def __init__(self, account, pair, threading=True):
"""
constructor
:account:
:pair:
:param threading:
"""
self.pair = pair
BinanceFutures.__init__(self, account, pair, threading=threading)
def on_update(self, bin_size, strategy):
"""
Register function of strategy.
:param strategy:
"""
def __override_strategy(open, close, high, low, volume):
new_open_orders = []
if self.get_position_size() > 0 and low[-1] > self.get_trail_price(
):
self.set_trail_price(low[-1])
if self.get_position_size(
) < 0 and high[-1] < self.get_trail_price():
self.set_trail_price(high[-1])
for _, order in enumerate(self.open_orders):
id = order["id"]
long = order["long"]
qty = order["qty"]
limit = order["limit"]
stop = order["stop"]
post_only = order["post_only"]
if limit > 0 and stop > 0:
if (long and high[-1] > stop and close[-1] < limit) or (
not long and low[-1] < stop and close[-1] > limit):
self.commit(id, long, qty, limit, False)
continue
elif (long and high[-1] > stop) or (not long
and low[-1] < stop):
new_open_orders.append({
"id": id,
"long": long,
"qty": qty,
"limit": limit,
"stop": 0
})
continue
elif limit > 0:
if (long and low[-1] < limit) or (not long
and high[-1] > limit):
self.commit(id, long, qty, limit, False)
continue
elif stop > 0:
if (long and high[-1] > stop) or (not long
and low[-1] < stop):
self.commit(id, long, qty, stop, False)
continue
new_open_orders.append(order)
self.open_orders = new_open_orders
strategy(open, close, high, low, volume)
self.eval_exit()
BinanceFutures.on_update(self, bin_size, __override_strategy)
def run(self):
"""
˜ Function to run the bot
"""
if self.hyperopt:
logger.info(f"Bot Mode : Hyperopt")
self.params_search()
return
elif self.stub_test:
logger.info(f"Bot Mode : Stub")
if self.exchange_arg == "binance":
self.exchange = BinanceFuturesStub(account=self.account, pair=self.pair)
elif self.exchange_arg == "bitmex":
self.exchange = BitMexStub(account=self.account, pair=self.pair)
else:
logger.info(f"--exchange argument missing or invalid")
return
elif self.back_test:
logger.info(f"Bot Mode : Back test")
if self.exchange_arg == "binance":
self.exchange = BinanceFuturesBackTest(account=self.account, pair=self.pair)
elif self.exchange_arg == "bitmex":
self.exchange = BitMexBackTest(account=self.account, pair=self.pair)
else:
logger.info(f"--exchange argument missing or invalid")
return
else:
logger.info(f"Bot Mode : Trade")
if self.exchange_arg == "binance":
self.exchange = BinanceFutures(account=self.account, pair=self.pair, demo=self.test_net)
elif self.exchange_arg == "bitmex":
self.exchange = BitMex(account=self.account, pair=self.pair, demo=self.test_net)
else:
logger.info(f"--exchange argument missing or invalid")
return
self.exchange.ohlcv_len = self.ohlcv_len()
self.exchange.on_update(self.bin_size, self.strategy)
logger.info(f"Starting Bot")
logger.info(f"Strategy : {type(self).__name__}")
logger.info(f"Balance : {self.exchange.get_balance()}")
notify(f"Starting Bot\n"
f"Strategy : {type(self).__name__}\n"
f"Balance : {self.exchange.get_balance()}")
self.exchange.show_result()