576 lines
19 KiB
Python
Executable File
576 lines
19 KiB
Python
Executable File
# #!/usr/bin/env python
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#
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# import asyncio
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# import inspect
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# import shutil
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# import time
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# from enum import Enum
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# from time import sleep
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# from typing import Dict, List
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#
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# import dotenv
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# import termplotlib
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# from asciimatics.screen import Screen
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# from bfxapi import Client, Order
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# from bfxapi.models.position import Position
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# from playsound import playsound
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# from termcolor import colored
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#
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#
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# class Ticker:
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# def __init__(self, sec) -> None:
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# self.seconds: int = sec
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# self.start_time = time.time()
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# self.current_tick: int = 1
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#
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#
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# class EventKind(Enum):
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# NEW_MINIMUM = 1,
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# NEW_MAXIMUM = 2,
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# REACHED_LOSS = 3,
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# REACHED_BREAK_EVEN = 4,
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# REACHED_MIN_PROFIT = 5,
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# REACHED_GOOD_PROFIT = 6,
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# REACHED_MAX_LOSS = 7,
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# CLOSE_POSITION = 8,
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# TRAILING_STOP_SET = 9,
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# TRAILING_STOP_MOVED = 10,
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# ORDER_SUBMITTED = 11,
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#
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#
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# class Event:
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# def __init__(self, kind: EventKind, tick: int) -> None:
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# self.kind: EventKind = kind
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# self.tick: int = tick
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#
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# def __repr__(self) -> str:
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# return f"{self.kind.name} @ Tick {self.tick}"
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#
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#
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# class State(Enum):
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# CRITICAL = -1,
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# LOSS = 0,
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# BREAK_EVEN = 1,
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# MINIMUM_PROFIT = 2,
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# PROFIT = 3
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#
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# def color(self) -> str:
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# if self == self.LOSS or self == self.CRITICAL:
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# return "red"
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# elif self == self.BREAK_EVEN:
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# return "yellow"
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# else:
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# return "green"
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#
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#
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# class Printer:
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# def __init__(self, screen: Screen):
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# self.screen: Screen = screen
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# self.current_line: int = 0
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# (self.current_width, self.current_height) = shutil.get_terminal_size()
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#
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# def get_current_line(self) -> int:
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# return self.current_line
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#
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# def next(self) -> int:
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# line = self.current_line
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# self.current_line += 1
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# return line
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#
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# def print_next_line(self, text):
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# for line in text.split("\n"):
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# self.screen.print_at(line, 0, self.next(), 1)
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# self.screen.refresh()
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#
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# def reset_current_line(self):
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# self.current_line = 0
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#
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# def set_screen(self, screen: Screen):
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# self.screen = screen
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#
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# def has_screen_resized(self):
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# return (self.current_width, self.current_height) != shutil.get_terminal_size()
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#
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# def to_current_screen_size(self):
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# (self.current_width, self.current_height) = shutil.get_terminal_size()
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#
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#
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# class Status:
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# def __init__(self, tick_duration, symbol, printer):
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# self.ticker: Ticker = Ticker(tick_duration)
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# self.events: List[Event] = []
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# self.symbol = symbol
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# self.ticks: Dict[int, (float, Position)] = {}
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# self.current_state: State = State.LOSS
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# self.printer: Printer = printer
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# self.stop_percentage: float = None
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#
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# async def update(self, position: Position):
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# self.ticks[self.get_current_tick()] = (await get_current_price(self.symbol), position)
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#
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# def wait(self):
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# sleep(self.ticker.seconds)
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# self.ticker.current_tick += 1
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#
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# def get_current_tick(self) -> int:
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# return self.ticker.current_tick
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#
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# def last_events(self, n):
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# return self.events[-n:]
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#
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# def last_position(self) -> Position:
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# return self.ticks[self.ticker.current_tick][1]
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#
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# async def add_event(self, event: Event):
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# self.events.append(event)
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# await eh.call_event(event, self)
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#
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# async def last_price(self) -> float:
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# return await get_current_price(self.symbol)
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#
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# async def set_state(self, state: State):
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# if self.current_state != state:
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# event: Event = None
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#
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# if state == State.CRITICAL:
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# event = Event(EventKind.REACHED_MAX_LOSS,
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# self.get_current_tick())
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# elif state == State.LOSS:
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# event = Event(EventKind.REACHED_LOSS,
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# self.get_current_tick())
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# elif state == State.BREAK_EVEN:
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# event = Event(EventKind.REACHED_BREAK_EVEN,
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# self.get_current_tick())
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# elif state == State.MINIMUM_PROFIT:
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# event = Event(EventKind.REACHED_MIN_PROFIT,
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# self.get_current_tick())
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# elif state == State.PROFIT:
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# event = Event(EventKind.REACHED_GOOD_PROFIT,
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# self.get_current_tick())
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#
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# self.events.append(event)
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# await eh.call_event(event, self)
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# self.current_state = state
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#
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# await eh.call_state(self.current_state, self)
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#
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# def get_current_state(self) -> State:
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# return self.current_state
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#
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#
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# class EventHandler:
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# def __init__(self):
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# self.event_handlers = {}
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# self.state_handlers = {}
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#
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# async def call_event(self, event: Event, status: Status):
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# value = event.kind.value
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# if value in self.event_handlers:
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# for h in self.event_handlers[value]:
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# if inspect.iscoroutinefunction(h):
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# await h(event, status)
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# else:
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# h(event, status)
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#
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# async def call_state(self, state: State, status: Status):
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# if state in self.state_handlers:
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# for h in self.state_handlers[state]:
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# if inspect.iscoroutinefunction(h):
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# await h(status)
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# else:
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# h(status)
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#
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# def on_event(self, kind: EventKind):
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# value = kind.value
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#
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# def registerhandler(handler):
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# if value in self.event_handlers:
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# self.event_handlers[value].append(handler)
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# else:
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# self.event_handlers[value] = [handler]
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# return handler
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#
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# return registerhandler
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#
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# def on_state(self, state: State):
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# def registerhandler(handler):
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# if state in self.state_handlers:
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# self.state_handlers[state].append(handler)
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# else:
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# self.state_handlers[state] = [handler]
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# return handler
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#
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# return registerhandler
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#
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#
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# dotenv.load()
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# API_KEY = dotenv.get('API_KEY', default='')
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# API_SECRET = dotenv.get('API_SECRET', default='')
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#
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# bfx = Client(
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# API_KEY=API_KEY,
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# API_SECRET=API_SECRET
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# ).rest
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# eh = EventHandler()
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#
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# TAKER_FEE = 0.2
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# MAKER_FEE = 0.1
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#
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# BREAK_EVEN_PERC = TAKER_FEE
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# MIN_PROFIT_PERC = 0.65
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# GOOD_PROFIT_PERC = MIN_PROFIT_PERC * 2.1
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# MAX_LOSS_PERC = -3.75
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# OFFER_PERC = 0.01
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#
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# TRAIL_STOP_PERCENTAGES = {
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# State.MINIMUM_PROFIT: 0.2,
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# State.PROFIT: 0.1
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# }
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#
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#
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# @eh.on_event(EventKind.REACHED_GOOD_PROFIT)
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# def on_good_profit(event: Event, status: Status):
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# playsound("sounds/coin.mp3")
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#
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#
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# @eh.on_event(EventKind.REACHED_MIN_PROFIT)
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# def on_min_profit(event: Event, status: Status):
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# playsound("sounds/1up.mp3")
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#
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#
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# @eh.on_event(EventKind.REACHED_MAX_LOSS)
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# def on_critical(event: Event, status: Status):
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# playsound("sounds/gameover.mp3")
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#
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#
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# @eh.on_state(State.MINIMUM_PROFIT)
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# def on_state_min_profit(status: Status):
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# update_stop_percentage(State.MINIMUM_PROFIT, status)
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#
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# current_pl_perc = net_pl_percentage(
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# status.last_position().profit_loss_percentage, TAKER_FEE)
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#
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# if current_pl_perc < status.stop_percentage:
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# status.add_event(Event(EventKind.CLOSE_POSITION,
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# status.get_current_tick()))
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#
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#
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# @eh.on_state(State.CRITICAL)
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# async def on_state_critical(status: Status):
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# await status.add_event(Event(EventKind.CLOSE_POSITION,
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# status.get_current_tick()))
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#
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#
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# @eh.on_state(State.PROFIT)
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# def on_state_min_profit(status: Status):
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# update_stop_percentage(State.PROFIT, status)
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#
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# current_pl_perc = net_pl_percentage(
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# status.last_position().profit_loss_percentage, TAKER_FEE)
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#
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# if current_pl_perc < status.stop_percentage:
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# status.add_event(Event(EventKind.CLOSE_POSITION,
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# status.get_current_tick()))
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#
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#
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# def update_stop_percentage(state: State, status: Status):
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# last_position = status.last_position()
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# last_pl_net_perc = net_pl_percentage(
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# last_position.profit_loss_percentage, TAKER_FEE)
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#
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# # set stop percentage for first time
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# if not status.stop_percentage:
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# status.add_event(Event(EventKind.TRAILING_STOP_SET,
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# status.get_current_tick()))
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# status.stop_percentage = last_pl_net_perc - \
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# TRAIL_STOP_PERCENTAGES[state]
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# return
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#
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# # moving trailing stop
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# if last_pl_net_perc - TRAIL_STOP_PERCENTAGES[state] > status.stop_percentage:
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# status.add_event(Event(EventKind.TRAILING_STOP_MOVED,
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# status.get_current_tick()))
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# status.stop_percentage = last_pl_net_perc - \
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# TRAIL_STOP_PERCENTAGES[state]
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#
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# return
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#
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#
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# @eh.on_event(EventKind.CLOSE_POSITION)
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# async def on_close_position(event: Event, status: Status):
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# closing_price = await calculate_best_closing_price(status)
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# amount = status.last_position().amount * -1
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#
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# await bfx.submit_order(status.symbol, closing_price, amount, Order.Type.LIMIT)
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# await status.add_event(Event(EventKind.ORDER_SUBMITTED, status.get_current_tick()))
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#
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#
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# @eh.on_event(EventKind.ORDER_SUBMITTED)
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# def on_order_submitted(event: Event, status: Status):
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# status.printer.print_next_line("ORDER SUBMITTED!")
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# return
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#
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#
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# async def calculate_best_closing_price(status: Status):
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# p: Position = status.last_position()
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#
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# is_long_pos = p.amount < 0
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#
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# pub_tick = await bfx.get_public_ticker(status.symbol)
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#
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# bid_price = pub_tick[0]
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# ask_price = pub_tick[2]
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#
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# if is_long_pos:
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# closing_price = bid_price * (1 - OFFER_PERC / 100)
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# else:
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# closing_price = ask_price * (1 + OFFER_PERC / 100)
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#
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# return closing_price
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#
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#
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# def net_pl_percentage(perc: float, reference_fee_perc: float):
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# return perc - reference_fee_perc
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#
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#
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# async def main(screen: Screen):
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# min_perc = 999.0
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# max_perc = -999.0
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# symbol = "tBTCUSD"
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#
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# printer = Printer(screen)
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# status = Status(20, symbol, printer)
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# balance = await get_usd_balance()
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#
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# while True:
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# positions = [p for p in await bfx.get_active_position() if p.symbol == status.symbol]
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# orders = await bfx.get_active_orders(symbol)
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#
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# current_price = await status.last_price()
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#
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# screen.clear()
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# printer.print_next_line(
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# "Balance: ${} | Current {} price: {} | Current tick ({} sec): {}".format(colored_float(balance, "white"),
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# symbol,
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# colored_float(
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# current_price, "white",
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# attrs=["bold"]),
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# status.ticker.seconds,
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# status.get_current_tick(),
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# ))
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#
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# if positions:
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# printer.print_next_line("")
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# printer.print_next_line("Open {}:".format(
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# colored("POSITIONS", attrs=["underline"])))
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#
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# for p in [p for p in positions if p.symbol == status.symbol]:
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# await status.update(p)
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#
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# plfees_percentage = net_pl_percentage(
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# p.profit_loss_percentage, TAKER_FEE)
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#
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# if plfees_percentage > GOOD_PROFIT_PERC:
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# await status.set_state(State.PROFIT)
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# elif MIN_PROFIT_PERC <= plfees_percentage < GOOD_PROFIT_PERC:
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# await status.set_state(State.MINIMUM_PROFIT)
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# elif 0.0 <= plfees_percentage < MIN_PROFIT_PERC:
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# await status.set_state(State.BREAK_EVEN)
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# elif MAX_LOSS_PERC < plfees_percentage < 0.0:
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# await status.set_state(State.LOSS)
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# else:
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# await status.set_state(State.CRITICAL)
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#
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# status_color = status.get_current_state().color()
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#
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# #
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# # min / max calculations
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# #
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# if plfees_percentage > max_perc:
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# max_perc = plfees_percentage
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# await status.add_event(Event(EventKind.NEW_MAXIMUM,
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# status.get_current_tick()))
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# if plfees_percentage < min_perc:
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# min_perc = plfees_percentage
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# await status.add_event(Event(EventKind.NEW_MINIMUM,
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# status.get_current_tick()))
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#
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# min_perc_colored = colored_percentage(
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# min_perc, "red") if min_perc < 0.0 else colored_percentage(min_perc, "green")
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# max_perc_colored = colored_percentage(
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# max_perc, "red") if max_perc < 0.0 else colored_percentage(max_perc, "green")
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#
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# #
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# # current status calculations
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# #
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# current_colored_format = "{} ({})".format(colored_percentage(plfees_percentage, status_color),
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# colored_float(p.profit_loss, status_color))
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#
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# #
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# # Status bar
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# #
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# printer.print_next_line("{:1.5f} {} @ {} | {} | min: {}, MAX: {}".format(
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# p.amount,
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# p.symbol,
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# colored_float(p.base_price, "white", attrs=["underline"]),
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# current_colored_format,
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# min_perc_colored,
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# max_perc_colored))
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#
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# # Separator
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# printer.print_next_line("")
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#
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# if orders:
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# printer.print_next_line("Open {}:".format(
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# colored("ORDERS", attrs=["underline"])))
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#
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# print_last_events(status, 10, printer)
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# plot(status, printer)
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#
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# printer.reset_current_line()
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# status.wait()
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#
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# return
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#
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#
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# def colored_percentage(perc, color, **kwargs):
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# return "{}".format(colored("{:1.2f}%".format(perc), color=color, **kwargs))
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#
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#
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# def colored_float(num, color, **kwargs):
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# return "{}".format(colored("{:1.2f}".format(num), color=color, **kwargs))
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#
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#
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# def print_last_events(status: Status, n: int, printer: Printer):
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# printer.print_next_line(colored(f"Last {n} events:", attrs=["bold"]))
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#
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# for e in status.last_events(n):
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# printer.print_next_line(f"- {e}")
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#
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#
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# def plot(status: Status, printer: Printer):
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# if status.ticks:
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# figure = termplotlib.figure()
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#
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# x = range(1, status.get_current_tick() + 1)
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# y = [x[0] for x in status.ticks.values()]
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#
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# figure.plot(x, y, width=printer.screen.width,
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# height=printer.screen.height - printer.get_current_line())
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#
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# printer.print_next_line(figure.get_string())
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#
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#
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# async def get_current_price(symbol):
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# tickers = await bfx.get_public_ticker(symbol)
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# return tickers[6]
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#
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#
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# async def get_usd_balance():
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# balance = 0.0
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#
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# wallets = await bfx.get_wallets()
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#
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# for w in wallets:
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# if w.currency == "USD":
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# balance += w.balance
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# else:
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# current_price = await get_current_price(f"t{w.currency}USD")
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# balance += current_price * w.balance
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#
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# return balance
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#
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#
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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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from typing import List
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from bfxapi import Position
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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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dotenv.load_dotenv()
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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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MAX_LOSS_PERC = -3.75
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OFFER_PERC = 0.01
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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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def position_on_tick(self, position: Position, ss: SymbolStatus) -> (PositionState, List[Event]):
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events = []
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pl_perc = net_pl_percentage(position.profit_loss_percentage, TAKER_FEE)
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prev = ss.previous_position_w(position.id)
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if pl_perc > self.GOOD_PROFIT_PERC:
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state = PositionState.PROFIT
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elif self.MIN_PROFIT_PERC <= pl_perc < self.GOOD_PROFIT_PERC:
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state = PositionState.MINIMUM_PROFIT
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elif 0.0 <= pl_perc < self.MIN_PROFIT_PERC:
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state = PositionState.BREAK_EVEN
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elif self.MAX_LOSS_PERC < pl_perc < 0.0:
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state = PositionState.LOSS
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else:
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state = PositionState.CRITICAL
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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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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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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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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 == 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 == 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)
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strategy = TrailingStopStrategy()
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bot.set_strategy(Symbol.BTC, strategy)
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await bot.start()
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eh = bot.event_handler(Symbol.BTC)
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while True:
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print("WAITING...")
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await bot.update()
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if __name__ == '__main__':
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asyncio.run(main()) |