def load_bars(days_in_history,
wanted_tf,
start_offset_minutes=0,
exchange='bybit',
symbol='BTCUSD'):
#empty symbol is legacy and means btcusd
end = known_history_files[exchange + "_" + symbol]
start = max(0, end - int(days_in_history * 1440 / 50000))
m1_bars_temp = []
logger.info("loading " + str(end - start + 1) + " history files from " +
exchange)
for i in range(start, end + 1):
with open(history_file_name(i, exchange, symbol)) as f:
m1_bars_temp += json.load(f)
logger.info("done loading files, now preparing them")
start = max(0, len(m1_bars_temp) - (days_in_history * 1440))
m1_bars = m1_bars_temp[start:]
subbars: List[Bar] = []
for b in m1_bars:
if exchange == 'bybit':
if b['open'] is None:
continue
subbars.append(ByBitInterface.barDictToBar(b))
elif exchange == 'bitmex':
if b['open'] is None:
continue
subbars.append(BitmexInterface.barDictToBar(b, wanted_tf))
elif exchange in ['binance_future', 'binanceSpot']:
subbars.append(BinanceFuturesInterface.barArrayToBar(b))
elif exchange == 'phemex':
subbars.append(PhemexInterface.barArrayToBar(b, 10000))
subbars.reverse()
return process_low_tf_bars(subbars, wanted_tf, start_offset_minutes)
def load_bars(days_in_history,
wanted_tf,
start_offset_minutes=0,
exchange='bitmex'):
knownfiles = {"bitmex": 45, "bybit": 14, "binance": 6, "binanceSpot": 28}
end = knownfiles[exchange]
start = max(0, end - int(days_in_history * 1440 / 50000))
m1_bars = []
logger.info("loading " + str(end - start) + " history files from " +
exchange)
for i in range(start, end + 1):
with open('history/' + exchange + '/M1_' + str(i) + '.json') as f:
m1_bars += json.load(f)
logger.info("done loading files, now preparing them")
subbars: List[Bar] = []
for b in m1_bars:
if exchange == 'bybit':
if b['open'] is None:
continue
subbars.append(ByBitInterface.barDictToBar(b))
elif exchange == 'bitmex':
if b['open'] is None:
continue
subbars.append(BitmexInterface.barDictToBar(b, wanted_tf))
elif exchange in ['binance', 'binanceSpot']:
subbars.append(BinanceInterface.barArrayToBar(b))
subbars.reverse()
return process_low_tf_bars(subbars, wanted_tf, start_offset_minutes)
def __init__(self, settings, trading_bot: TradingBot):
self.settings = settings
self.id = self.settings.id
self.last_tick = 0
self.logger = log.setup_custom_logger(
name=settings.id,
log_level=settings.LOG_LEVEL,
logToConsole=settings.LOG_TO_CONSOLE,
logToFile=settings.LOG_TO_FILE)
self.logger.info("#############################")
self.logger.info("############ Start LiveTrading " + settings.id +
" on " + settings.EXCHANGE + " #################")
self.exchange: ExchangeInterface = None
if settings.EXCHANGE == 'bitmex':
self.exchange = BitmexInterface(settings=settings,
logger=self.logger,
on_tick_callback=self.on_tick)
elif settings.EXCHANGE == 'bybit':
self.exchange = ByBitInterface(settings=settings,
logger=self.logger,
on_tick_callback=self.on_tick)
elif settings.EXCHANGE == 'binance':
self.exchange = BinanceInterface(settings=settings,
logger=self.logger,
on_tick_callback=self.on_tick)
else:
self.logger.error("unkown exchange: " + settings.EXCHANGE)
self.alive = False
return
self.alive = True
if self.exchange.is_open():
self.logger.info(" Starting Live Trading Engine for %s " %
self.exchange.symbol)
self.symbolInfo: Symbol = self.exchange.get_instrument()
self.bot: TradingBot = trading_bot
self.bot.prepare(self.logger, self)
# init market data dict to be filled later
self.bars: List[Bar] = []
self.update_bars()
self.account: Account = Account()
self.update_account()
self.bot.reset()
else:
self.alive = False
def load_bars(days_in_history, wanted_tf, start_offset_minutes=0,exchange='bitmex'):
end = 45 if exchange == 'bitmex' else 14
start = max(0,end - int(days_in_history * 1440 / 50000))
m1_bars = []
logger.info("loading " + str(end - start) + " history files from "+exchange)
for i in range(start, end + 1):
with open('history/'+exchange+'/M1_' + str(i) + '.json') as f:
m1_bars += json.load(f)
logger.info("done loading files, now preparing them")
subbars: List[Bar] = []
if exchange == 'bybit':
for b in m1_bars:
if b['open'] is None:
continue
subbars.append(ByBitInterface.barDictToBar(b))
else:
for b in m1_bars:
if b['open'] is None:
continue
subbars.append(BitmexInterface.barDictToBar(b,wanted_tf))
subbars.reverse()
return process_low_tf_bars(subbars, wanted_tf, start_offset_minutes)
def __init__(self, settings, telegram: TelegramBot,
trading_bot: TradingBot):
self.settings = settings
self.id = self.settings.id
self.last_tick = 0
self.logger = log.setup_custom_logger(
name=settings.id,
log_level=settings.LOG_LEVEL,
logToConsole=settings.LOG_TO_CONSOLE,
logToFile=settings.LOG_TO_FILE)
self.telegram_bot = telegram
self.logger.info("#############################")
self.logger.info("############ Start LiveTrading " + settings.id +
" on " + settings.EXCHANGE + " #################")
self.exchange: ExchangeInterface = None
if settings.EXCHANGE == 'bitmex':
self.exchange = BitmexInterface(settings=settings,
logger=self.logger,
on_tick_callback=self.on_tick)
elif settings.EXCHANGE == 'bybit':
self.exchange = ByBitInterface(settings=settings,
logger=self.logger,
on_tick_callback=self.on_tick)
elif settings.EXCHANGE == 'binance':
self.exchange = BinanceInterface(settings=settings,
logger=self.logger,
on_tick_callback=self.on_tick)
elif settings.EXCHANGE == 'phemex':
self.exchange = PhemexInterface(settings=settings,
logger=self.logger,
on_tick_callback=self.on_tick)
else:
self.logger.error("unkown exchange: " + settings.EXCHANGE)
self.alive = False
return
self.alive = True
if self.exchange.is_open():
self.logger.info(" Starting Live Trading Engine for %s " %
self.exchange.symbol)
self.symbolInfo: Symbol = self.exchange.get_instrument()
self.bot: TradingBot = trading_bot
self.bot.prepare(self.logger, self)
# init market data dict to be filled later
self.bars: List[Bar] = []
self.update_bars()
self.account: Account = Account()
self.update_account()
self.bot.reset()
if self.telegram_bot is not None:
pos = "no pos"
if self.account.open_position is not None and self.account.open_position.avgEntryPrice is not None:
pos = "%.2f @ %.2f" % (
self.account.open_position.quantity,
self.account.open_position.avgEntryPrice)
self.telegram_bot.send_log(
"%s loaded, ready to go with %.2f in wallet and pos %s" %
(self.id, self.account.equity, pos))
else:
self.alive = False
from kuegi_bot.exchanges.bitmex.bitmex_interface import BitmexInterface
from kuegi_bot.exchanges.bybit.bybit_interface import ByBitInterface
from kuegi_bot.utils import log
from kuegi_bot.utils.helper import load_settings_from_args
settings = load_settings_from_args()
logger = log.setup_custom_logger("cryptobot",
log_level=settings.LOG_LEVEL,
logToConsole=True,
logToFile=False)
def onTick():
logger.info("got Tick")
if settings.EXCHANGE == 'bybit':
interface = ByBitInterface(settings=settings,
logger=logger,
on_tick_callback=onTick)
b = interface.bybit
w = interface.ws
else:
interface = BitmexInterface(settings=settings,
logger=logger,
on_tick_callback=onTick)
bars = interface.get_bars(240, 0)