def stop(self, symbol, quantity, orderId, last_price):
# If the target is not reached, stop-loss.
stop_order = Orders.get_order(symbol, orderId)
stopprice = self.calc(float(stop_order['price']))
lossprice = stopprice - (stopprice * self.stop_loss / 100)
status = stop_order['status']
# Order status
if status == 'NEW' or status == 'PARTIALLY_FILLED':
if self.cancel(symbol, orderId):
# Stop loss
if last_price >= lossprice:
sello = Orders.sell_market(symbol, quantity)
print('Stop-loss, sell market, %s' % (last_price))
sell_id = sello['orderId']
if sello == True:
return True
else:
# Wait a while after the sale to the loss.
time.sleep(self.WAIT_TIME_STOP_LOSS)
statusloss = sello['status']
if statusloss != 'NEW':
print('Stop-loss, sold')
return True
else:
self.cancel(symbol, sell_id)
return False
else:
sello = Orders.sell_limit(symbol, quantity, lossprice)
print('Stop-loss, sell limit, %s' % (lossprice))
time.sleep(self.WAIT_TIME_STOP_LOSS)
statusloss = sello['status']
if statusloss != 'NEW':
print('Stop-loss, sold')
return True
else:
self.cancel(symbol, sell_id)
return False
else:
print(
'Cancel did not work... Might have been sold before stop loss...'
)
return True
elif status == 'FILLED':
self.order_id = 0
self.order_data = None
print('Order filled')
return True
else:
return False
def stop(self, symbol, quantity, orderId, last_price):
# If the target is not reached, stop-loss.
stop_order = Orders.get_order(symbol, orderId)
stopprice = self.calc(float(stop_order['price']))
lossprice = stopprice - (stopprice * self.stop_loss / 100)
status = stop_order['status']
# Order status
if status == 'NEW' or status == 'PARTIALLY_FILLED':
if self.cancel(symbol, orderId):
# Stop loss
if last_price >= lossprice:
sello = Orders.sell_market(symbol, quantity)
#print('Stop-loss, sell market, %s' % (last_price))
self.logger.info('Stop-loss, sell market, %s' % (last_price))
sell_id = sello['orderId']
if sello == True:
return True
else:
# Wait a while after the sale to the loss.
time.sleep(self.WAIT_TIME_STOP_LOSS)
statusloss = sello['status']
if statusloss != 'NEW':
print('Stop-loss, sold')
self.logger.info('Stop-loss, sold')
return True
else:
self.cancel(symbol, sell_id)
return False
else:
sello = Orders.sell_limit(symbol, quantity, lossprice)
print('Stop-loss, sell limit, %s' % (lossprice))
time.sleep(self.WAIT_TIME_STOP_LOSS)
statusloss = sello['status']
if statusloss != 'NEW':
print('Stop-loss, sold')
return True
else:
self.cancel(symbol, sell_id)
return False
else:
print('Cancel did not work... Might have been sold before stop loss...')
return True
elif status == 'FILLED':
self.order_id = 0
self.order_data = None
print('Order filled')
return True
else:
return False
def sell(self, symbol, quantity, orderId, sell_price, last_price):
'''
The specified limit will try to sell until it reaches.
If not successful, the order will be canceled.
'''
buy_order = Orders.get_order(symbol, orderId)
if buy_order['status'] == 'FILLED' and buy_order['side'] == 'BUY':
print('Buy order filled... Try sell...')
else:
time.sleep(self.WAIT_TIME_CHECK_BUY_SELL)
if buy_order['status'] == 'FILLED' and buy_order['side'] == 'BUY':
print('Buy order filled after 0.1 second... Try sell...')
elif buy_order['status'] == 'PARTIALLY_FILLED' and buy_order[
'side'] == 'BUY':
print(
'Buy order partially filled... Try sell... Cancel remaining buy...'
)
self.cancel(symbol, orderId)
else:
self.cancel(symbol, orderId)
print('Buy order fail (Not filled) Cancel order...')
self.order_id = 0
return
sell_order = Orders.sell_limit(symbol, quantity, sell_price)
sell_id = sell_order['orderId']
print('Sell order create id: %d' % sell_id)
time.sleep(self.WAIT_TIME_CHECK_SELL)
if sell_order['status'] == 'FILLED':
print('Sell order (Filled) Id: %d' % sell_id)
print('LastPrice : %.8f' % last_price)
print('Profit: %%%s. Buy price: %.8f Sell price: %.8f' %
(self.option.profit, float(sell_order['price']), sell_price))
self.order_id = 0
self.order_data = None
return
'''
If all sales trials fail,
the grievance is stop-loss.
'''
if self.stop_loss > 0:
# If sell order failed after 5 seconds, 5 seconds more wait time before selling at loss
time.sleep(self.WAIT_TIME_CHECK_SELL)
if self.stop(symbol, quantity, sell_id, last_price):
if Orders.get_order(symbol, sell_id)['status'] != 'FILLED':
print('We apologize... Sold at loss...')
else:
print(
'We apologize... Cant sell even at loss... Please sell manually... Stopping program...'
)
self.cancel(symbol, sell_id)
exit(1)
while (sell_status != 'FILLED'):
time.sleep(self.WAIT_TIME_CHECK_SELL)
sell_status = Orders.get_order(symbol, sell_id)['status']
lastPrice = Orders.get_ticker(symbol)
print('Status: %s Current price: %.8f Sell price: %.8f' %
(sell_status, lastPrice, sell_price))
print('Sold! Continue trading...')
self.order_id = 0
self.order_data = None
try:
self.sell_qty = self.format_quantity(
float(self.all_qty - self.original_qty))
except Exception, error:
self.sell_qty = 0
if quantity < self.sell_qty:
quantity = self.format_quantity(float(self.sell_qty))
print('Quantity: %s' % (quantity))
print('Self Quantity: %s' % (self.sell_qty))
flago = 0
sub = quantity * 0.005
while (flago != 1):
sleep(1)
try:
sell_id = Orders.sell_limit(symbol, quantity,
sell_price)['orderId']
print('Quantity: %s' % (quantity))
except Exception, error:
quantity = self.format_quantity(float(quantity - sub))
print('Quantity: %s' % (quantity))
else:
flago = 1
print self.log_wrap("Order placed. Confirming...")
sleep(1)
print self.log_wrap("Sell order created")
if Orders.get_order(symbol, sell_id)['status'] == 'FILLED':
print self.log_wrap('Sell order (Filled) id: %d' % sell_id)
print self.log_wrap('LastPrice : %.8f' % last_price)
def sell(self, symbol, quantity, orderId, sell_price, last_price):
'''
The specified limit will try to sell until it reaches.
If not successful, the order will be canceled.
'''
buy_order = Orders.get_order(symbol, orderId)
if buy_order['status'] == 'FILLED' and buy_order['side'] == 'BUY':
print('Buy order filled... Try sell...')
else:
time.sleep(self.WAIT_TIME_CHECK_BUY_SELL)
if buy_order['status'] == 'FILLED' and buy_order['side'] == 'BUY':
print('Buy order filled after 0.1 second... Try sell...')
elif buy_order['status'] == 'PARTIALLY_FILLED' and buy_order['side'] == 'BUY':
print('Buy order partially filled... Try sell... Cancel remaining buy...')
self.cancel(symbol, orderId)
else:
self.cancel(symbol, orderId)
print('Buy order fail (Not filled) Cancel order...')
self.order_id = 0
return
sell_order = Orders.sell_limit(symbol, quantity, sell_price)
sell_id = sell_order['orderId']
print('Sell order create id: %d' % sell_id)
time.sleep(self.WAIT_TIME_CHECK_SELL)
if sell_order['status'] == 'FILLED':
print('Sell order (Filled) Id: %d' % sell_id)
print('LastPrice : %.8f' % last_price)
print('Profit: %%%s. Buy price: %.8f Sell price: %.8f' % (self.option.profit, float(sell_order['price']), sell_price))
self.order_id = 0
self.order_data = None
return
'''
If all sales trials fail,
the grievance is stop-loss.
'''
if self.stop_loss > 0:
# If sell order failed after 5 seconds, 5 seconds more wait time before selling at loss
time.sleep(self.WAIT_TIME_CHECK_SELL)
if self.stop(symbol, quantity, sell_id, last_price):
if Orders.get_order(symbol, sell_id)['status'] != 'FILLED':
print('We apologize... Sold at loss...')
else:
print('We apologize... Cant sell even at loss... Please sell manually... Stopping program...')
self.cancel(symbol, sell_id)
exit(1)
while (sell_status != 'FILLED'):
time.sleep(self.WAIT_TIME_CHECK_SELL)
sell_status = Orders.get_order(symbol, sell_id)['status']
lastPrice = Orders.get_ticker(symbol)
print('Status: %s Current price: %.8f Sell price: %.8f' % (sell_status, lastPrice, sell_price))
print('Sold! Continue trading...')
self.order_id = 0
self.order_data = None
def sell(self, symbol, quantity, orderId, sell_price, last_price):
'''
The specified limit will try to sell until it reaches.
If not successful, the order will be canceled.
'''
buy_order = Orders.get_order(symbol, orderId)
if not buy_order:
print ("SERVER DELAY! Rechecking...")
return
if buy_order['status'] == 'FILLED' and buy_order['side'] == "BUY":
print ("Buy order filled... Try sell...")
else:
time.sleep(self.WAIT_TIME_CHECK_BUY)
buy_order = Orders.get_order(symbol, orderId)
if buy_order['status'] == 'FILLED' and buy_order['side'] == "BUY":
print ("Buy order filled after 0.5 second... Try sell...")
elif buy_order['status'] == 'PARTIALLY_FILLED' and buy_order['side'] == "BUY":
print ("Buy order partially filled... Wait 1 more second...")
quantity = self.check_partial_order(symbol, orderId, sell_price)
else:
self.cancel(symbol, orderId)
print ("Buy order fail (Not filled) Cancel order...")
time.sleep(self.WAIT_TIME_BUY_SELL)
buy_order = Orders.get_order(symbol, orderId)
if buy_order['status'] == 'FILLED':
print ("Binance server delayed! Try sell...")
elif buy_order['status'] == 'PARTIALLY_FILLED':
print ("Binance server delayed! Try sell...")
print ("Buy order partially filled... Wait 1 more second...")
quantity = self.check_partial_order(symbol, orderId, sell_price)
else:
self.bot_status = "cancel"
return
sell_id = Orders.sell_limit(symbol, quantity, sell_price)['orderId']
print ('Sell order create id: %d' % sell_id)
# 5 seconds wait time before checking sell order
time.sleep(self.WAIT_TIME_CHECK_SELL)
if Orders.get_order(symbol, sell_id)['status'] == 'FILLED':
print ('Sell order (Filled) id: %d' % sell_id)
print ('LastPrice : %.8f' % last_price)
print ('Profit: %%%s. Buy price: %.8f Sell price: %.8f' % (self.option.profit, float(buy_order['price']), sell_price))
self.order_id = 0
self.bot_status = "sell"
return
'''
If all sales trials fail,
the grievance is stop-loss.
'''
if self.stop_loss > 0:
# If sell order failed after 5 seconds, 5 seconds more wait time before selling at loss
print ('Not sold after 5 seconds, wait 5 more seconds...')
time.sleep(self.WAIT_TIME_CHECK_SELL)
self.stop(symbol, quantity, sell_id, sell_price)
else:
sell_status = 'NEW'
while (sell_status != "FILLED"):
time.sleep(self.WAIT_TIME_CHECK_HOLD)
sell_status = Orders.get_order(symbol, sell_id)['status']
lastPrice = float(Orders.get_ticker(symbol)['lastPrice'])
print ('Status: %s Current price: %s Sell price: %s' % (sell_status, lastPrice, sell_price))
print ('Sold! Continue trading...')
self.order_id = 0
self.bot_status = "sell"
def stop(self, symbol, quantity, orderId, sell_price):
# If the target is not reached, stop-loss.
stop_order = Orders.get_order(symbol, orderId)
if float(stop_order['executedQty']) > 0:
quantity = self.format_quantity(float(stop_order['executedQty']))
lossprice = sell_price - (sell_price * self.stop_loss / 100)
status = stop_order['status']
# Order status
if status == 'NEW':
if self.cancel(symbol, orderId):
# Stop loss
lastBid, lastAsk = Orders.get_order_book(symbol)
if lastAsk <= lossprice:
sello = Orders.sell_market(symbol, quantity)
print ('Stop-loss, sell market, %s' % (lastAsk))
sell_id = sello['orderId']
if sello == True:
return True
else:
# Wait a while after the sale to the loss.
time.sleep(self.WAIT_TIME_STOP_LOSS)
statusloss = Orders.get_order(symbol, sell_id)['status']
if statusloss != 'NEW':
print ('Stop-loss, sold')
return True
else:
return False
else:
sello = Orders.sell_limit(symbol, quantity, lossprice)
sell_id = sello['orderId']
print ('Stop-loss, sell limit, %s' % (lossprice))
time.sleep(self.WAIT_TIME_STOP_LOSS)
statusloss = Orders.get_order(symbol, sell_id)['status']
if statusloss != 'NEW':
print ('Stop-loss, sold')
return True
else:
return False
else:
print ('Cancel did not work... Might have been sold before stop loss...')
return True
elif status == 'PARTIALLY_FILLED':
self.order_id = 0
print ('Sell partially filled, hold sell position to prevent dust coin. Continue trading...')
time.sleep(self.WAIT_TIME_CHECK_SELL)
return True
elif status == 'FILLED':
self.order_id = 0
print('Order filled before sell at loss!')
return True
else:
return False
def sell(self, symbol, quantity, orderId, sell_price, last_price):
'''
The specified limit will try to sell until it reaches.
If not successful, the order will be canceled.
'''
self.partial_status = None
#time.sleep(self.WAIT_TIME_CHECK_BUY)
confirm = False
cancel_flag = True
seconds = 0
while not confirm:
sleep(1)
seconds += 1
buy_order = Orders.get_order(symbol, orderId)
if not buy_order:
print(self.log_wrap("SERVER DELAY! Rechecking..."))
return
if buy_order['status'] == 'FILLED' and buy_order['side'] == "BUY":
print(self.log_wrap("Buy order filled... Try sell..."))
self.total_buy = self.total_buy + 1
confirm = True
elif buy_order['status'] == 'PARTIALLY_FILLED' and buy_order[
'side'] == "BUY":
print(
self.log_wrap(
"Buy order partially filled... Wait 1 more second..."))
quantity = self.check_partial_order(symbol, orderId,
sell_price)
confirm = True
else:
cancel_flag = False
if seconds == self.WAIT_TIME_CHECK_BUY:
confirm = True
if not cancel_flag:
flago = 0
while (flago != 1):
try:
orderId = (buy_order['orderId'])
except KeyError:
print(self.log_wrap("Keyerror"))
else:
flago = 1
self.cancel(symbol, orderId)
print(self.log_wrap("Buy order fail (Not filled) Cancel order..."))
sleep(5)
print(self.log_wrap("Checking.."))
order_status = None
order_side = None
check_order = Orders.get_order(symbol, orderId)
flago = 0
while (flago != 1):
try:
order_status = (check_order['status'])
except KeyError:
print(self.log_wrap("Keyerror"))
check_order = Orders.get_order(symbol, orderId)
else:
flago = 1
flago = 0
while (flago != 1):
try:
order_side = (check_order['side'])
except KeyError:
print(self.log_wrap("Keyerror"))
check_order = Orders.get_order(symbol, orderId)
else:
flago = 1
print(
self.log_wrap(
'Binance Order Status: %s, Binance Order Side: %s, Partial status: %s'
% (order_status, order_side, self.partial_status)))
if order_status == "CANCELED":
if self.partial_status == None:
self.bot_status = "cancel"
self.order_id = 0
return
sell_id = None
try:
self.all_qty = self.format_quantity(
float(Orders.get_asset(symbol)['free']))
except Exception as error:
self.all_qty = 0
try:
self.sell_qty = self.format_quantity(
float(self.all_qty - self.original_qty))
except Exception as error:
self.sell_qty = 0
if quantity < self.sell_qty:
quantity = self.format_quantity(float(self.sell_qty))
flago = 0
while (flago != 1):
sleep(1)
try:
sell_id = Orders.sell_limit(symbol, quantity,
sell_price)['orderId']
except Exception as error:
quantity = quantity - 1
else:
flago = 1
print(self.log_wrap("Order placed. Confirming..."))
sleep(1)
print(self.log_wrap("Sell order created"))
if Orders.get_order(symbol, sell_id)['status'] == 'FILLED':
print(self.log_wrap('Sell order (Filled) id: %d' % sell_id))
print(self.log_wrap('LastPrice : %.8f' % last_price))
print(
self.log_wrap(
'Profit: %%%s. Buy price: %.8f Sell price: %.8f' %
(self.option.profit, float(
buy_order['price']), sell_price)))
self.order_id = 0
self.bot_status = "sell"
time.sleep(self.WAIT_TIME_CHECK_SELL)
return
'''
If all sales trials fail,
the grievance is stop-loss.
'''
if self.stop_loss > 0:
flag = 0
while (flag != 1):
# If sell order failed after 5 seconds, 5 seconds more wait time before selling at loss
time.sleep(self.WAIT_TIME_CHECK_HOLD)
ticker = Orders.get_ticker(symbol)
flag1 = 0
while (flag1 != 1):
try:
lastPrice = float(ticker['lastPrice'])
except Exception as error:
ticker = Orders.get_ticker(symbol)
else:
flag1 = 1
break
lossprice = sell_price - (sell_price * self.stop_loss / 100)
print(self.log_wrap('Hold...'))
print(self.log_wrap('LastPrice : %.8f' % last_price))
print(self.log_wrap('Stop-loss, sell limit, %s' % (lossprice)))
if Orders.get_order(symbol, sell_id)['status'] == 'FILLED':
self.order_id = 0
self.bot_status = "sell"
flag = 1
if lastPrice <= lossprice:
flag = 1
print(self.log_wrap('Waiting to stop loss...'))
time.sleep(self.WAIT_TIME_CHECK_SELL)
self.stop(symbol, quantity, sell_id, sell_price)
self.total_stoploss = self.total_stoploss + 1
time.sleep(self.WAIT_TIME_STOP_LOSS)
print(self.log_wrap('Sold! Continue trading...'))
self.order_id = 0
self.bot_status = "sell"
else:
sell_status = 'NEW'
while (sell_status != "FILLED"):
time.sleep(self.WAIT_TIME_CHECK_HOLD)
sells = Orders.get_order(symbol, sell_id)
while True:
try:
sell_status = sells['status']
except Exception as error:
sells = Orders.get_order(symbol, sell_id)
else:
break
ticker = Orders.get_ticker(symbol)
while True:
try:
lastPrice = float(ticker['lastPrice'])
except Exception as error:
ticker = Orders.get_ticker(symbol)
else:
print(
self.log_wrap(
'Status: %s Current price: %s Sell price: %s' %
(sell_status, lastPrice, sell_price)))
break
print(self.log_wrap('Sold! Continue trading...'))
self.total_sell = self.total_sell + 1
order_id = 0
self.order_id = 0
self.bot_status = "sell"
time.sleep(self.WAIT_TIME_CHECK_SELL)
def sell(self, symbol, quantity, orderId, sell_price, last_price):
'''
The specified limit will try to sell until it reaches.
If not successful, the order will be canceled.
'''
buy_order = Orders.get_order(symbol, orderId)
if buy_order['status'] == 'FILLED' and buy_order['side'] == "BUY":
print("Buy order filled... Try sell...")
invalidAttempts = 0
while invalidAttempts < self.INVALID_ATTEMPTS_LIMIT:
# Format quantity
stepsize = quantity % float(self.step_size)
quantity = quantity - stepsize
sell_order = Orders.sell_limit(symbol, quantity, sell_price)
print('Sell order create Id: %d' % orderId)
sell_id = sell_order['orderId']
if sell_order['status'] == 'FILLED':
print('Sell order (Filled) Id: %d' % orderId)
print('LastPrice : %.8f' % last_price)
print('Profit: %%%s. Buy price: %.8f Sell price: %.8f' %
(self.option.profit, float(
sell_order['price']), sell_price))
self.order_id = 0
self.order_data = 0
self.INVALID_ATTEMPTS_LIMIT = 0
break
if sell_id != None:
time.sleep(self.WAIT_TIME_BUY_SELL)
'''
If all sales trials fail,
the grievance is stop-loss.
'''
if self.stop_loss > 0:
if self.stop(symbol, quantity, sell_id):
break
else:
continue
invalidAttempts = 0
break
else:
invalidAttempts += 1
continue
if invalidAttempts != 0:
print("invalidAttempts %s" % (invalidAttempts))
self.cancel(symbol, orderId)
