pair_name)
# We receive balances from the exchange in the specified currencies
balances = {
balance['asset']: float(balance['free'])
for balance in bot.account()['balances'] if
balance['asset'] in [pair_obj['base'], pair_obj['quote']]
}
log.debug("Balance {balance}".format(balance=[
"{k}: {bal: 0.8f}".format(k=k, bal=balances[k])
for k in balances
]))
# If the balance allows you to trade - above the exchange limits and above the specified amount in the settings
if balances[pair_obj['base']] >= pair_obj['spend_sum']:
# We receive information on offers from a glass, in the quantity specified in the settings
offers = bot.depth(symbol=pair_name,
limit=pair_obj['offers_amount'])
# We take purchase prices(for sales prices, replace bids with asks)
prices = [float(bid[0]) for bid in offers['bids']]
try:
# Calculate the average price from the prices received
avg_price = sum(prices) / len(prices)
# We bring the average price to the requirements of the exchange for multiplicity
my_need_price = adjust_to_step(
avg_price, CURR_LIMITS['filters'][0]['tickSize'])
# We calculate the number that can be bought, and also bring it to a multiple value
my_amount = adjust_to_step(
pair_obj['spend_sum'] / my_need_price,
CURR_LIMITS['filters'][2]['stepSize'])
# If in the end the trading volume is less than the minimum allowed, then we swear and do not create an order
multiplier = -1 if settings['strategy'] == "Long" else 1
print("Получаем настройки пар с биржи")
symbols = bot.exchangeInfo()['symbols']
step_sizes = {symbol['symbol']:symbol for symbol in symbols}
for symbol in symbols:
for f in symbol['filters']:
if f['filterType'] == 'LOT_SIZE':
step_sizes[symbol['symbol']] = float(f['stepSize'])
while True:
try:
print('Проверяю пару {pair}, стратегия {strategy}'.format(pair=settings['symbol'], strategy=settings['strategy']))
# Получаем текущие курсы по паре
current_rates = bot.depth(symbol=settings['symbol'], limit=5)
bid=float(current_rates['bids'][0][0])
ask=float(current_rates['asks'][0][0])
# Если играем на повышение, то ориентируемся на цены, по которым продают, иначе на цены, по которым покупают
curr_rate = bid if settings['strategy'] == "Long" else ask
if settings['stop_loss_fixed'] == 0:
settings['stop_loss_fixed'] = (curr_rate/100) * (settings['stop_loss_perc']*multiplier+100)
print("Текущие курсы bid {bid:0.8f}, ask {ask:0.8f}, выбрана {cr:0.8f} stop_loss {sl:0.8f}".format(
bid=bid, ask=ask, cr=curr_rate, sl=settings['stop_loss_fixed']
))
# Считаем, каким был бы stop-loss, если применить к нему %
print('Результат создания ордера', res)
return res
def fLimits(sy): # Получаем лимиты пары с биржи
for elem in limits['symbols']:
if elem['symbol'] == sy:
CURR_LIMITS = elem
return (float(CURR_LIMITS['filters'][0]['tickSize']),
float(CURR_LIMITS['filters'][2]['stepSize']),
float(CURR_LIMITS['filters'][3]['minNotional']))
# Получаем текущие курсы по паре
current_rates = bot.depth(symbol=settings['symbol'], limit=5)
settings['stop_loss_fixed'] = 0.00000213 # float(current_rates['bids'][0][0])
bid0 = (1 + 0.01 * settings['stop_loss_perc']) * settings['stop_loss_fixed']
print('bid0 = = {sl:0.8f}'.format(sl=bid0))
print("settings['stop_loss_fixed'] = = {sl:0.8f}".format(
sl=settings['stop_loss_fixed']))
i = 0
while i < 6000:
i += 1
try:
if settings['strategy'] == "SELL":
current_rates = bot.depth(
symbol=settings['symbol'],
limit=5) # Получаем текущие курсы по паре
