAILING_STOP.y(current_pl_perc) - return - - # moving trailing stop - if current_pl_perc - self.TRAILING_STOP.y(current_pl_perc) > self.stop_percentage[pid]: - await ss.add_event(Event(EventKind.TRAILING_STOP_MOVED, ss.current_tick, event_metadata)) - self.stop_percentage[pid] = current_pl_perc - self.TRAILING_STOP.y(current_pl_perc) - - # close position if current P/L below stop percentage - if current_pl_perc < self.stop_percentage[pid]: - await ss.add_event(Event(EventKind.CLOSE_POSITION, ss.current_tick, event_metadata)) - - return diff --git a/templates/index.html b/templates/index.html deleted file mode 100644 index 7940a79..0000000 --- a/templates/index.html +++ /dev/null @@ -1,16 +0,0 @@ - - - - - - - - -Rustico - - -
- - - - \ No newline at end of file diff --git a/websrc/.eslintcache b/websrc/.eslintcache index f238dc2..d1449c5 100644 --- a/websrc/.eslintcache +++ b/websrc/.eslintcache @@ -1 +1 @@ -[{"/home/giulio/dev/gkaching/websrc/src/components/App.tsx":"1","/home/giulio/dev/gkaching/websrc/src/components/Cards.tsx":"2","/home/giulio/dev/gkaching/websrc/src/components/Overlays.tsx":"3","/home/giulio/dev/gkaching/websrc/src/index.tsx":"4"},{"size":4418,"mtime":1609331626715,"results":"5","hashOfConfig":"6"},{"size":5688,"mtime":1609331022076,"results":"7","hashOfConfig":"6"},{"size":5235,"mtime":1609331232067,"results":"8","hashOfConfig":"6"},{"size":321,"mtime":1609332875579,"results":"9","hashOfConfig":"6"},{"filePath":"10","messages":"11","errorCount":0,"warningCount":1,"fixableErrorCount":0,"fixableWarningCount":0,"source":"12"},"1ev2e5",{"filePath":"13","messages":"14","errorCount":0,"warningCount":4,"fixableErrorCount":0,"fixableWarningCount":0,"source":"15"},{"filePath":"16","messages":"17","errorCount":0,"warningCount":1,"fixableErrorCount":0,"fixableWarningCount":0,"source":"18"},{"filePath":"19","messages":"20","errorCount":0,"warningCount":0,"fixableErrorCount":0,"fixableWarningCount":0},"/home/giulio/dev/gkaching/websrc/src/components/App.tsx",["21"],"import React, { Component } from \"react\";\nimport {\n Balance,\n CurrencyPair,\n EventName,\n EventProp,\n FirstConnectMessage,\n NewEventMessage,\n NewTickMessage,\n PositionProp\n} from \"../types\";\nimport { socket } from \"../index\";\nimport { symbolToPair } from \"../utils\";\nimport { Helmet } from \"react-helmet\";\nimport { Navbar, Sidebar } from \"./Navbars\";\nimport { Statusbar } from \"./Statusbar\";\nimport { PositionsTable } from \"./Tables\";\nimport RPlot from \"./RPlot\";\n\ntype AppState = {\n current_price: number,\n current_tick: number,\n last_update: Date,\n positions: Array,\n events: Array,\n active_pair: CurrencyPair,\n available_pairs: Array,\n balances: Array\n}\n\nclass App extends Component<{}, AppState> {\n event_id = 0;\n\n state = {\n current_price: 0,\n current_tick: 0,\n last_update: new Date(),\n positions: [],\n events: [],\n balances: [],\n active_pair: symbolToPair(\"tBTCUSD\"),\n available_pairs: []\n }\n\n constructor(props: {}) {\n super(props)\n }\n\n componentDidMount() {\n socket.on(EventName.FirstConnect, (data: FirstConnectMessage) => {\n this.setState({\n current_price: data.prices[data.prices.length - 1],\n current_tick: data.ticks[data.ticks.length - 1],\n last_update: new Date(),\n positions: data.positions,\n balances: data.balances\n })\n })\n\n socket.on(EventName.NewTick, (data: NewTickMessage) => {\n this.setState({\n current_price: data.price,\n current_tick: data.tick,\n last_update: new Date(),\n positions: data.positions,\n balances: data.balances\n })\n })\n\n socket.on(EventName.NewEvent, (data: NewEventMessage) => {\n // ignore new tick\n if (!data.kind.toLowerCase().includes(\"new_tick\")) {\n const new_event: EventProp = {\n id: this.event_id,\n name: data.kind,\n tick: data.tick\n }\n\n this.event_id += 1\n\n this.setState((state) => ({\n events: [...state.events, new_event]\n }))\n }\n })\n }\n\n render() {\n return (\n <>\n \n Rustico\n - {String(this.state.current_price.toLocaleString())} {String(this.state.active_pair.base) + \"/\" + String(this.state.active_pair.quote)} \n \n
\n
\n \n\n \n
\n \n
\n\n
\n \n \n
\n
\n\n {this.state.positions.length > 0 ?\n : null}\n\n
\n Made with ❤️ by the Peperone in a scantinato\n
\n \n\n \n
\n \n \n )\n }\n}\n\nexport default App;","/home/giulio/dev/gkaching/websrc/src/components/Cards.tsx",["22","23","24","25"],"import React, { Component } from 'react';\nimport { Balance, EventName, FirstConnectMessage, NewTickMessage } from \"../types\";\nimport { socket } from \"../index\";\n\nexport type CoinBalanceProps = {\n name: string,\n amount: number,\n percentage: number,\n quote_equivalent: number,\n quote_symbol: string,\n}\n\nclass CoinBalance extends Component {\n constructor(props: CoinBalanceProps) {\n super(props);\n }\n\n render() {\n // do not print equivalent if this element is the quote itself\n const quoteBlock = this.props.name != this.props.quote_symbol ? this.props.quote_symbol.concat(\" \").concat(this.props.quote_equivalent.toLocaleString()) : null\n\n // const accessory = SymbolAccessories.filter((accessory) => {\n // return accessory.name == this.props.name\n // })\n //\n // const icon = accessory.length > 0 ? accessory.pop().icon : null\n\n return (\n
\n
\n {/*{icon}*/}\n
\n
\n {this.props.name}\n
\n
\n
\n {Math.trunc(this.props.percentage)}%\n
\n
\n
\n
\n
\n
\n
\n
\n {this.props.amount.toFixed(5)} {this.props.name}\n
\n
\n
\n \n {quoteBlock}\n
\n
\n
\n
\n )\n }\n\n}\n\nexport type WalletCardProps = {\n quote: string,\n}\n\nexport class WalletCard extends Component\n <{}, { balances: Array }> {\n // constructor(props) {\n // super(props);\n // }\n\n state =\n {\n balances: []\n }\n\n totalQuoteBalance() {\n let total = 0\n\n this.state.balances.forEach((balance: Balance) => {\n if (balance.currency == balance.quote) {\n total += balance.amount\n } else {\n total += balance.quote_equivalent\n }\n })\n\n return total\n }\n\n renderCoinBalances() {\n return (\n this.state.balances.map((balance: Balance) => {\n const percentage_amount = balance.quote == balance.currency ? balance.amount : balance.quote_equivalent;\n\n return (\n \n )\n })\n )\n }\n\n componentDidMount() {\n socket.on(EventName.NewTick, (data: NewTickMessage) => {\n this.setState({\n balances: data.balances\n })\n })\n\n socket.on(EventName.FirstConnect, (data: FirstConnectMessage) => {\n this.setState({\n balances: data.balances\n })\n })\n }\n\n render() {\n return (\n
\n \n
\n
\n

Your Wallets

\n
\n \n \n
\n
\n
\n\n {this.renderCoinBalances()}\n\n
\n
\n Total Balance ≈ USD {this.totalQuoteBalance().toLocaleString()}\n
\n
\n
\n \n )\n }\n}","/home/giulio/dev/gkaching/websrc/src/components/Overlays.tsx",["26"],"import React, {Component} from \"react\";\nimport {socket} from \"../index\";\nimport {EventName} from \"../types\";\n\nexport type ModalProps = {\n show: boolean,\n positionId: number,\n toggleConfirmation: any\n}\n\nexport class ClosePositionModal extends Component {\n constructor(props: ModalProps) {\n super(props);\n }\n\n render() {\n if (!this.props.show) {\n return null\n }\n\n return (\n
\n
\n
\n
\n
\n\n {/*This element is to trick the browser into centering the modal contents. -->*/}\n ​\n\n {/*Modal panel, show/hide based on modal state.*/}\n\n {/*Entering: \"ease-out duration-300\"*/}\n {/* From: \"opacity-0 translate-y-4 sm:translate-y-0 sm:scale-95\"*/}\n {/* To: \"opacity-100 translate-y-0 sm:scale-100\"*/}\n {/*Leaving: \"ease-in duration-200\"*/}\n {/* From: \"opacity-100 translate-y-0 sm:scale-100\"*/}\n {/* To: \"opacity-0 translate-y-4 sm:translate-y-0 sm:scale-95\"*/}\n\n \n
\n
\n \n {/*Heroicon name: exclamation -->*/}\n \n \n \n
\n
\n

\n Close position\n

\n
\n

\n Are you sure you want to close the position? This action cannot be undone.\n

\n
\n
\n
\n
\n
\n \n \n
\n
\n
\n \n )\n }\n}","/home/giulio/dev/gkaching/websrc/src/index.tsx",[],{"ruleId":"27","severity":1,"message":"28","line":45,"column":5,"nodeType":"29","messageId":"30","endLine":47,"endColumn":6},{"ruleId":"27","severity":1,"message":"28","line":14,"column":5,"nodeType":"29","messageId":"30","endLine":16,"endColumn":6},{"ruleId":"31","severity":1,"message":"32","line":20,"column":44,"nodeType":"33","messageId":"34","endLine":20,"endColumn":46},{"ruleId":"31","severity":1,"message":"35","line":83,"column":34,"nodeType":"33","messageId":"34","endLine":83,"endColumn":36},{"ruleId":"31","severity":1,"message":"35","line":96,"column":57,"nodeType":"33","messageId":"34","endLine":96,"endColumn":59},{"ruleId":"27","severity":1,"message":"28","line":12,"column":5,"nodeType":"29","messageId":"30","endLine":14,"endColumn":6},"@typescript-eslint/no-useless-constructor","Useless constructor.","MethodDefinition","noUselessConstructor","eqeqeq","Expected '!==' and instead saw '!='.","BinaryExpression","unexpected","Expected '===' and instead saw '=='."] \ No newline at end of file +[{"/home/giulio/dev/gkaching/websrc/src/components/App.tsx":"1","/home/giulio/dev/gkaching/websrc/src/components/Cards.tsx":"2","/home/giulio/dev/gkaching/websrc/src/components/Overlays.tsx":"3","/home/giulio/dev/gkaching/websrc/src/index.tsx":"4"},{"size":4418,"mtime":1609342346604,"results":"5","hashOfConfig":"6"},{"size":5688,"mtime":1609342346604,"results":"7","hashOfConfig":"6"},{"size":5235,"mtime":1609331232067,"results":"8","hashOfConfig":"6"},{"size":321,"mtime":1609342346604,"results":"9","hashOfConfig":"6"},{"filePath":"10","messages":"11","errorCount":0,"warningCount":1,"fixableErrorCount":0,"fixableWarningCount":0,"source":null},"1ev2e5",{"filePath":"12","messages":"13","errorCount":0,"warningCount":4,"fixableErrorCount":0,"fixableWarningCount":0,"source":null},{"filePath":"14","messages":"15","errorCount":0,"warningCount":1,"fixableErrorCount":0,"fixableWarningCount":0,"source":"16"},{"filePath":"17","messages":"18","errorCount":0,"warningCount":0,"fixableErrorCount":0,"fixableWarningCount":0},"/home/giulio/dev/gkaching/websrc/src/components/App.tsx",["19"],"/home/giulio/dev/gkaching/websrc/src/components/Cards.tsx",["20","21","22","23"],"/home/giulio/dev/gkaching/websrc/src/components/Overlays.tsx",["24"],"import React, {Component} from \"react\";\nimport {socket} from \"../index\";\nimport {EventName} from \"../types\";\n\nexport type ModalProps = {\n show: boolean,\n positionId: number,\n toggleConfirmation: any\n}\n\nexport class ClosePositionModal extends Component {\n constructor(props: ModalProps) {\n super(props);\n }\n\n render() {\n if (!this.props.show) {\n return null\n }\n\n return (\n
\n
\n
\n
\n
\n\n {/*This element is to trick the browser into centering the modal contents. -->*/}\n ​\n\n {/*Modal panel, show/hide based on modal state.*/}\n\n {/*Entering: \"ease-out duration-300\"*/}\n {/* From: \"opacity-0 translate-y-4 sm:translate-y-0 sm:scale-95\"*/}\n {/* To: \"opacity-100 translate-y-0 sm:scale-100\"*/}\n {/*Leaving: \"ease-in duration-200\"*/}\n {/* From: \"opacity-100 translate-y-0 sm:scale-100\"*/}\n {/* To: \"opacity-0 translate-y-4 sm:translate-y-0 sm:scale-95\"*/}\n\n \n
\n
\n \n {/*Heroicon name: exclamation -->*/}\n \n \n \n
\n
\n

\n Close position\n

\n
\n

\n Are you sure you want to close the position? This action cannot be undone.\n

\n
\n
\n
\n
\n
\n \n \n
\n
\n
\n \n )\n }\n}","/home/giulio/dev/gkaching/websrc/src/index.tsx",[],{"ruleId":"25","severity":1,"message":"26","line":45,"column":5,"nodeType":"27","messageId":"28","endLine":47,"endColumn":6},{"ruleId":"25","severity":1,"message":"26","line":14,"column":5,"nodeType":"27","messageId":"28","endLine":16,"endColumn":6},{"ruleId":"29","severity":1,"message":"30","line":20,"column":44,"nodeType":"31","messageId":"32","endLine":20,"endColumn":46},{"ruleId":"29","severity":1,"message":"33","line":83,"column":34,"nodeType":"31","messageId":"32","endLine":83,"endColumn":36},{"ruleId":"29","severity":1,"message":"33","line":96,"column":57,"nodeType":"31","messageId":"32","endLine":96,"endColumn":59},{"ruleId":"25","severity":1,"message":"26","line":12,"column":5,"nodeType":"27","messageId":"28","endLine":14,"endColumn":6},"@typescript-eslint/no-useless-constructor","Useless constructor.","MethodDefinition","noUselessConstructor","eqeqeq","Expected '!==' and instead saw '!='.","BinaryExpression","unexpected","Expected '===' and instead saw '=='."] \ No newline at end of file