def end_bot(self):
if TRADE_TYPE == STOP_LOSS:
volume_for_fee = goxapi.int2float(self.gox.wallet[self.user_currency], self.user_currency)
elif TRADE_TYPE == START_GAIN:
volume_for_fee = goxapi.int2float(self.gox.wallet[BTC], BTC)
else:
self.debug(" *** A trade was manually made by user. Bot automatically disabled *** ")
return
vol, trade_currency, prc, _no_data, trade_asset = Strategy.set_trade(self, TRADE_TYPE)
fee = self.total_filled - volume_for_fee
if fee > 0:
self.debug("#########################################################@##########################")
self.debug(" ")
self.debug(" Stop loss/start gain bot is disabled ")
self.debug(" ")
self.debug(" %s order filled: %.8f %s at %.5f %s/BTC (total filled %.8f %s)"
% (TRADE_TYPE, vol, trade_currency, prc, self.user_currency, self.total_filled, trade_asset))
self.debug(" Mt.Gox fee: %.8f %s"
% (fee, trade_asset))
self.debug(" Press (l) to reload strategy ")
self.debug(" ")
self.debug("###############################################################@####################")
def slot_history_changed(self, history, _dummy):
"""History has changed so recalculate EMAs"""
candles = []
# read them all - don't wory about the history parameter
for c in reversed(self.gox.history.candles):
candles.append(
OHLCV(
c.tim,
# adjust values to be human readable
goxapi.int2float(c.opn, self.gox.currency),
goxapi.int2float(c.hig, self.gox.currency),
goxapi.int2float(c.low, self.gox.currency),
goxapi.int2float(c.cls, self.gox.currency),
goxapi.int2float(c.vol, "BTC")))
# self.debug("New EMAs from history with %d candles" % len(candles))
rng = range(len(candles))
iterable = (candles[i].opn for i in rng)
a_opn = np.fromiter(iterable, np.float)
iterable = (candles[i].hig for i in rng)
a_hig = np.fromiter(iterable, np.float)
iterable = (candles[i].low for i in rng)
a_low = np.fromiter(iterable, np.float)
iterable = (candles[i].cls for i in rng)
a_cls = np.fromiter(iterable, np.float)
iterable = (candles[i].vol for i in rng)
a_vol = np.fromiter(iterable, np.float)
a_sema = talib.EMA(a_cls, 40)
a_lema = talib.EMA(a_cls, 88)
a_gcr = (a_sema[-1] - a_lema[-1]) / a_lema[-1] * 100
self.a_gcr = a_gcr
# Current price in relation to EMA
# self.debug("Short Exp Moving Average (20 Samples) = %f" % a_sema[-1])
# self.debug("Long Exp Moving Average (44 Samples) = %f" % a_lema[-1])
# self.debug("Goomboo's cross = %f pc" % a_gcr)
target = open('trade', 'w')
line = "BEGIN"
if a_gcr < 0:
line = time.strftime("%H:%M:%S") + ": Sell"
if a_gcr > 0:
line = time.strftime("%H:%M:%S") + ": Buy"
target.write(line)
target.close()
if (self.CURRENT_POSITION == "SELL" or self.CURRENT_POSITION
== "NA") and a_gcr > 0.25 and self.BOT_ACTIVE:
# self.go_long()
self.CURRENT_POSITION = "BUY"
if (self.CURRENT_POSITION == "BUY" or self.CURRENT_POSITION
== "NA") and a_gcr < -0.25 and self.BOT_ACTIVE:
# self.go_short()
self.CURRENT_POSITION = "SELL"
class Strategy(strategy.Strategy):
"""a simple stoploss bot"""
def __init__(self, gox):
strategy.Strategy.__init__(self, gox)
gox.history.signal_changed.connect(self.slot_changed)
self.already_executed = False
if STOP_PRICE < 0:
self.debug("initializing trailing stop: %f @ %f" %
(STOP_VOLUME, STOP_PRICE))
self.stop_price = 0
self.trail_distance = goxapi.float2int(-STOP_PRICE, gox.currency)
gox.history.signal_changed(gox.history,
None) # fire the signal once
else:
self.debug("initializing stop loss: %f @ %f" %
(STOP_VOLUME, STOP_PRICE))
self.stop_price = goxapi.float2int(STOP_PRICE, gox.currency)
self.trail_distance = 0
def slot_changed(self, history, _no_data):
"""price history has changed (new trades in history)"""
if self.already_executed:
return
last_candle = history.last_candle()
if not last_candle:
return
price_last = last_candle.cls
if self.trail_distance:
price_trail = price_last - self.trail_distance
if price_trail > self.stop_price:
self.stop_price = price_trail
self.debug(
"*** trailed stop to %f" %
goxapi.int2float(self.stop_price, self.gox.currency))
if not self.stop_price:
return
if price_last <= self.stop_price:
self.debug("*** market order: sell %f at %f" %
(STOP_VOLUME, STOP_PRICE))
self.gox.sell(0, int(STOP_VOLUME * 1e8))
self.already_executed = True
def slot_trade(self, gox, (date, price, volume, typ, own)):
"""a trade message has been received"""
if not own:
return
vol = goxapi.int2float(volume, "BTC")
prc = goxapi.int2float(price, gox.currency)
self.debug("*** order filled: %f at %f %s" % (vol, prc, gox.currency))
def slot_changed(self, history, _no_data):
"""price history has changed (new trades in history)"""
if self.already_executed:
return
last_candle = history.last_candle()
if not last_candle:
return
price_last = last_candle.cls
if self.trail_distance:
price_trail = price_last - self.trail_distance
if price_trail > self.stop_price:
self.stop_price = price_trail
self.debug(
"*** trailed stop to %f" %
goxapi.int2float(self.stop_price, self.gox.currency))
if not self.stop_price:
return
if price_last <= self.stop_price:
self.debug("*** market order: sell %f at %f" %
(STOP_VOLUME, STOP_PRICE))
self.gox.sell(0, int(STOP_VOLUME * 1e8))
self.already_executed = True
def slot_changed(self, history, _no_data):
"""price history has changed (new trades in history)"""
global TRADE_TYPE
if self.already_executed:
Strategy.end_bot(self)
return
if not self.init:
try:
self.debug("Retrieving wallet data...")
self.btc_wallet = goxapi.int2float(self.gox.wallet[BTC], BTC)
self.fiat_wallet = goxapi.int2float(self.gox.wallet[self.user_currency], self.user_currency)
except:
self.debug("Could not retrieve wallet data, retrying...")
return
else:
self.init = True
Strategy.begin_bot(self)
else:
# main loop
last_candle = history.last_candle()
if not last_candle:
self.debug("Could retrieve candle data from goxtool, retrying...")
else:
price_last = goxapi.int2float(last_candle.cls, self.user_currency)
if self.btc_wallet >= 0.01:
TRADE_TYPE = STOP_LOSS
else:
TRADE_TYPE = START_GAIN
vol, _no_data, prc, _no_data, _no_data = Strategy.active_msg(self, TRADE_TYPE)
if TRADE_TYPE == STOP_LOSS and price_last <= STOP_PRICE:
self.gox.sell(0, int(vol * 1e8))
self.debug(" *** Market order fired: SELL %.8f at %f" % (vol, prc))
self.already_executed = True
if TRADE_TYPE == START_GAIN and price_last >= START_PRICE:
self.gox.buy(0, int((vol / prc) * 1e8))
self.debug(" *** Market order fired: BUY %f at %.8f" % (vol, prc))
self.already_executed = True
def gox2float(value, currency):
return int2float(value, currency)
self.gox.quote2float(next_sell),
self.gox.quote2float(
self.gox.quote2int(
self.gox.quote2float(next_sell) *
self.gox.base2float(sell_amount))), self.gox.curr_quote))
if SIMULATE == False and self.bid != 0:
self.gox.sell(next_sell, sell_amount)
elif SIMULATE and self.wallet and self.bid != 0:
self.simulate.update({
"next_sell": next_sell,
"sell_amount": sell_amount
})
def slot_tick(self, gox, (bid, ask)):
# Set last bid/ask price
self.bid = goxapi.int2float(bid, self.gox.orderbook.gox.currency)
self.ask = goxapi.int2float(ask, self.gox.orderbook.gox.currency)
# Simulation wallet
if SIMULATE and self.wallet:
if ask >= self.simulate['next_sell']:
gox.wallet[gox.curr_quote] += gox.base2float(
self.simulate['sell_amount']) * self.simulate['next_sell']
gox.wallet[gox.curr_base] -= self.simulate['sell_amount']
# Trigger slot_trade for simulation.log
self.slot_trade(gox,
(time, self.simulate['next_sell'],
self.simulate['sell_amount'], 'bid', True))
self.place_orders()
if bid <= self.simulate['next_buy']:
class Strategy(strategy.Strategy):
"""stop loss/start gain bot"""
def __init__(self, gox):
strategy.Strategy.__init__(self, gox)
gox.history.signal_changed.connect(self.slot_changed)
self.init = False
self.got_wallet = False
self.already_executed = False
self.user_currency = gox.currency
self.total_filled = 0
self.btc_wallet = 0
self.fiat_wallet = 0
def slot_changed(self, history, _no_data):
"""price history has changed (new trades in history)"""
global TRADE_TYPE
if self.already_executed:
Strategy.end_bot(self)
return
if not self.init:
try:
self.debug("Retrieving wallet data...")
self.btc_wallet = goxapi.int2float(self.gox.wallet[BTC], BTC)
self.fiat_wallet = goxapi.int2float(self.gox.wallet[self.user_currency], self.user_currency)
except:
self.debug("Could not retrieve wallet data, retrying...")
return
else:
self.init = True
Strategy.begin_bot(self)
else:
# main loop
last_candle = history.last_candle()
if not last_candle:
self.debug("Could retrieve candle data from goxtool, retrying...")
else:
price_last = goxapi.int2float(last_candle.cls, self.user_currency)
if self.btc_wallet >= 0.01:
TRADE_TYPE = STOP_LOSS
else:
TRADE_TYPE = START_GAIN
vol, _no_data, prc, _no_data, _no_data = Strategy.active_msg(self, TRADE_TYPE)
if TRADE_TYPE == STOP_LOSS and price_last <= STOP_PRICE:
self.gox.sell(0, int(vol * 1e8))
self.debug(" *** Market order fired: SELL %.8f at %f" % (vol, prc))
self.already_executed = True
if TRADE_TYPE == START_GAIN and price_last >= START_PRICE:
self.gox.buy(0, int((vol / prc) * 1e8))
self.debug(" *** Market order fired: BUY %f at %.8f" % (vol, prc))
self.already_executed = True
def slot_trade(self, gox, (date, price, volume, typ, own)):
"""a trade message has been received"""
global TRADE_TYPE
if not own:
return
if own and self.already_executed == False:
self.already_executed = True
TRADE_TYPE = None
return
vol, trade_currency, prc, _no_data, trade_asset = Strategy.set_trade(self, TRADE_TYPE)
vol = goxapi.int2float(volume, BTC)
prc = goxapi.int2float(price, self.gox.currency)
if TRADE_TYPE == STOP_LOSS:
filled = prc * vol
elif TRADE_TYPE == START_GAIN:
filled = vol
vol = prc * filled
self.total_filled += filled
self.debug("@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@")
self.debug(" ")
self.debug(" %s filled: VOL %.8f %s at %.5f %s/BTC (filled %.8f %s)"
% (TRADE_TYPE, vol, trade_currency, prc, self.user_currency, filled, trade_asset))
self.debug(" ")
self.debug("@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@")
