Esempio n. 1
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    def __init__(self,
                 trades_path,
                 completed_trades_path,
                 config_path,
                 enable_cloud=False):
        super().__init__()
        self.trades_path = trades_path
        self.completed_trades_path = completed_trades_path
        self.config_path = config_path

        self.config_loader = ConfigLoader()

        self.trade_handler: TradeHandler = None
        self.fx = None

        self.file_watch_list = {}
        self.file_watch_timer = None
        self.lock = RLock()

        self.enable_cloud = enable_cloud
        self.s3pers: S3Persistence = None

        self.ignore_local_file_update = os.environ.get('IGNORE_FILE_UPDATE',
                                                       False)

        if self.ignore_local_file_update:
            self.logInfo("IGNORE_FILE_UPDATE Enabled")

        if enable_cloud:
            self.s3pers: S3Persistence = S3Persistence(
                os.getenv('TRADE_BUCKET'), {
                    trades_path: 'Portfolio/',
                    completed_trades_path: 'Completed/'
                })
Esempio n. 2
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def test_change_order():
    cl = ConfigLoader()
    orders = cl.load_trade_list(cl.json_loader('trades.json'))

    # orders[0].get_available_targets()[0].set_completed()
    # orders[0].status = OrderStatus.COMPLETED
    cl.save_trades(cl.json_saver('trades2.json'), orders)

    orders = cl.load_trade_list(cl.json_loader('trades2.json'))
Esempio n. 3
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def save_new_order_file_structure(path, new_path):

    target_path_list = [
        f for f in listdir(path)
        if isfile(join(path, f)) and f.lower().endswith('json')
    ]
    for t_path in target_path_list:
        cl = ConfigLoader()
        o_loader = cl.json_loader(join(path, t_path))
        trades = cl.load_trade_list(o_loader)

        for t in trades:
            if t.is_completed():
                continue

            new_trade_path = new_path + t.symbol + '.json'
            cl.save_trades(cl.json_saver(new_trade_path), [t])
Esempio n. 4
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def generate_targets(start_price,
                     iter=4,
                     increment=4,
                     smart=True,
                     sl_interval=3):
    targets = []
    prices = []
    for i in range(0, iter):
        prices.append(start_price)
        vol = round(100 / (iter - i), 2)

        target = Target(price=start_price, vol='{}%'.format(vol), smart=smart)
        if sl_interval != 0 and len(prices) >= sl_interval:
            target.sl = prices[-sl_interval]

        targets.append(target)
        start_price = round(start_price * (1 + increment / 100), 8)

    print(ConfigLoader.get_json_str(targets))
Esempio n. 5
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    def post(self, id=None):
        args = self.parser.parse_args()
        action = args['action']

        if not action:
            return APIResult.ErrorResult(100, msg='No "action" was provided'), 403

        strategies = self.get_strategies(id)

        if not strategies and id != '0':
            return APIResult.ErrorResult(101, msg='No strategies were found'), 404

        action = action.lower()

        if action == 'close':
            for strategy in strategies:
                strategy.emergent_close_position()

        elif action in ['pause', 'resume']:
            paused = True if action == 'pause' else False

            for strategy in strategies:
                strategy.paused = paused
        elif action == 'add':
            ids = []
            try:
                trade_json = args['data']
                trades = ConfigLoader.load_trade_list_from_obj(trade_json)
                for trade in trades:
                    ids.append(trade.id)
                    self.th.updated_trade(trade)
                    self.th.fire_trade_updated(trade, True)
            except Exception as e:
                self.th.logger.error(traceback.format_exc())
                return json.dumps(APIResult.ErrorResult(100, str(e))), 500

            return APIResult.OKResult(ids), 201

        return APIResult.OKResult(), 200
Esempio n. 6
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class ConsoleLauncher(Logger):
    TRADE_FILE_PATH_PATTERN = '{path}{time}{symbol}.json'

    def __init__(self,
                 trades_path,
                 completed_trades_path,
                 config_path,
                 enable_cloud=False):
        super().__init__()
        self.trades_path = trades_path
        self.completed_trades_path = completed_trades_path
        self.config_path = config_path

        self.config_loader = ConfigLoader()

        self.trade_handler: TradeHandler = None
        self.fx = None

        self.file_watch_list = {}
        self.file_watch_timer = None
        self.lock = RLock()

        self.enable_cloud = enable_cloud
        self.s3pers: S3Persistence = None

        self.ignore_local_file_update = os.environ.get('IGNORE_FILE_UPDATE',
                                                       False)

        if self.ignore_local_file_update:
            self.logInfo("IGNORE_FILE_UPDATE Enabled")

        if enable_cloud:
            self.s3pers: S3Persistence = S3Persistence(
                os.getenv('TRADE_BUCKET'), {
                    trades_path: 'Portfolio/',
                    completed_trades_path: 'Completed/'
                })

    def start_bot(self):
        self.sync_down()

        # trade_loader = self.config_loader.advanced_loader(self.trades_path)
        trades = self.config_loader.load_trade_list(self.trades_path)
        trade_validator = TradeValidator()

        self.logInfo('Starting Bot... Version: {}'.format(BOT_VERSION))

        for trade in trades[:]:
            if trade.is_completed() or trade.is_removed():
                self.move_completed_trade(trade)
            if not trade_validator.validate(trade):
                self.logError('{}:{}'.format(trade.symbol,
                                             trade_validator.errors))
                if len(trade_validator.warnings) > 0:
                    self.logInfo('{}:{}'.format(trade.symbol,
                                                trade_validator.warnings))
                trades.remove(trade)

        api_path = os.path.join(self.config_path, 'api.json')
        key, secret = self.get_exchange_creds(api_path)

        self.fx = FXConnector(key, secret, Utils.is_simulation())

        self.trade_handler = TradeHandler(
            trades, self.fx,
            lambda trade, cloud_sync: self.on_trade_updated_by_handler(
                trade, cloud_sync))

        self.init_file_watch_list()

        self.trade_handler.add_trades(trades)

        # self.trade_handler.init_strategies()
        # self.trade_handler.start_listening()

        self.start_timer()

    def get_exchange_creds(self, api_path):
        key = None
        secret = None

        if os.environ.get('KEY') and os.environ.get('SECRET'):
            key = os.environ.get('KEY')
            secret = os.environ.get('SECRET')
        elif os.path.exists(api_path):
            api = self.config_loader.json_loader(
                os.path.join(self.config_path, 'api.json'))()
            exchanges = [
                ex for ex in api['exchanges']
                if ex['name'].lower() == 'binance'
            ]

            if len(exchanges) > 0:
                api = exchanges[0]

            key = api['key']
            secret = api['secret']

        if not key or not secret:
            raise ValueError('API Key and Secret are not provided')
        return key, secret

    def sync_down(self):
        if self.enable_cloud:
            self.s3pers.sync(False, True)
            self.s3pers.finish()

    def init_file_watch_list(self):
        target_path_list = [
            f for f in listdir(self.trades_path)
            if isfile(join(self.trades_path, f)) and f.lower().endswith('json')
        ]

        for trade_path in target_path_list:
            file = join(self.trades_path, trade_path)

            self.file_watch_list[file] = os.stat(file).st_mtime

    def stop_bot(self):
        if self.trade_handler:
            self.trade_handler.stop_listening()
        self.stop_timer()

    def start_timer(self):
        self.file_watch_timer = Timer(5, self.check_files_changed)
        self.file_watch_timer.name = 'Filewatch Timer'
        self.file_watch_timer.start()

    def stop_timer(self):
        if self.file_watch_timer:
            self.file_watch_timer.cancel()
            self.file_watch_timer = None

    def check_files_changed(self):
        try:
            deleted_by_s3, updated_by_s3 = set(), set()
            if self.enable_cloud:
                deleted_by_s3, updated_by_s3 = self.s3pers.check_s3_events()

            with self.lock:
                target_path_dict = {
                    join(self.trades_path,
                         f): os.stat(join(self.trades_path, f)).st_mtime
                    for f in listdir(self.trades_path)
                    if isfile(join(self.trades_path, f))
                    and f.lower().endswith('json')
                }

            removed_files = set(self.file_watch_list.keys()) - set(
                target_path_dict.keys())

            update_cloud_files = False

            if removed_files:
                for file in removed_files:
                    sym, trade_id = Utils.get_symbol_and_id_from_file_path(
                        file)

                    if trade_id:
                        self.trade_handler.remove_trade_by_id(trade_id)
                    else:
                        self.logError('Can\'t remove trade {}'.format(file))
                    # else:
                    #     self.trade_handler.remove_trade_by_symbol(sym)

                    self.file_watch_list.pop(file, None)

                    if file not in deleted_by_s3:
                        update_cloud_files = True

            for file, current_mtime in target_path_dict.items():
                if file in self.file_watch_list:
                    if not self.file_watch_list[file] == current_mtime:

                        if self.ignore_local_file_update:
                            self.logInfo(
                                'Ignoring file "{}" update.'.format(file))
                            self.logInfo(
                                'Current|Last file-change time {}|{}'.format(
                                    current_mtime, self.file_watch_list[file]))
                        else:
                            self.logInfo(
                                'File "{}" has changed. Updating trades...'.
                                format(file))

                            trades = self.config_loader.load_trade_list(file)
                            for t in trades:
                                self.trade_handler.updated_trade(t)

                            if file not in updated_by_s3:
                                update_cloud_files = True

                    self.file_watch_list[file] = os.stat(file).st_mtime

                else:
                    self.logInfo(
                        'New file detected "{}". Updating trades...'.format(
                            file))
                    update_cloud_files = True
                    trades = self.config_loader.load_trade_list(file)
                    for t in trades:
                        #if file needs to be adjusted to the new format
                        new_file_name = os.path.join(
                            self.trades_path,
                            Utils.get_file_name(t.symbol, t.id))
                        if new_file_name != file:
                            self.file_watch_list[new_file_name] = os.stat(
                                new_file_name).st_mtime
                            self.file_watch_list.pop(file, None)
                        else:
                            if os.path.exists(file):
                                self.file_watch_list[file] = os.stat(
                                    file).st_mtime

                        self.trade_handler.updated_trade(t)

                    if file not in updated_by_s3:
                        update_cloud_files = True

            if update_cloud_files and self.enable_cloud:
                self.s3pers.sync(True, True)

        except Exception as e:
            self.logError(traceback.format_exc())
        finally:
            self.start_timer()

    def on_trade_updated_by_handler(self, trade: Trade, needs_cloud_sync=True):
        with self.lock:
            file = self.get_file_path(self.trades_path, trade)

            self.config_loader.persist_updated_trade(
                trade, self.config_loader.json_saver(file))

            self.file_watch_list[file] = os.stat(file).st_mtime

            self.logInfo(
                'File "{}" updated by trade handler. Its mod time: {}'.format(
                    file, self.file_watch_list[file]))
            self.logInfo(trade.describe())

            if trade.is_completed() or trade.is_removed():
                self.move_completed_trade(trade)

            if self.enable_cloud and needs_cloud_sync:
                self.s3pers.sync(True, True)

    def move_completed_trade(self, trade):
        shutil.move(
            self.get_file_path(self.trades_path, trade),
            self.get_file_path(self.completed_trades_path, trade,
                               datetime.now().strftime('%Y-%m-%d_%H-%M-')))

    def get_file_path(self, path, trade, time=''):
        return os.path.join(
            path,
            '{time}{fn}'.format(fn=Utils.get_file_name(trade.symbol, trade.id),
                                time=time))
Esempio n. 7
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 def get(self, id):
     return Response(response=ConfigLoader.get_json_str(self.th.get_strategy_by_id(id).trade),
                     status=200,
                     mimetype="application/json")