def dump():
resetToken()
for sym in symb:
position = checkPosition(sym)
lastBid = db[sym]['bidPrice'][-1]
if position[0] > 0:
if not SIM:
time.sleep(1)
sell(sym, position[0])
updateBalanceAndPosition(sym, 'sell', position[0], lastBid)
def test_sell(amount):
result = sell(TEST_BRANCH, TEST_ISDN, amount)
if result is None or result.has_error:
logging.info(u"Хүсэлт амжилтгүй боллоо.")
else:
logging.info(u"TAN код илгээгдсэн.")
def test_sell(amount):
result = sell(TEST_BRANCH, TEST_ISDN, amount)
if result is None or result.has_error:
logging.info(u'Хүсэлт амжилтгүй боллоо.')
else:
logging.info(u'TAN код илгээгдсэн.')
def mainLoop(pair, period):
global tgupdateid
base, coin = pair.split('_')
position_open = False
position_size = False
position_entry = False
position_stopLoss = False
expected_risk_persent = False
expected_risk = False
now = getCurrentTime()
chart = getHeikinAshi(pair, period, now - period * 1000, now)
log.debug('Last five candles:')
for candle in chart[-5:]:
log.debug(candle)
lastCandleDate = chart[-1]['date']
log.debug(
f'Current candle date: {lastCandleDate}, {datetime.datetime.utcfromtimestamp(lastCandleDate)}'
)
if trade:
currentCoinBalance = float(polo.returnBalances()[coin])
if currentCoinBalance:
log.info(
f'Found available balance of {currentCoinBalance} {coin}, calculating stop loss...'
)
n = -1
while not position_stopLoss:
lastCandleColor = chart[n - 1]['color']
candleBeforeColor = chart[n - 2]['color']
if candleBeforeColor != lastCandleColor:
position_stopLoss = float(chart[n - 1]['low'])
log.info(f'Stop loss set to {position_stopLoss}')
# tg_message(f'Stop loss set to {position_stopLoss}')
position_open = True
log.debug(f'position_open: {position_open}')
n -= 1
else:
print('Check')
currentPrice = api.getTicker(polo, pair)
lastCandleColor = chart[-2]['color']
candleBeforeColor = chart[-3]['color']
if lastCandleColor == 'green' and candleBeforeColor == 'red':
total_balance = api.getTotalBalance(polo)
position_entry = chart[-2]['high']
position_stopLoss = chart[-2]['low']
if currentPrice < position_entry and currentPrice > position_stopLoss:
candle_change = 1 - (chart[-2]['low'] / chart[-2]['high'])
maxloss = total_balance * maxrisk
available_balance = float(polo.returnBalances()[base])
position_size = min(maxloss / candle_change,
available_balance)
if maxposition:
position_size = min(position_size, maxposition)
expected_risk = position_size * candle_change
expected_risk_persent = expected_risk / total_balance
position_size = float(f'{position_size:.8f}')
log.info(f'Candle risk: {candle_change * 100:.3f}%')
log.info(f'Available balance: {available_balance} {base}')
log.info(f'Position entry: {position_entry}')
log.info(f'Position stop loss: {position_stopLoss}')
log.info(f'Position size: {position_size} {base}')
log.info(
f'Expected risk: {expected_risk_persent*100:.2f}%, {expected_risk:.8f} {base}'
)
# tg_message(f'''New position setup
# Candle risk: {candle_change * 100:.3f}%
# Available balance: {available_balance} {base}
# Position entry: {position_entry}
# Position stop loss: {position_stopLoss}
# Position size: {position_size} {base}
# Expected risk: {expected_risk_persent*100:.2f}%, {expected_risk:.8f} {base}
# ''')
while True:
now = getCurrentTime()
fromLastCandle = now % period
untilNextCandle = period - fromLastCandle
log.info(
f'Waiting {datetime.datetime.utcfromtimestamp(untilNextCandle).strftime("%H:%M:%S")} until new candle...'
)
nextCandleTime = chart[-1]['date'] + period
log.debug(f'Next candle date: {nextCandleTime}')
# Tick check
while getCurrentTime() < nextCandleTime:
if commands:
tgupdateid = tg_handleUpdates(tgupdateid)
if trade:
currentPrice = api.getTicker(polo, pair)
if position_entry and currentPrice > position_entry:
log.info(
f'Entry price of {position_entry} hit, buying {coin}...'
)
coinBefore = float(polo.returnBalances()[coin])
baseBefore = float(polo.returnBalances()[base])
result = api.buy(polo,
pair,
market=True,
total=position_size)
log.debug(result)
coinAfter = float(polo.returnBalances()[coin])
baseAfter = float(polo.returnBalances()[base])
coinAmount = f'{coinAfter - coinBefore:.8f}'
baseAmount = f'{baseBefore - baseAfter:.8f}'
log.info(
f'Bought {coinAmount} {coin} for {baseAmount} {base} at {currentPrice}'
)
tg_message(f'''Entry price hit
{pair} Buy
Rate: {currentPrice}
Amount: {coinAmount} {coin}
Total:{baseAmount} {base}''')
position_open = True
log.debug(f'position_open: {position_open}')
position_entry = False
log.debug('Position entry removed')
if position_open and currentPrice < position_stopLoss:
log.info(
f'Stop loss of {position_stopLoss} hit, selling {coin}...'
)
coinBefore = float(polo.returnBalances()[coin])
baseBefore = float(polo.returnBalances()[base])
result = api.sell(polo, pair, market=True, all=True)
log.debug(result)
coinAfter = float(polo.returnBalances()[coin])
baseAfter = float(polo.returnBalances()[base])
coinAmount = f'{coinBefore - coinAfter:.8f}'
baseAmount = f'{baseAfter - baseBefore:.8f}'
log.info(
f'Sold {coinAmount} {coin} for {baseAmount} {base} at {currentPrice}'
)
tg_message(f'''Stop loss hit
{pair} Sell
Rate: {currentPrice}
Amount: {coinAmount} {coin}
Total: {baseAmount} {base}''')
position_stopLoss = False
log.debug('Position stop loss removed')
position_entry = False
log.debug('Position entry removed')
position_open = False
log.debug(f'Position open: {position_open}')
if position_stopLoss and not position_open and currentPrice < position_stopLoss:
log.info('Entry not hit, position cancelled')
# tg_message('Entry not hit, position cancelled')
position_stopLoss = False
log.debug('Position stop loss removed')
position_entry = False
log.debug('Position entry removed')
position_open = False
log.debug(f'position_open: {position_open}')
time.sleep(tick)
lastCandleDate = chart[-1]['date']
log.info('Getting new candle...')
chart = getHeikinAshi(pair, period, now - period * 1000, now,
chart[-1]['date'])
lastCandleColor = chart[-2]['color']
candleBeforeColor = chart[-3]['color']
log.debug(chart[-3])
log.debug(chart[-2])
log.debug(chart[-1])
log.info(
f'Candle pattern is {candleBeforeColor} = > {lastCandleColor}')
if lastCandleColor == 'green' and candleBeforeColor == 'red':
log.info('Time to buy')
if private_api:
total_balance = api.getTotalBalance(polo)
available_balance = float(polo.returnBalances()[base])
if available_balance > 2:
position_entry = chart[-2]['high']
position_stopLoss = chart[-2]['low']
candle_change = 1 - (chart[-2]['low'] / chart[-2]['high'])
maxloss = total_balance * maxrisk
position_size = min(maxloss / candle_change,
available_balance)
if maxposition:
position_size = min(position_size, maxposition)
expected_risk = position_size * candle_change
expected_risk_persent = expected_risk / total_balance
position_size = float(f'{position_size:.8f}')
log.info(f'Candle risk: {candle_change * 100:.3f}%')
log.info(f'Available balance: {available_balance} {base}')
log.info(f'Position entry: {position_entry}')
log.info(f'Position stop loss: {position_stopLoss}')
log.info(f'Position size: {position_size} {base}')
log.info(
f'Expected risk: {expected_risk_persent*100:.2f}%, {expected_risk:.8f} {base}'
)
# tg_message(f'''New position setup
# Candle risk: {candle_change * 100:.3f}%
# Available balance: {available_balance} {base}
# Position entry: {position_entry}
# Position stop loss: {position_stopLoss}
# Position size: {position_size} {base}
# Expected risk: {expected_risk_persent*100:.2f}%, {expected_risk:.8f} {base}
# ''')
if call:
log.info('Calling {tg_username}...')
tg_call(tg_username, f'Time to buy {pair}')
elif lastCandleColor == 'red' and candleBeforeColor == 'green':
log.info('Time to move stop loss')
if private_api and position_open:
position_stopLoss = chart[-2]['low']
log.info(f'Position stop loss moved to {position_stopLoss}')
# tg_message(f'Position stop loss moved to {position_stopLoss}')
if call:
log.info('Calling {tg_username}...')
tg_call(tg_username, f'Move stop loss on {pair}')
elif lastCandleColor == 'red' and position_open:
position_stopLoss = chart[-2]['low']
log.info(f'Position stop loss moved to {position_stopLoss}')
# tg_message(f'Position stop loss moved to {position_stopLoss}')
else:
log.info('Nothing to do...')
bought = False sold = False if(q.bidSize > 0): bid = q.bid + 1 ask = 9999999 if(q.askSize > 0): ask = q.ask - 1 if(qty < 900): b = buy(account, venue, symbol, bid, 100) bought = True if(qty > -900): s = sell(account, venue, symbol, ask, 100) sold = True time.sleep(.5) if(bought): bo = cancel_order(venue, symbol, b.id) for f in bo.fills: qty = qty + f.qty position = position - (f.qty * f.price) if(sold): so = cancel_order(venue, symbol, s.id) for f in so.fills: qty = qty - f.qty position = position + (f.qty * f.price)
def update(withPolicy=None):
global balance, SIM, max_spend_rolling
token_change = False
# run regularly on minute-by-minute interval
sell_matrix = []
buy_matrix = []
stringOfStocks = ','.join(symb)
quotes = []
if not SIM:
quotes = get_quotes(symbol=stringOfStocks, premarket=False)
for e in range(len(symb)):
if not SIM:
obj = update_vals(symb[e], quotes[e])
else:
obj = update_vals(symb[e], sim.get_quotes(symb[e]))
if obj is None:
continue
defPolicy = withPolicy
# check if optimal policy exists, otherwise use default
if not REF and ("policy" in db[symb[e]]
and db[symb[e]]["policy"] is not None):
defPolicy = db[symb[e]]["policy"]
elif defPolicy is None: #defPolicy must be populated
defPolicy = defaultParams
if active_trading or not SIM:
buyDec = buyDecision(obj, symb[e], defPolicy)
sellDec = sellDecision(obj, symb[e], defPolicy)
if (sellDec[1] == 'sell'):
sell_matrix.append(
[sellDec[0], symb[e], sellDec[2], sellDec[3]])
if (buyDec[1] == 'buy'):
buy_matrix.append([buyDec[0], symb[e], buyDec[2], buyDec[3]])
sell_matrix = sorted(sell_matrix)
buy_matrix = sorted(buy_matrix)
buy_matrix = buy_matrix[0:2]
while len(sell_matrix) > 0:
if (sell_matrix[-1][2] > 0.001):
updateBalanceAndPosition(sell_matrix[-1][1], 'sell', 0,
sell_matrix[-1][3])
if not SIM:
resetToken()
token_change = True
time.sleep(1)
sell(sell_matrix[-1][1], sell_matrix[-1][2])
sell_matrix.pop()
if not SIM and len(buy_matrix) > 0:
if not token_change:
resetToken()
balance = getBalance()
#retrieve buy amounts for each listed stock after sell-offs
buy_matrix = buyAmounts(buy_matrix, withPolicy)
if len(buy_matrix) > 0:
max_spend_rolling -= 0.1
while len(buy_matrix) > 0 and balance > 0:
if (buy_matrix[-1][4] > 0.001):
if spent_today < max_daily_spend * initialBalance:
updateBalanceAndPosition(buy_matrix[-1][1], 'buy',
buy_matrix[-1][4], buy_matrix[-1][3])
if not SIM:
time.sleep(1)
buy(buy_matrix[-1][1], buy_matrix[-1][4])
buy_matrix.pop()
