def get_configs(pair, type):
config_func = change_config.Change_config()
controls = config_func.get_pair_config(pair)
configs = {}
if type == "long":
transactions = config_func.get_trading_num()
lev_long = controls['lev_long']
dicount_rate = controls['long_p']
curr_price = round(price.get_price(pair), 2)
configs['discount_rate'] = dicount_rate
configs['price'] = curr_price
configs["transaction"] = controls['long_amount']
configs['leverage_rate'] = controls['lev_long']
if configs['discount_rate']:
configs['price'] = configs['price'] * (1 -
configs['discount_rate'])
elif type == "short":
transactions = config_func.get_trading_num()
lev_long = controls['lev_short']
dicount_rate = controls['short_p']
curr_price = round(price.get_price(pair), 2)
configs['discount_rate'] = dicount_rate
configs['price'] = curr_price
configs["transaction"] = controls['short_amount']
configs['leverage_rate'] = controls['lev_short']
if configs['discount_rate']:
configs['price'] = configs['price'] * (1 +
configs['discount_rate'])
else:
print("type invalid")
return configs
def limit_short_trailing(pair,
short_price,
quantity,
trade_type='short',
trigger_per=1,
deviation=0.5,
stop_loss_per=2):
configs = change_config.Change_config()
transaction_func = transaction.Buy_sell()
# buy
"""
get order_time
while curr_price is higher than price
sleep 1.5 second
get current price
if current time > order_time +2h:
print time expired
return
else:
buy
"""
# update trade number allowed
configs.update_trading_num("short", -1)
configs.update_short_trade_avl(pair, -1)
start_time = int(time.time())
curr_price = price.get_price(pair)
print("current price:", curr_price)
while curr_price < short_price:
print("current price: " + str(curr_price) + "| long price:" +
str(short_price))
time.sleep(1.5)
if int(time.time()) > start_time + 7200:
print("time expired")
configs.update_trading_num("short", 1)
configs.update_short_trade_avl(pair, 1)
return
curr_price = price.get_price(pair)
else:
buy = transaction_func.mkt_buy_sell_future(pair=pair,
quantity=quantity,
positionSide="SHORT",
side='SELL')
# trailing
trailing_func = trailing.Trailing(q=quantity,
trade_type=trade_type,
trigger_per=trigger_per,
deviation=deviation,
stop_loss_per=stop_loss_per,
pair=pair)
trailing_func.trailing_stop_short()
configs.update_trading_num("short", 1)
configs.update_short_trade_avl(pair, 1)
print("successful")
def limit_long_trailing(pair,
long_price,
quantity,
trade_type='long',
trigger_per=1,
deviation=0.5,
stop_loss_per=2):
configs = change_config.Change_config()
transaction_func = transaction.Buy_sell()
# buy
"""
get order_time
while curr_price is higher than price
sleep 1.5 second
get current price
if current time > order_time +2h:
print time expired
return
else:
buy
"""
# trailing
configs.update_trading_num("long", -1)
configs.update_long_trade_avl(pair, -1)
start_time = int(time.time())
curr_price = price.get_price(pair)
while curr_price > long_price:
print("current price: " + str(curr_price) + "| long price:" +
str(long_price))
time.sleep(1.5)
if int(time.time()) > start_time + 7200:
print("time expired")
configs.update_trading_num("long", 1)
configs.update_long_trade_avl(pair, 1)
return
curr_price = price.get_price(pair)
else:
buy = transaction_func.mkt_buy_sell_future(pair=pair,
quantity=quantity,
positionSide="LONG",
side='BUY')
print("bought at " + str(curr_price))
trailing_func = trailing.Trailing(
q=quantity,
trade_type=trade_type,
trigger_per=trigger_per,
deviation=deviation,
stop_loss_per=stop_loss_per,
pair=pair,
)
trailing_func.trailing_stop_long()
configs.update_trading_num("long", 1)
configs.update_long_trade_avl(pair, 1)
print("successful")
def __init__(self, q, trade_type='long',trigger_per=1, deviation=0.5, stop_loss_per=2, pair="BTCUSDT",p=None):
# trigger percentage
self.trigger_per = trigger_per/100
# trailing percentage
self.trailing_per = (trigger_per-deviation)/100
# deviation percetage
self.deviation = deviation/100
self.headers = {"Content-Type": "application/json"}
self.url = "https://api.binance.com/api/v3/ticker/price?symbol="+pair
self.pair = pair
self.buy_price = p
self.config_func = change_config.Change_config()
if not p:
p = float(ast.literal_eval(requests.get(self.url, headers=self.headers).content.decode("UTF-8"))['price'])
self.buy_price = p
if trade_type == 'long':
# trigger price
self.trigger_p = p*(1+self.trigger_per)
# trailing price
self.trailing_p = p*(1+self.trailing_per)
# stop loss price
self.stop_loss = p*(1-(stop_loss_per/100))
elif trade_type == 'short':
self.trigger_p = p*(1-self.trigger_per)
# trailing price
self.trailing_p = p*(1-self.trailing_per)
# stop loss price
self.stop_loss = p*(1+(stop_loss_per/100))
else:
return
self.quantity = q
self.transaction_func = transaction.Buy_sell()
self.messaging = send_sms.Send_message()
if self.pair=="BTCUSDT":
self.threhold = [0.015]
self.sell_per = [0.8]
else:
self.threhold = [0.02]
self.sell_per = [0.6]
self.quantity_remain = self.quantity
self.target = 0
self.decimals = {"BTCUSDT":3,"ETHUSDT":1,"BNBUSDT":1,"XRPUSDT":0}
def __init__(self,
pair,
db_name,
record_name,
threshold,
interval='1m',
model_path=None,
columns_path=None):
self.predict = get_predict.Get_predict()
self.predict.load_model(model_path)
self.columns = json.load(open(columns_path))['columns']
self.configs = change_config.Change_config()
self.pair = pair
self.interval = interval
self.db_name = db_name
self.record_name = record_name
self.threshold = threshold
self.load_long_strategy()
self.load_short_strategy()
#connect to sql database
self.pre_sql = psql.Preprocess_sql(self.db_name, self.record_name)
def mkt_short_trailing(pair,
quantity,
trade_type='short',
trigger_per=1,
deviation=0.5,
stop_loss_per=2):
configs = change_config.Change_config()
transaction_func = transaction.Buy_sell()
trailing_func = trailing.Trailing(q=quantity,
trade_type=trade_type,
trigger_per=trigger_per,
deviation=deviation,
stop_loss_per=stop_loss_per,
pair=pair)
# buy
configs.update_trading_num("short", -1)
buy = transaction_func.mkt_buy_sell_future(pair=pair,
quantity=quantity,
positionSide="SHORT",
side='SELL')
# trailing
configs.update_trading_num("long", -1)
trailing_func.trailing_stop_short()
print("successful")
import sys
sys.path.append('../alter_config')
import change_config
cc = change_config.Change_config()
pairs = ["XRPUSDT","BTCUSDT","ETHUSDT","BNBUSDT"]
for p in pairs:
print(cc.get_pair_config(p))
def change_strategy(pred,side,pair='ETHUSDT',strategy="short_strategy"):
cc = change_config.Change_config()
cc.update_config(pair,strategy,{"side":side,"pred":pred})
def change_lev(pair,lev_type,rate):
cc = change_config.Change_config()
cc.update_config(pair,lev_type,rate)
def get_strategy(pair="ETHUSDT"):
cc = change_config.Change_config()
print(cc.get_pair_config(pair))
def change_discount(pair="ETHUSDT",type="long_p",rate=0.005):
cc = change_config.Change_config()
cc.update_config(pair,type,rate)
def update_settings(cols):
cc = change_config.Change_config()
for i in cols:
cc.add_amount_entry(i)
def turn_off(pair='ETHUSDT', t="long", option=False):
cc = change_config.Change_config()
cc.update_config(pair, t, option)
def off_long_short(pair,t,switch):
cc = change_config.Change_config()
if t =="long":
cc.update_config(pair,"long",switch)
elif t == "short":
cc.update_config(pair,"short",switch)
