#!/usr/bin/env python import asyncio import inspect import shutil import time from enum import Enum from time import sleep from typing import Dict, List import dotenv import termplotlib from asciimatics.screen import Screen from bfxapi import Client, Order from bfxapi.models.position import Position from playsound import playsound from termcolor import colored class Ticker: def __init__(self, sec) -> None: self.seconds: int = sec self.start_time = time.time() self.current_tick: int = 1 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, class Event: def __init__(self, kind: EventKind, tick: int) -> None: self.kind: EventKind = kind self.tick: int = tick def __repr__(self) -> str: return f"{self.kind.name} @ Tick {self.tick}" class State(Enum): CRITICAL = -1, LOSS = 0, BREAK_EVEN = 1, MINIMUM_PROFIT = 2, PROFIT = 3 def color(self) -> str: if self == self.LOSS or self == self.CRITICAL: return "red" elif self == self.BREAK_EVEN: return "yellow" else: return "green" class Printer: def __init__(self, screen: Screen): self.screen: Screen = screen self.current_line: int = 0 (self.current_width, self.current_height) = shutil.get_terminal_size() def get_current_line(self) -> int: return self.current_line def next(self) -> int: line = self.current_line self.current_line += 1 return line def print_next_line(self, text): for line in text.split("\n"): self.screen.print_at(line, 0, self.next(), 1) self.screen.refresh() def reset_current_line(self): self.current_line = 0 def set_screen(self, screen: Screen): self.screen = screen def has_screen_resized(self): return (self.current_width, self.current_height) != shutil.get_terminal_size() def to_current_screen_size(self): (self.current_width, self.current_height) = shutil.get_terminal_size() class Status: def __init__(self, tick_duration, symbol, printer): self.ticker: Ticker = Ticker(tick_duration) self.events: List[Event] = [] self.symbol = symbol self.ticks: Dict[int, (float, Position)] = {} self.current_state: State = State.LOSS self.printer: Printer = printer self.stop_percentage: float = None async def update(self, position: Position): self.ticks[self.get_current_tick()] = (await get_current_price(self.symbol), position) def wait(self): sleep(self.ticker.seconds) self.ticker.current_tick += 1 def get_current_tick(self) -> int: return self.ticker.current_tick def last_events(self, n): return self.events[-n:] def last_position(self) -> Position: return self.ticks[self.ticker.current_tick][1] async def add_event(self, event: Event): self.events.append(event) await eh.call_event(event, self) async def last_price(self) -> float: return await get_current_price(self.symbol) async def set_state(self, state: State): if self.current_state != state: event: Event = None if state == State.CRITICAL: event = Event(EventKind.REACHED_MAX_LOSS, self.get_current_tick()) elif state == State.LOSS: event = Event(EventKind.REACHED_LOSS, self.get_current_tick()) elif state == State.BREAK_EVEN: event = Event(EventKind.REACHED_BREAK_EVEN, self.get_current_tick()) elif state == State.MINIMUM_PROFIT: event = Event(EventKind.REACHED_MIN_PROFIT, self.get_current_tick()) elif state == State.PROFIT: event = Event(EventKind.REACHED_GOOD_PROFIT, self.get_current_tick()) self.events.append(event) await eh.call_event(event, self) self.current_state = state await eh.call_state(self.current_state, self) def get_current_state(self) -> State: return self.current_state class EventHandler: def __init__(self): self.event_handlers = {} self.state_handlers = {} 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) 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): 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_state(self, state: State): 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 dotenv.load() API_KEY = dotenv.get('API_KEY', default='') API_SECRET = dotenv.get('API_SECRET', default='') bfx = Client( API_KEY=API_KEY, API_SECRET=API_SECRET ).rest eh = EventHandler() TAKER_FEE = 0.2 MAKER_FEE = 0.1 BREAK_EVEN_PERC = TAKER_FEE MIN_PROFIT_PERC = 0.75 GOOD_PROFIT_PERC = MIN_PROFIT_PERC * 2.1 MAX_LOSS_PERC = -3.75 OFFER_PERC = 0.01 TRAIL_STOP_PERCENTAGES = { State.MINIMUM_PROFIT: 0.25, State.PROFIT: 0.125 } @eh.on_event(EventKind.REACHED_GOOD_PROFIT) def on_good_profit(event: Event, status: Status): playsound("sounds/coin.mp3") @eh.on_event(EventKind.REACHED_MIN_PROFIT) def on_min_profit(event: Event, status: Status): playsound("sounds/1up.mp3") @eh.on_event(EventKind.REACHED_MAX_LOSS) def on_critical(event: Event, status: Status): playsound("sounds/gameover.mp3") @eh.on_state(State.MINIMUM_PROFIT) async def on_state_min_profit(status: Status): await update_stop_percentage(State.MINIMUM_PROFIT, status) current_pl_perc = net_pl_percentage( status.last_position().profit_loss_percentage, TAKER_FEE) if current_pl_perc < status.stop_percentage: await status.add_event(Event(EventKind.CLOSE_POSITION, status.get_current_tick())) @eh.on_state(State.CRITICAL) async def on_state_critical(status: Status): await status.add_event(Event(EventKind.CLOSE_POSITION, status.get_current_tick())) @eh.on_state(State.PROFIT) async def on_state_min_profit(status: Status): await update_stop_percentage(State.PROFIT, status) current_pl_perc = net_pl_percentage( status.last_position().profit_loss_percentage, TAKER_FEE) if current_pl_perc < status.stop_percentage: await status.add_event(Event(EventKind.CLOSE_POSITION, status.get_current_tick())) async def update_stop_percentage(state: State, status: Status): last_position = status.last_position() last_pl_net_perc = net_pl_percentage( last_position.profit_loss_percentage, TAKER_FEE) # set stop percentage for first time if not status.stop_percentage: await status.add_event(Event(EventKind.TRAILING_STOP_SET, status.get_current_tick())) status.stop_percentage = last_pl_net_perc - \ TRAIL_STOP_PERCENTAGES[state] return # moving trailing stop if last_pl_net_perc - TRAIL_STOP_PERCENTAGES[state] > status.stop_percentage: await status.add_event(Event(EventKind.TRAILING_STOP_MOVED, status.get_current_tick())) status.stop_percentage = last_pl_net_perc - \ TRAIL_STOP_PERCENTAGES[state] return @eh.on_event(EventKind.CLOSE_POSITION) async def on_close_position(event: Event, status: Status): closing_price = await calculate_best_closing_price(status) amount = status.last_position().amount * -1 open_orders = await bfx.get_active_orders(status.symbol) if not open_orders: await bfx.submit_order(status.symbol, closing_price, amount, Order.Type.LIMIT) await status.add_event(Event(EventKind.ORDER_SUBMITTED, status.get_current_tick())) playsound("sounds/goal.wav") @eh.on_event(EventKind.ORDER_SUBMITTED) def on_order_submitted(event: Event, status: Status): status.printer.print_next_line("ORDER SUBMITTED!") return 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 async def main(screen: Screen): min_perc = 999.0 max_perc = -999.0 symbol = "tBTCUSD" printer = Printer(screen) status = Status(20, symbol, printer) balance = await get_usd_balance() while True: positions = [p for p in await bfx.get_active_position() if p.symbol == status.symbol] orders = await bfx.get_active_orders(symbol) current_price = await status.last_price() screen.clear() printer.print_next_line( "Balance: ${} | Current {} price: {} | Current tick ({} sec): {}".format(colored_float(balance, "white"), symbol, colored_float( current_price, "white", attrs=["bold"]), status.ticker.seconds, status.get_current_tick(), )) if positions: printer.print_next_line("") printer.print_next_line("Open {}:".format( colored("POSITIONS", attrs=["underline"]))) if status.stop_percentage: printer.print_next_line("Trailing stop percentage: {}".format(colored_percentage(status.stop_percentage, "yellow"))) for p in [p for p in positions if p.symbol == status.symbol]: await status.update(p) plfees_percentage = net_pl_percentage( p.profit_loss_percentage, TAKER_FEE) if plfees_percentage > GOOD_PROFIT_PERC: await status.set_state(State.PROFIT) elif MIN_PROFIT_PERC <= plfees_percentage < GOOD_PROFIT_PERC: await status.set_state(State.MINIMUM_PROFIT) elif 0.0 <= plfees_percentage < MIN_PROFIT_PERC: await status.set_state(State.BREAK_EVEN) elif MAX_LOSS_PERC < plfees_percentage < 0.0: await status.set_state(State.LOSS) else: await status.set_state(State.CRITICAL) status_color = status.get_current_state().color() # # min / max calculations # if plfees_percentage > max_perc: max_perc = plfees_percentage await status.add_event(Event(EventKind.NEW_MAXIMUM, status.get_current_tick())) if plfees_percentage < min_perc: min_perc = plfees_percentage await status.add_event(Event(EventKind.NEW_MINIMUM, status.get_current_tick())) min_perc_colored = colored_percentage( min_perc, "red") if min_perc < 0.0 else colored_percentage(min_perc, "green") max_perc_colored = colored_percentage( max_perc, "red") if max_perc < 0.0 else colored_percentage(max_perc, "green") # # current status calculations # current_colored_format = "{} ({})".format(colored_percentage(plfees_percentage, status_color), colored_float(p.profit_loss, status_color)) # # Status bar # printer.print_next_line("{:1.5f} {} @ {} | {} | min: {}, MAX: {}".format( p.amount, p.symbol, colored_float(p.base_price, "white", attrs=["underline"]), current_colored_format, min_perc_colored, max_perc_colored)) # Separator printer.print_next_line("") if orders: printer.print_next_line("Open {}:".format( colored("ORDERS", attrs=["underline"]))) print_last_events(status, 10, printer) plot(status, printer) printer.reset_current_line() status.wait() return def colored_percentage(perc, color, **kwargs): return "{}".format(colored("{:1.2f}%".format(perc), color=color, **kwargs)) def colored_float(num, color, **kwargs): return "{}".format(colored("{:1.2f}".format(num), color=color, **kwargs)) def print_last_events(status: Status, n: int, printer: Printer): printer.print_next_line(colored(f"Last {n} events:", attrs=["bold"])) for e in status.last_events(n): printer.print_next_line(f"- {e}") def plot(status: Status, printer: Printer): if status.ticks: figure = termplotlib.figure() x = range(1, status.get_current_tick() + 1) y = [x[0] for x in status.ticks.values()] figure.plot(x, y, width=printer.screen.width, height=printer.screen.height - printer.get_current_line()) printer.print_next_line(figure.get_string()) async def get_current_price(symbol): tickers = await bfx.get_public_ticker(symbol) return tickers[6] async def get_usd_balance(): balance = 0.0 wallets = await bfx.get_wallets() for w in wallets: if w.currency == "USD": balance += w.balance else: current_price = await get_current_price(f"t{w.currency}USD") balance += current_price * w.balance return balance if __name__ == "__main__": asyncio.run(Screen.wrapper(main))