Merge branch 'refactor' of ssh://giugl.io.gitea:10022/peperunas/gkaching into refactor
This commit is contained in:
commit
dcd91eaab8
@ -8,6 +8,14 @@ from bfxbot.models import SymbolStatus, Ticker, EventHandler, Strategy
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class BfxBot:
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def __init__(self, api_key: str, api_secret: str, tick_duration: int = 1):
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if api_key is None:
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print("API_KEY is not set!")
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raise ValueError
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if api_secret is None:
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print("API_SECRET is not set!")
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raise ValueError
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self.bfx: BfxWrapper = BfxWrapper(api_key, api_secret)
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self.status: Dict[Symbol, SymbolStatus] = {}
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self.ticker: Ticker = Ticker(tick_duration)
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68
main.py
68
main.py
@ -485,70 +485,34 @@
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# if __name__ == "__main__":
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# asyncio.run(Screen.wrapper(main))
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import asyncio
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import shutil
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from typing import List
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import os
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from asciimatics.screen import Screen, ManagedScreen
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from asciimatics.widgets import Frame, Layout, Text
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from bfxapi import Position
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import dotenv
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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.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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from bfxbot.models import PositionState
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from strategy import TrailingStopStrategy
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dotenv.load_dotenv()
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API_KEY = os.getenv("API_KEY")
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API_SECRET = os.getenv("API_SECRET")
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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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eh = bot.event_handler(Symbol.BTC)
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@eh.on_state(PositionState.PROFIT)
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def on_min_profit(ss, pw):
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print("Minimum profit!")
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async def main():
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API_KEY = os.getenv("API_KEY")
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API_SECRET = os.getenv("API_SECRET")
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if API_KEY is None:
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print("API_KEY is not set! Set the var in the .env file.")
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return
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if API_SECRET is None:
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print("API_SECRET is not set! Set the var in the .env file.")
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return
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bot = BfxBot(api_key=API_KEY, api_secret=API_SECRET, tick_duration=20)
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strategy = TrailingStopStrategy()
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bot.set_strategy(Symbol.BTC, strategy)
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eh = bot.event_handler(Symbol.BTC)
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await bot.start()
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while True:
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await bot_loop(bot)
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@ManagedScreen
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async def bot_loop(bot: BfxBot, screen: Screen = None):
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prepare_tui(screen)
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screen.play()
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await bot.update()
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def prepare_tui(screen: Screen):
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w, h = shutil.get_terminal_size()
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frame = Frame(screen, w, h, has_border=False)
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info_layout = Layout([1])
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graph_layout = Layout([1])
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footer_layout = Layout([1])
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frame.add_layout(info_layout)
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frame.add_layout(graph_layout)
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frame.add_layout(footer_layout)
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info_layout.add_widget(Text(label="Test"))
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await bot.update()
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if __name__ == '__main__':
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asyncio.run(main())
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@ -1,5 +1,2 @@
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asciimatics==1.12.0
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asyncio==3.4.3
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playsound==1.2.2
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termcolor==1.1.0
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termplotlib==0.3.2
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python-dotenv~=0.15.0
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sympy~=1.7
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60
strategy.py
60
strategy.py
@ -1,22 +1,60 @@
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from typing import List
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from bfxapi import Position
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import sympy.abc
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from sympy import Point, solve
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from bfxbot.models import Strategy, PositionState, SymbolStatus, Event, EventKind
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from bfxbot.utils import TAKER_FEE, net_pl_percentage
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class Position(object):
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def __init__(self):
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self.id = None
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self.profit_loss_percentage = None
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pass
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class SquaredTrailingStop:
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def __init__(self, p_min: Point, p_max: Point):
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a = sympy.abc.a
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b = sympy.abc.b
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c = sympy.abc.c
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self.p_min = p_min
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self.p_max = p_max
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e1 = 2 * a * (p_max.x + b)
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e2 = a * (p_min.x + b)**2 + c - p_min.y
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e3 = a * (p_max.x + b)**2 + c - p_max.y
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s = solve([e1, e2, e3])[0]
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self.a, self.b, self.c = s[a], s[b], s[c]
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def y(self, x):
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def inter_y(x):
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return self.a * (x + self.b)**2 + self.c
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if x < self.p_min.x:
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return self.p_min.y
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elif x > self.p_max.x:
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return self.p_max.y
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else:
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return inter_y(x)
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def profit(self, x):
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if x < self.p_min.x:
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return 0
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return x - self.y(x)
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class TrailingStopStrategy(Strategy):
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BREAK_EVEN_PERC = TAKER_FEE
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MIN_PROFIT_PERC = TAKER_FEE * 2.5
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GOOD_PROFIT_PERC = MIN_PROFIT_PERC * 1.5
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MIN_PROFIT_PERC = BREAK_EVEN_PERC + 0.3
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GOOD_PROFIT_PERC = MIN_PROFIT_PERC * 2.5
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MAX_LOSS_PERC = -3.75
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OFFER_PERC = 0.01
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OFFER_PERC = 0.005
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TRAIL_STOP_PERCENTAGES = {
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PositionState.MINIMUM_PROFIT: 0.27,
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PositionState.PROFIT: 0.14
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}
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TRAILING_STOP = SquaredTrailingStop(Point(MIN_PROFIT_PERC, MIN_PROFIT_PERC/3*2), Point(GOOD_PROFIT_PERC, 0.1))
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def position_on_tick(self, position: Position, ss: SymbolStatus) -> (PositionState, List[Event]):
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events = []
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@ -38,16 +76,18 @@ class TrailingStopStrategy(Strategy):
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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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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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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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