def update_account(self, account: Account):
funds = self.bitmex.funds()
last = self.get_ticker().last
account.open_position = self.get_position()
account.open_position.walletBalance = convert_to_XBT(
funds['walletBalance'], funds['currency'])
account.equity = convert_to_XBT(funds['marginBalance'],
funds['currency'])
account.usd_equity = account.equity * last
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 reset(self):
self.account = Account()
self.account.open_position.walletBalance = self.initialEquity
self.account.open_position.quantity = 0
self.account.equity = self.account.open_position.walletBalance
self.account.usd_equity = self.initialEquity * self.bars[-1].open
self.hh = self.initialEquity
self.maxDD = 0
self.max_underwater = 0
self.lastHHPosition = 0
self.underwater = 0
self.maxExposure= 0
self.bot.reset()
self.current_bars = []
for b in self.bars:
b.did_change = True
self.bot.init(self.bars[-self.bot.min_bars_needed():], self.account, self.symbol, None)
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
def update_account(self, account: Account):
pos = self.positions[self.symbol]
account.open_position = pos
account.equity = pos.walletBalance
account.usd_equity = account.equity * self.last
