class AppState:
def __init__(self, app: PyCryptoBot, account: TradingAccount) -> None:
if app.getExchange() == Exchange.BINANCE:
self.api = BAuthAPI(
app.getAPIKey(),
app.getAPISecret(),
app.getAPIURL(),
recv_window=app.getRecvWindow(),
)
elif app.getExchange() == Exchange.COINBASEPRO:
self.api = CAuthAPI(
app.getAPIKey(),
app.getAPISecret(),
app.getAPIPassphrase(),
app.getAPIURL(),
)
elif app.getExchange() == Exchange.KUCOIN:
self.api = KAuthAPI(
app.getAPIKey(),
app.getAPISecret(),
app.getAPIPassphrase(),
app.getAPIURL(),
)
else:
self.api = None
self.app = app
self.account = account
self.action = "WAIT"
self.buy_count = 0
self.buy_state = ""
self.buy_sum = 0
self.eri_text = ""
self.fib_high = 0
self.fib_low = 0
self.first_buy_size = 0
self.iterations = 0
self.last_action = "WAIT"
self.last_buy_size = 0
self.last_buy_price = 0
self.last_buy_filled = 0
self.last_buy_fee = 0
self.last_buy_high = 0
self.last_sell_size = 0
self.last_df_index = ""
self.sell_count = 0
self.sell_sum = 0
self.margintracker = 0
self.profitlosstracker = 0
self.feetracker = 0
self.buy_tracker = 0
self.last_api_call_datetime = datetime.datetime.now(
) - datetime.timedelta(minutes=2)
self.exchange_last_buy = None
def minimumOrderBase(self, base, actionchk: bool = False):
self.app.insufficientfunds = False
if self.app.getExchange() == Exchange.BINANCE:
df = self.api.getMarketInfoFilters(self.app.getMarket())
if len(df) > 0:
try:
base_min = float(df[df["filterType"] == "LOT_SIZE"][[
"minQty"
]].values[0][0])
base = float(base)
except:
return
if base < base_min:
if self.app.enableinsufficientfundslogging:
self.app.insufficientfunds = True
Logger.warning(
f"Insufficient Base Funds! (Actual: {base}, Minimum: {base_min})"
)
return
sys.tracebacklimit = 0
raise Exception(
f"Insufficient Base Funds! (Actual: {base}, Minimum: {base_min})"
)
return
elif self.app.getExchange() == Exchange.COINBASEPRO:
product = self.api.authAPI("GET",
f"products/{self.app.getMarket()}")
if len(product) == 0:
sys.tracebacklimit = 0
raise Exception(f"Market not found! ({self.app.getMarket()})")
base = float(base)
base_min = float(product["base_min_size"])
elif self.app.getExchange() == Exchange.KUCOIN:
resp = self.api.authAPI('GET', f'api/v1/symbols')
product = resp[resp['symbol'] == self.app.getMarket()]
if len(product) == 0:
sys.tracebacklimit = 0
raise Exception(f'Market not found! ({self.app.getMarket()})')
base = float(base)
base_min = float(product['baseMinSize'])
# additional check for last order type
if base > base_min:
return True
if actionchk:
return
elif base < base_min:
if self.app.enableinsufficientfundslogging:
self.app.insufficientfunds = True
Logger.warning(
f"Insufficient Base Funds! (Actual: {base}, Minimum: {base_min})"
)
return
sys.tracebacklimit = 0
raise Exception(
f"Insufficient Base Funds! (Actual: {base}, Minimum: {base_min})"
)
def minimumOrderQuote(self, quote, actionchk: bool = False):
self.app.insufficientfunds = False
if self.app.getExchange() == Exchange.BINANCE:
df = self.api.getMarketInfoFilters(self.app.getMarket())
if len(df) > 0:
try:
quote_min = float(df[df["filterType"] == "MIN_NOTIONAL"][[
"minNotional"
]].values[0][0])
quote = float(quote)
except:
return
if quote < quote_min:
if self.app.enableinsufficientfundslogging:
self.app.insufficientfunds = True
Logger.warning(
f"Insufficient Quote Funds! (Actual: {quote}, Minimum: {quote_min})"
)
return
sys.tracebacklimit = 0
raise Exception(
f"Insufficient Quote Funds! (Actual: {quote}, Minimum: {quote_min})"
)
return
else:
sys.tracebacklimit = 0
raise Exception(f"Market not found! ({self.app.getMarket()})")
elif self.app.getExchange() == Exchange.COINBASEPRO:
product = self.api.authAPI("GET",
f"products/{self.app.getMarket()}")
if len(product) == 0:
sys.tracebacklimit = 0
raise Exception(f"Market not found! ({self.app.getMarket()})")
ticker = self.api.authAPI(
"GET", f"products/{self.app.getMarket()}/ticker")
price = float(ticker["price"])
quote = float(quote)
base_min = float(product["base_min_size"])
elif self.app.getExchange() == Exchange.KUCOIN:
resp = self.api.authAPI('GET', 'api/v1/symbols')
product = resp[resp['symbol'] == self.app.getMarket()]
if len(product) == 0:
sys.tracebacklimit = 0
raise Exception(f'Market not found! ({self.app.getMarket()})')
ticker = self.api.authAPI(
"GET",
f"api/v1/market/orderbook/level1?symbol={self.app.getMarket()}"
)
price = float(ticker["price"])
quote = float(quote)
base_min = float(product['baseMinSize'])
# additional check for last order type
if (quote / price) > base_min:
return True
if actionchk:
return
elif (quote / price) < base_min:
if self.app.enableinsufficientfundslogging:
self.app.insufficientfunds = True
Logger.warning(
f'Insufficient Quote Funds! (Actual: {"{:.8f}".format((quote / price))}, Minimum: {base_min})'
)
return
sys.tracebacklimit = 0
raise Exception(
f'Insufficient Quote Funds! (Actual: {"{:.8f}".format((quote / price))}, Minimum: {base_min})'
)
def getLastOrder(self):
# if not live
if not self.app.isLive():
self.last_action = "SELL"
return
ac = self.account.getBalance()
df_base = ac[ac["currency"] == self.app.getBaseCurrency()]["available"]
base = 0.0 if len(df_base) == 0 else float(df_base.values[0])
df_quote = ac[ac["currency"] ==
self.app.getQuoteCurrency()]["available"]
quote = 0.0 if len(df_quote) == 0 else float(df_quote.values[0])
orders = self.account.getOrders(self.app.getMarket(), "", "done")
if len(orders) > 0:
last_order = orders[-1:]
# if orders exist and last order is a buy
if str(last_order.action.values[0]) == "buy" and base > 0.0:
self.last_buy_size = float(
last_order[last_order.action == "buy"]["size"])
self.last_buy_filled = float(
last_order[last_order.action == "buy"]["filled"])
self.last_buy_price = float(
last_order[last_order.action == "buy"]["price"])
# binance orders do not show fees
if self.app.getExchange(
) == Exchange.COINBASEPRO or self.app.getExchange(
) == Exchange.KUCOIN:
self.last_buy_fee = float(
last_order[last_order.action == "buy"]["fees"])
self.last_action = "BUY"
return
else:
self.minimumOrderQuote(quote)
self.last_action = "SELL"
self.last_buy_price = 0.0
return
else:
# nil base or quote funds
if base == 0.0 and quote == 0.0:
if self.app.enableinsufficientfundslogging:
self.app.insufficientfunds = True
Logger.warning(
f"Insufficient Funds! ({self.app.getBaseCurrency()}={str(base)}, {self.app.getQuoteCurrency()}={str(base)})"
)
self.last_action = "WAIT"
return
sys.tracebacklimit = 0
raise Exception(
f"Insufficient Funds! ({self.app.getBaseCurrency()}={str(base)}, {self.app.getQuoteCurrency()}={str(base)})"
)
# determine last action by comparing normalised [0,1] base and quote balances
order_pairs = np_array([base, quote])
order_pairs_normalised = (
order_pairs - np_min(order_pairs)) / np_ptp(order_pairs)
# If Kucoin returns empty response, on a shared trading account, could multiple buy same pair
if self.app.getExchange(
) == Exchange.KUCOIN and self.minimumOrderBase(
base, actionchk=True) and self.minimumOrderQuote(
quote, actionchk=True):
self.last_action = "BUY"
elif order_pairs_normalised[0] < order_pairs_normalised[1]:
self.minimumOrderQuote(quote)
self.last_action = "SELL"
elif order_pairs_normalised[0] > order_pairs_normalised[1]:
self.minimumOrderBase(base)
self.last_action = "BUY"
else:
self.last_action = "WAIT"
return
def initLastAction(self):
# ignore if manually set
if self.app.getLastAction() is not None:
self.last_action = self.app.getLastAction()
return
self.getLastOrder()
def pollLastAction(self):
self.getLastOrder()
class AppState:
def __init__(self, app: PyCryptoBot, account: TradingAccount) -> None:
if app.getExchange() == Exchange.BINANCE:
self.api = BAuthAPI(
app.getAPIKey(),
app.getAPISecret(),
app.getAPIURL(),
recv_window=app.getRecvWindow(),
)
elif app.getExchange() == Exchange.COINBASEPRO:
self.api = CAuthAPI(
app.getAPIKey(),
app.getAPISecret(),
app.getAPIPassphrase(),
app.getAPIURL(),
)
elif app.getExchange() == Exchange.KUCOIN:
self.api = KAuthAPI(
app.getAPIKey(),
app.getAPISecret(),
app.getAPIPassphrase(),
app.getAPIURL(),
use_cache=app.useKucoinCache(),
)
else:
self.api = None
self.app = app
self.account = account
self.action = "WAIT"
self.buy_count = 0
self.buy_state = ""
self.buy_sum = 0
self.eri_text = ""
self.fib_high = 0
self.fib_low = 0
self.first_buy_size = 0
self.iterations = 0
self.last_action = "WAIT"
self.last_buy_size = 0
self.last_buy_price = 0
self.last_buy_filled = 0
self.last_buy_fee = 0
self.last_buy_high = 0
self.last_sell_size = 0
self.trailing_buy = 0
self.waiting_buy_price = 0
self.previous_buy_size = 0
self.open_trade_margin = 0
self.in_open_trade = False
self.last_df_index = ""
self.sell_count = 0
self.sell_sum = 0
self.prevent_loss = 0
self.tsl_triggered = 0
self.margintracker = 0
self.profitlosstracker = 0
self.feetracker = 0
self.buy_tracker = 0
self.trade_error_cnt = 0
self.last_api_call_datetime = datetime.datetime.now() - datetime.timedelta(
minutes=2
)
self.exchange_last_buy = None
def minimumOrderBase(self, base, balancechk: bool = False):
self.app.insufficientfunds = False
if self.app.getExchange() == Exchange.BINANCE:
df = self.api.getMarketInfoFilters(self.app.getMarket())
if len(df) > 0:
base_min = float(
df[df["filterType"] == "LOT_SIZE"][["minQty"]].values[0][0]
)
base = float(base)
elif self.app.getExchange() == Exchange.COINBASEPRO:
product = self.api.authAPI("GET", f"products/{self.app.getMarket()}")
if len(product) == 0:
sys.tracebacklimit = 0
raise Exception(f"Market not found! ({self.app.getMarket()})")
base = float(base)
base_min = float(product["base_min_size"])
elif self.app.getExchange() == Exchange.KUCOIN:
resp = self.api.authAPI("GET", "api/v1/symbols")
product = resp[resp["symbol"] == self.app.getMarket()]
if len(product) == 0:
sys.tracebacklimit = 0
raise Exception(f"Market not found! ({self.app.getMarket()})")
base = float(base)
base_min = float(product["baseMinSize"])
# additional check for last order type
if balancechk:
if base > base_min:
return True
else:
return
elif base < base_min:
if self.app.enableinsufficientfundslogging:
self.app.insufficientfunds = True
Logger.warning(
f"Insufficient Base Funds! (Actual: {base}, Minimum: {base_min})"
)
return
sys.tracebacklimit = 0
raise Exception(
f"Insufficient Base Funds! (Actual: {base}, Minimum: {base_min})"
)
else:
return
def minimumOrderQuote(self, quote, balancechk: bool = False):
self.app.insufficientfunds = False
if self.app.getExchange() == Exchange.BINANCE:
df = self.api.getMarketInfoFilters(self.app.getMarket())
if len(df) > 0:
quote_min = float(
df[df["filterType"] == "MIN_NOTIONAL"][["minNotional"]].values[0][0]
)
quote = float(quote)
if quote < quote_min:
if self.app.enableinsufficientfundslogging:
self.app.insufficientfunds = True
Logger.warning(f"{datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')} | Insufficient Quote Funds! (Actual: {quote}, Minimum: {quote_min})")
return
sys.tracebacklimit = 0
raise Exception(
f"Insufficient Quote Funds! (Actual: {quote}, Minimum: {quote_min})"
)
elif balancechk and quote > quote_min:
return True
else:
return
else:
sys.tracebacklimit = 0
raise Exception(f"Market not found! ({self.app.getMarket()})")
elif self.app.getExchange() == Exchange.COINBASEPRO:
product = self.api.authAPI("GET", f"products/{self.app.getMarket()}")
if len(product) == 0:
sys.tracebacklimit = 0
raise Exception(f"Market not found! ({self.app.getMarket()})")
ticker = self.api.authAPI("GET", f"products/{self.app.getMarket()}/ticker")
price = float(ticker["price"])
quote = float(quote)
base_min = float(product["base_min_size"])
elif self.app.getExchange() == Exchange.KUCOIN:
resp = self.api.authAPI("GET", "api/v1/symbols")
product = resp[resp["symbol"] == self.app.getMarket()]
if len(product) == 0:
sys.tracebacklimit = 0
raise Exception(f"Market not found! ({self.app.getMarket()})")
ticker = self.api.authAPI(
"GET", f"api/v1/market/orderbook/level1?symbol={self.app.getMarket()}"
)
price = float(ticker["price"])
quote = float(quote)
base_min = float(product["baseMinSize"])
# additional check for last order type
if balancechk:
if (quote / price) > base_min:
return True
else:
return
elif quote < self.app.buyminsize:
if self.app.enableinsufficientfundslogging:
self.app.insufficientfunds = True
elif (quote / price) < base_min:
if self.app.enableinsufficientfundslogging:
self.app.insufficientfunds = True
Logger.warning(
f'Insufficient Quote Funds! (Actual: {"{:.8f}".format((quote / price))}, Minimum: {base_min})'
)
return
sys.tracebacklimit = 0
raise Exception(
f'Insufficient Quote Funds! (Actual: {"{:.8f}".format((quote / price))}, Minimum: {base_min})'
)
def getLastOrder(self):
# if not live
if not self.app.isLive():
self.last_action = "SELL"
return
base = 0.0
quote = 0.0
ac = self.account.getBalance()
try:
df_base = ac[ac["currency"] == self.app.getBaseCurrency()]["available"]
base = 0.0 if len(df_base) == 0 else float(df_base.values[0])
df_quote = ac[ac["currency"] == self.app.getQuoteCurrency()]["available"]
quote = 0.0 if len(df_quote) == 0 else float(df_quote.values[0])
except:
pass
orders = self.account.getOrders(self.app.getMarket(), "", "done")
if len(orders) > 0:
last_order = orders[-1:]
# if orders exist and last order is a buy
if str(last_order.action.values[0]) == "buy" and base > 0.0:
self.last_buy_size = float(
last_order[last_order.action == "buy"]["size"]
)
self.last_buy_filled = float(
last_order[last_order.action == "buy"]["filled"]
)
self.last_buy_price = float(
last_order[last_order.action == "buy"]["price"]
)
self.in_open_trade = True
# binance orders do not show fees
if (
self.app.getExchange() == Exchange.COINBASEPRO
or self.app.getExchange() == Exchange.KUCOIN
):
self.last_buy_fee = float(
last_order[last_order.action == "buy"]["fees"]
)
self.last_action = "BUY"
return
else:
# get last Sell order filled to use as next buy size
if str(last_order.action.values[0]) == "sell" and quote > 0.0:
self.last_sell_size = float(
last_order[last_order.action == "sell"]["filled"]
) * float(last_order[last_order.action == "sell"]["price"])
self.minimumOrderQuote(quote)
self.last_action = "SELL"
self.last_buy_price = 0.0
self.in_open_trade = False
return
else:
if quote > 0.0:
self.minimumOrderQuote(quote)
# nil base or quote funds
if base == 0.0 and quote == 0.0:
if self.app.enableinsufficientfundslogging:
self.app.insufficientfunds = True
Logger.warning(
f"Insufficient Funds! ({self.app.getBaseCurrency()}={str(base)}, {self.app.getQuoteCurrency()}={str(base)})"
)
self.last_action = "WAIT"
return
sys.tracebacklimit = 0
raise Exception(
f"Insufficient Funds! ({self.app.getBaseCurrency()}={str(base)}, {self.app.getQuoteCurrency()}={str(base)})"
)
# determine last action by comparing normalised [0,1] base and quote balances
order_pairs = np_array([base, quote])
order_pairs_normalised = (order_pairs - np_min(order_pairs)) / np_ptp(
order_pairs
)
# If multi buy check enabled for pair, check balances to prevent multiple buys
if (
self.app.marketMultiBuyCheck()
and self.minimumOrderBase(base, balancechk=True)
and self.minimumOrderQuote(quote, balancechk=True)
):
self.last_action = "BUY"
Logger.warning(
f"Market - {self.app.getMarket()} did not return order info, but looks like there was a already a buy. Set last action to buy"
)
elif order_pairs_normalised[0] < order_pairs_normalised[1]:
self.minimumOrderQuote(quote)
self.last_action = "SELL"
elif order_pairs_normalised[0] > order_pairs_normalised[1]:
self.minimumOrderBase(base)
self.last_action = "BUY"
else:
self.last_action = "WAIT"
return
def initLastAction(self):
# ignore if manually set
if self.app.getLastAction() is not None:
self.last_action = self.app.getLastAction()
return
self.getLastOrder()
def pollLastAction(self):
self.getLastOrder()