def trade_long_ex(pair="ETHUSDT"):
configs = get_configs(pair, "long")
quantity = compute_quantity(configs)
trade_ex = transaction.Buy_sell()
his = trade_ex.trailing_stop_mkt_future(pair=pair,
price=configs['price'],
q=quantity,
side="BUY",
leverage=configs['leverage_rate'])
#long with mkt price
configs['price'] = None
message = pair + " long at " + str(
configs['price']) + ". Quantity: " + str(quantity)
mess = send_sms.Send_message()
mess.send_a_message(message)
return his
def trade_short_ex(pair="ETHUSDT"):
configs = get_configs(pair, "short")
quantity = compute_quantity(configs)
trade_ex = transaction.Buy_sell()
#short with mkt price
configs['price'] = None
his = trade_ex.trailing_stop_mkt_future(pair=pair,
price=configs['price'],
q=quantity,
side="SELL",
positionSide="SHORT",
leverage=configs['leverage_rate'])
message = pair + " short at " + str(
configs['price']) + ". Quantity: " + str(quantity)
mess = send_sms.Send_message()
mess.send_a_message(message)
return his
def __init__(self, q, trade_type='long',trigger_per=1, deviation=0.5, stop_loss_per=2, pair="BTCUSDT",p=None):
# trigger percentage
self.trigger_per = trigger_per/100
# trailing percentage
self.trailing_per = (trigger_per-deviation)/100
# deviation percetage
self.deviation = deviation/100
self.headers = {"Content-Type": "application/json"}
self.url = "https://api.binance.com/api/v3/ticker/price?symbol="+pair
self.pair = pair
self.buy_price = p
self.config_func = change_config.Change_config()
if not p:
p = float(ast.literal_eval(requests.get(self.url, headers=self.headers).content.decode("UTF-8"))['price'])
self.buy_price = p
if trade_type == 'long':
# trigger price
self.trigger_p = p*(1+self.trigger_per)
# trailing price
self.trailing_p = p*(1+self.trailing_per)
# stop loss price
self.stop_loss = p*(1-(stop_loss_per/100))
elif trade_type == 'short':
self.trigger_p = p*(1-self.trigger_per)
# trailing price
self.trailing_p = p*(1-self.trailing_per)
# stop loss price
self.stop_loss = p*(1+(stop_loss_per/100))
else:
return
self.quantity = q
self.transaction_func = transaction.Buy_sell()
self.messaging = send_sms.Send_message()
if self.pair=="BTCUSDT":
self.threhold = [0.015]
self.sell_per = [0.8]
else:
self.threhold = [0.02]
self.sell_per = [0.6]
self.quantity_remain = self.quantity
self.target = 0
self.decimals = {"BTCUSDT":3,"ETHUSDT":1,"BNBUSDT":1,"XRPUSDT":0}
def trade_ex(val):
db_name= "../pair_db/features.sqlite"
record_name="XRPUSDT"
threshold = 701268.8
column_path = "../XRPUSDT/column_order.json"
pair ="XRPUSDT"
trigger_per=2
deviation=1
stop_loss_per= 3
message_func = send_sms.Send_message()
#configs = change_config.Change_config()
if val == 1:
ss = sync_sql.sync_dol_bar(pair,db_name,record_name,threshold)
elif val == 2:
t = trading.Trading(pair=pair,db_name=db_name,record_name=record_name,threshold=threshold,model_path="../XRPUSDT/model.joblib",columns_path=column_path)
while True:
result = t.live_trading()
print("-----XRP---------")
if result == "long":
print("-----XRP long------")
try:
p_q = trade_long_short.get_quantity(pair,"long")
# pair,quantity,trade_type='long',trigger_per=1, deviation=0.5, stop_loss_per=2
message_func.send_a_message("XRP long price: "+ str(p_q['price']) + " quantity: "+ str(p_q['quantity']))
Process(target=trailing_mkt.limit_long_trailing, args=(pair,p_q['price'],p_q['quantity'],'long',trigger_per,deviation,stop_loss_per,)).start()
except:
message_func.send_a_message("long buy failed")
elif result == 'short':
print("-----XRP short------")
try:
p_q = trade_long_short.get_quantity(pair,"short")
# pair,quantity,trade_type='long',trigger_per=1, deviation=0.5, stop_loss_per=2
message_func.send_a_message("XRP long price: "+ str(p_q['price']) + " quantity: "+ str(p_q['quantity']))
Process(target=trailing_mkt.limit_short_trailing, args=(pair,p_q['price'],p_q['quantity'],'short',trigger_per,deviation,stop_loss_per,)).start()
except:
message_func.send_a_message("short buy failed")
time.sleep(150)
def __init__(self,
pair,
db_name,
record_name,
threshold,
interval='1m',
model_path=None,
columns_path=None):
self.predict = get_predict.Get_predict()
self.predict.load_model(model_path)
self.columns = json.load(open(columns_path))['columns']
self.configs = change_config.Change_config()
self.pair = pair
self.interval = interval
self.db_name = db_name
self.record_name = record_name
self.threshold = threshold
self.load_long_strategy()
self.load_short_strategy()
self.message_func = send_sms.Send_message()
# save operation result to log
self.log_func = logging_funcs.Logging()
#connect to sql database
self.pre_sql = psql.Preprocess_sql(self.db_name, self.record_name)
def trade_ex():
db_name = "../pair_db/features.sqlite"
record_name = "BTCUSDT"
threshold = 7127690.2
column_path = "column_order.json"
pair = "BTCUSDT"
trigger_per = 1.5
deviation = 1
stop_loss_per = 2
message_func = send_sms.Send_message()
#configs = change_config.Change_config()
while True:
val = input("1 for sync; 2 for start trading; 3 for quite: ")
if val == "1":
ss = sync_sql.sync_dol_bar(pair, db_name, record_name, threshold)
elif val == "2":
t = trading.Trading(pair=pair,
db_name=db_name,
record_name=record_name,
threshold=threshold,
model_path="model.joblib",
columns_path=column_path)
while True:
result = t.live_trading()
if result == "long":
try:
p_q = trade_long_short.get_quantity(pair, "long")
#pair,long_price,quantity,trade_type='long',trigger_per=1, deviation=0.5, stop_loss_per=2
message_func.send_a_message("BTC long price: " +
str(p_q['price']) +
" quantity: " +
str(p_q['quantity']))
Process(target=trailing_mkt.limit_long_trailing,
args=(
pair,
p_q['price'],
p_q['quantity'],
'long',
trigger_per,
deviation,
stop_loss_per,
)).start()
except Exception as e:
message_func.send_a_message("BTC long buy failed " +
str(e))
elif result == 'short':
result_error = ""
try:
p_q = trade_long_short.get_quantity(pair, "short")
#pair,quantity,trade_type='long',trigger_per=1, deviation=0.5, stop_loss_per=2
message_func.send_a_message("BTC short price: " +
str(p_q['price']) +
" quantity: " +
str(p_q['quantity']))
result_error = str(p_q['price']) + " " + str(
p_q['quantity']) + " "
Process(target=trailing_mkt.limit_short_trailing,
args=(
pair,
p_q['price'],
p_q['quantity'],
'short',
trigger_per,
deviation,
stop_loss_per,
)).start()
except Exception as e:
message_func.send_a_message("BTC short buy failed " +
result_error + str(e))
time.sleep(150)
elif val == "3":
break
def trade_ex():
db_name = "../pair_db/features.sqlite"
record_name = "ETHUSDT"
threshold = 1913865.49
column_path = "column_order.json"
pair = "ETHUSDT"
trigger_per = 2
deviation = 1
stop_loss_per = 3
message_func = send_sms.Send_message()
#configs = change_config.Change_config()
last_long_time = 1545730073
last_short_time = 1545730073
while True:
val = input("1 for sync; 2 for start trading; 3 for quite: ")
if val == "1":
ss = sync_sql.sync_dol_bar(pair, db_name, record_name, threshold)
elif val == "2":
t = trading.Trading(pair=pair,
db_name=db_name,
record_name=record_name,
threshold=threshold,
model_path="model.joblib",
columns_path=column_path)
while True:
result = t.live_trading()
"""
check if trade number allowed > 0 for long or for short
"""
if result == "long":
try:
if last_long_time + 3600 < int(
datetime.now().timestamp()):
p_q = trade_long_short.get_quantity(pair, "long")
message_func.send_a_message("ETH long signal " +
"price" +
str(p_q['price']) +
" quantity:" +
str(p_q['quantity']))
# pair,quantity,trade_type='long',trigger_per=1, deviation=0.5, stop_loss_per=2
last_long_time = int(datetime.now().timestamp())
Process(target=trailing_mkt.limit_long_trailing,
args=(
pair,
p_q['price'],
round(p_q['quantity'], 1),
'long',
trigger_per,
deviation,
stop_loss_per,
)).start()
except Exception as e:
message_func.send_a_message("ETH long buy failed" +
" error: " + str(e))
elif result == 'short':
message_func.send_a_message("ETH short signal")
result_error = ""
try:
if last_short_time + 3600 < int(
datetime.now().timestamp()):
#price nad quantity
p_q = trade_long_short.get_quantity(pair, "short")
result_error = str(p_q['price']) + " " + str(
p_q['quantity'])
# pair,quantity,trade_type='long',trigger_per=1, deviation=0.5, stop_loss_per=2
last_short_time = int(datetime.now().timestamp())
Process(target=trailing_mkt.limit_short_trailing,
args=(
pair,
p_q['price'],
round(p_q['quantity'], 1),
'short',
trigger_per,
deviation,
stop_loss_per,
)).start()
except Exception as e:
message_func.send_a_message("ETH short buy failed " +
result_error + " error: " +
str(e))
time.sleep(150)
elif val == "3":
break