def _daily():
"""
"""
timer_1d = Timer(name='daily', expire=utc_dtdate()+timedelta(days=1))
while True:
if timer_1d.remain() == 0:
app.eod_tasks()
timer_1d.set_expiry(utc_dtdate() + timedelta(days=1))
print("daily: {:} sec remain".format(timer_1d.remain(unit='s')))
time.sleep(timer_1d.remain()/1000)
def _data(now=False):
"""
"""
cmc = Timer(name='cmc', expire='every 5 clock min utc')
if now == True:
tickers.update(limit=500)
while True:
if cmc.remain() == 0:
tickers.update(limit=500)
print('Updated CMC tickers')
cmc.reset()
print("cmc: {:} sec remain".format(cmc.remain(unit='s')))
time.sleep(cmc.remain()/1000)
def _scanner():
scanner.update(25, idx_filter='BTC')
scan = Timer(name='scanner', expire='every 30 clock min utc')
while True:
if scan.remain() == 0:
scanner.update(25, idx_filter='BTC')
scan.reset()
time.sleep(1800)
def _trading():
"""Main trade cycle loop.
"""
print('Preloading historic data....')
trade.init()
#timer_1m = Timer(name='trade_1m', expire='every 1 clock min utc')
timer_5m = Timer(name='trade_5m', expire='every 5 clock min utc')
while True:
if timer_5m.remain() == 0:
time.sleep(10)
trade.update('5m')
timer_5m.reset()
"""if timer_1m.remain() == 0:
time.sleep(8)
trade.update('1m')
timer_1m.reset()
"""
time.sleep(5)
def run(e_pairs, e_kill):
"""Main scanner thread loop.
"""
tmr = Timer(expire='every 20 clock minutes utc', quiet=True)
sma_med_trend_filter()
while True:
if e_kill.isSet():
break
if tmr.remain() == 0:
# Edit conf w/o having to restart bot.
importlib.reload(docs.botconf)
lock.acquire()
print("{} pairs enabled pre-scan.".format(len(get_pairs())))
lock.release()
# Reset enabled pairs to only open trades.
set_pairs([],'ENABLED', exclusively=True)
# Scan and enable any additional filtered pairs.
sma_med_trend_filter()
tmr.reset()
time.sleep(3)
print("Scanner thread: terminating...")
def run(e_pairs, e_kill):
global storedata, connkeys, ws
client = app.bot.client
#print("Connecting to websocket...")
ws = BinanceSocketManager(client)
pairs = get_pairs()
connkeys += [ws.start_kline_socket(pair, recv_kline, interval=n) \
for n in TRD_FREQS for pair in pairs]
lock.acquire()
print("Subscribed to {} kline sockets.".format(len(connkeys)))
lock.release()
ws.start()
#print('Connected. Press Ctrl+C to quit')
tmr = Timer(name='pairs', expire='every 5 clock min utc', quiet=True)
while True:
if e_kill.isSet():
break
if e_pairs.isSet():
update_sockets()
e_pairs.clear()
if tmr.remain() == 0:
tmr.reset()
if len(storedata) > 0:
#print("websock_thread: saving new candles...")
candles.bulk_save(storedata)
storedata = []
time.sleep(1)
close_all()
print("Websock thread: Terminating...")
#---------------------------------------------------------------------------
if __name__ == '__main__':
db = set_db('localhost')
cred = list(db.api_keys.find())[0]
killer = GracefulKiller()
print("Connecting to Binance websocket client...")
client = Client(cred['key'], cred['secret'])
bnc_wss = BinanceSocketManager(client)
connect_klines(bnc_wss, pairs)
print("{} connections created.".format(len(conn_keys)))
bnc_wss.start()
print('Connected.')
print('Press Ctrl+C to quit')
timer_1m = Timer(name='pairs', expire='every 1 clock min utc')
while True:
if timer_1m.remain(quiet=True) == 0:
pairs = detect_pair_change()
timer_1m.reset(quiet=True)
if killer.kill_now:
print('Caught SIGINT command. Shutting down...')
break
update_spinner()
time.sleep(0.1)
close_all()
def run(e_pairs, e_kill):
"""Main trading loop thread. Consumes candle data from queue and
manages/executes trades.
TODO: add in code for tracking unclosed candle wicks prices:
# Clear all partial candle data
dfW = dfW.drop([(c['pair'], strtofreq(c['freqstr']))])
"""
from main import q
db = app.get_db()
t1 = Timer()
tmr1 = Timer(name='pos', expire='every 1 clock min utc', quiet=True)
tmr10 = Timer(name='earn', expire='every 10 clock min utc', quiet=True)
reports.positions()
reports.earnings()
n = 0
while True:
if e_kill.isSet():
break
ent_ids, ex_ids = [], []
# Trading algo inner loop.
while q.empty() == False:
c = q.get()
candles.modify_dfc(c)
ss = snapshot(c)
query = {
'pair': c['pair'],
'freqstr': c['freqstr'],
'status': 'open'
}
# Eval position entries/exits
for trade in db.trades.find(query):
update_stats(trade, ss)
ex_ids += eval_exit(trade, c, ss)
if c['closed'] and c['pair'] in get_pairs():
ent_ids += eval_entry(c, ss)
n += 1
# Reporting outer loop.
if tmr1.remain() == 0:
reports.positions()
tmr1.reset()
if tmr10.remain() == 0:
reports.earnings()
tmr10.reset()
if len(ent_ids) + len(ex_ids) > 0:
reports.trades(ent_ids + ex_ids)
if n > 75:
lock.acquire()
print('{} queue items processed. [{:,.0f} ms/item]'\
.format(n, t1.elapsed()/n))
lock.release()
t1.reset()
n = 0
# Outer loop tail
if len(ex_ids) > 0:
if c['pair'] not in get_pairs():
# TODO: check no other open positions hold this pair, safe
# for disabling.
set_pairs([c['pair']], 'DISABLED')
update_spinner()
time.sleep(0.1)
print('Trade thread: Terminating...')
