implemented close position event and backend algorithm.

bfxbot/bfxbot.py

@@ -1,9 +1,11 @@
 from time import sleep
-from typing import Dict, List
+from typing import Dict, List, Optional, Tuple
+
+from bfxapi import Order
 
 from bfxbot.bfxwrapper import BfxWrapper
 from bfxbot.currency import Symbol
-from bfxbot.models import SymbolStatus, Ticker, EventHandler, Strategy, Event, EventKind
+from bfxbot.models import SymbolStatus, Ticker, EventHandler, Strategy, Event, EventKind, OFFER_PERC, PositionWrapper
 
 
 class BfxBot:
@@ -29,6 +31,14 @@ class BfxBot:
         for s in self.symbols:
             self.__status[s] = SymbolStatus(s)
 
+    def __position_wrapper_from_id(self, position_id) -> Optional[Tuple[PositionWrapper, SymbolStatus]]:
+        for s in self.__status.values():
+            pw = s.active_position_wrapper_from_id(position_id)
+
+            if pw:
+                return pw, s
+        return None
+
     async def __update_status__(self):
         active_positions = await self.__bfx.get_active_position()
 
@@ -57,11 +67,45 @@ class BfxBot:
             ## 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: Optional[PositionWrapper] = 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: Symbol, order_id: int):
         print(f"I would have closed order {order_id} for {symbol}")
 
-    def close_position(self, symbol: Symbol, position_id: int):
+    async def close_position(self, position_id: int):
-        print(f"I would have closed order {position_id} for {symbol}")
+        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))
 
     def set_strategy(self, symbol, strategy: Strategy):
         if symbol in self.__status:
@@ -72,13 +116,13 @@ class BfxBot:
     async def start(self):
         await self.__update_status__()
 
-    def symbol_event_handler(self, symbol) -> EventHandler:
+    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: Symbol) -> SymbolStatus:
+    def symbol_status(self, symbol: Symbol) -> Optional[SymbolStatus]:
         if symbol not in self.__status:
             return None
 

bfxbot/models.py

@@ -1,12 +1,16 @@
 import inspect
 import time
 from enum import Enum
-from typing import List, Dict, Tuple
+from typing import List, Dict, Tuple, Optional
 
 from bfxapi import Order, Position
 
 from bfxbot.currency import Symbol
 
+OFFER_PERC = 0.008
+TAKER_FEE = 0.2
+MAKER_FEE = 0.1
+
 
 def __add_to_dict_list__(dict: Dict[int, List], k, v):
     if k not in dict:
@@ -59,6 +63,7 @@ class PositionState(Enum):
     def __repr__(self):
         return self.__str__()
 
+
 class Ticker:
     def __init__(self, sec) -> None:
         self.seconds: int = sec
@@ -142,12 +147,18 @@ class SymbolStatus:
     def current_price(self):
         return self.prices[self.current_tick]
 
-    def previous_pw(self, pid: int) -> PositionWrapper:
+    def previous_pw(self, pid: int) -> Optional[PositionWrapper]:
         if 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]:
+        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
 

bfxbot/utils.py

@@ -1,8 +1,5 @@
 from bfxbot.models import PositionWrapper
 
-TAKER_FEE = 0.2
-MAKER_FEE = 0.1
-
 
 def net_pl_percentage(perc: float, reference_fee_perc: float):
     return perc - reference_fee_perc

main.py

@@ -24,7 +24,7 @@ async def bot_loop():
         await bot.update()
 
 
-asyncio.new_event_loop()
+loop = asyncio.new_event_loop()
 
 dotenv.load_dotenv()
 
@@ -58,9 +58,9 @@ def entry():
 @socketio.on("close_position")
 def on_close_position(message: dict):
     position_id = message['position_id']
-    symbol= Symbol.from_str(message['symbol'])
 
-    bot.close_position(symbol, position_id)
+    loop.run_until_complete(bot.close_position(position_id))
+
 
 @socketio.on('connect')
 def on_connect():
@@ -106,5 +106,6 @@ def on_any_event(event: Event, _):
         "kind": event.kind.name
     })
 
+
 if __name__ == '__main__':
     socketio.run(app, debug=True)

strategy.py

@@ -4,8 +4,9 @@ import sympy.abc
 from bfxapi import Position
 from sympy import Point, solve
 
-from bfxbot.models import Strategy, PositionState, SymbolStatus, Event, EventKind, EventMetadata, PositionWrapper
+from bfxbot.models import Strategy, PositionState, SymbolStatus, Event, EventKind, EventMetadata, PositionWrapper, \
-from bfxbot.utils import TAKER_FEE, net_pl_percentage
+    TAKER_FEE
+from bfxbot.utils import net_pl_percentage
 
 
 class SquaredTrailingStop:
@@ -47,7 +48,6 @@ class TrailingStopStrategy(Strategy):
     MIN_PROFIT_PERC = BREAK_EVEN_PERC + 0.3
     GOOD_PROFIT_PERC = MIN_PROFIT_PERC * 2.5
     MAX_LOSS_PERC = -3.75
-    OFFER_PERC = 0.005
 
     TRAILING_STOP = SquaredTrailingStop(Point(MIN_PROFIT_PERC, MIN_PROFIT_PERC / 3 * 2), Point(GOOD_PROFIT_PERC, 0.1))