def buy_coin(symbol, length, file_number):
# if (symbol['symbol'] == 'ETHBTC') and (time.localtime().tm_min%2 == 0 and time.localtime().tm_sec == 1 or time.localtime().tm_sec == 2):
# print('buy_coin() still alive', symbol['symbol'], get_time())
# if time.localtime().tm_min == 2:
# print("started buy coin ", symbol['symbol'], get_time())
# order_book = pickle_read('/home/ec2-user/environment/botfarming/Development/recent_order_books/'+symbol['symbol'] +'.pklz')
# try:
# print("current price:", order_book['bids'][0][0], symbol['symbol'], get_time())
# except Exception as e:
# print('symbol does not have a price:', symbol['symbol'])
# print(e)
api_key = '41EwcPBxLxrwAw4a4W2cMRpXiQwaJ9Vibxt31pOWmWq8Hm3ZX2CBnJ80sIRJtbsI'
api_secret = 'pnHoASmoe36q54DZOKsUujQqo4n5Ju25t5G0kBaioZZgGDOQPEHqgDDPA6s5dUiB'
client = Client(api_key, api_secret)
current_state = load_current_state(symbol['symbol'], file_number, length)
if isinstance(current_state, dict):
print('loading state to sell coin..', current_state['symbol'])
buy_coin_from_state(current_state)
return
try:
minutes = 300
largest_bitcoin_order = .1
part_of_bitcoin_to_use = .5
price_to_start_buy_factor = 1.003
sell_price_drop_factor = .997
buy_price_increase_factor = 1.002
price_to_buy_factor_array = [
0, .977, .969, .973, .965, .962, .96, .958, .95, .956, .95
]
price_to_sell_factor_array = [
0, .977, .969, .973, .965, .962, .96, .958, .95, .956, .95
]
lower_band_buy_factor_array = [
0, 1.01, 1.15, 1.09, 1.055, 1.09, 1.12, 1.15, 1.16, 1.19, 1.19
]
price_increase_factor_array = [
0, 1.021, 1.021, 1.021, 1.021, 1.021, 1.021, 1.021, 1.021, 1.021,
1.021
]
minutes_until_sale = 2 * 300
minutes_until_sale_final = 4 * 300
datapoints_trailing = 4
look_back_schedule = [1, 2, 4]
look_back_gains = [0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
look_back_wins = [0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
look_back_losses = [0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
max_look_back_gain = 0
a_b = random.randint(0, 1)
should_trade = False
for look_back in look_back_schedule:
look_back_optimized = pickle_read(
'/home/ec2-user/environment/botfarming/Development/optimization_factors/VLong_optimal_for_'
+ symbol['symbol'] + '_' + str(look_back) + '.pklz')
if look_back_optimized != False:
price_to_buy_factor_array[look_back] = look_back_optimized[
'optimal_buy_factor']
price_to_sell_factor_array[look_back] = look_back_optimized[
'optimal_sell_factor']
lower_band_buy_factor_array[look_back] = look_back_optimized[
'optimal_band_factor']
price_increase_factor_array[look_back] = look_back_optimized[
'optimal_increase_factor']
price_increase_factor_array[look_back] = 1.01
look_back_gains[look_back] = look_back_optimized['gain']
look_back_wins[look_back] = look_back_optimized['wins']
look_back_losses[look_back] = look_back_optimized['losses']
if look_back_gains[look_back] > max_look_back_gain:
max_look_back_gain = look_back_gains[look_back]
else:
#print('No trading parameters for', symbol['symbol'], 'look_back', look_back)
time.sleep(60 * 1)
return
if max_look_back_gain <= 0:
#print('This symbol has bad or no results and we should not trade on it ', symbol['symbol'], 'max_look_back_gain', max_look_back_gain)
time.sleep(1 * 60)
return
while time.localtime().tm_sec < 3:
time.sleep(.1)
data = []
end_time = int(time.time()) * 1000
start_time = (end_time - 60 * 1000 * minutes *
(datapoints_trailing + 1))
url = 'https://api.binance.com/api/v1/klines?symbol=' + symbol[
'symbol'] + '&interval=' + length + '&startTime=' + str(
start_time) + '&endTime=' + str(end_time)
#print(url)
data = requests.get(url).json()
if isinstance(data, basestring):
print('API request failed, exiting', symbol['symbol'])
return
trailing_volumes = []
trailing_movement = []
trailing_lows = []
trailing_highs = []
trailing_candles = []
for index, candle in enumerate(data):
if len(trailing_movement) >= datapoints_trailing:
break
trailing_volumes.append(
float(candle[7]
)) # 5 is symbol volume, 7 is quote asset volume (BTC)
trailing_movement.append(abs(float(candle[4]) - float(candle[1])))
trailing_highs.append(float(candle[2]))
trailing_lows.append(float(candle[3]))
trailing_candles.append(candle)
while time.localtime().tm_sec < 1 or time.localtime().tm_sec > 2:
order_book = get_order_book_local(symbol['symbol'])
# if (symbol['symbol'] == 'ETHBTC'):
# print(symbol['symbol'],'time since orderbook update', int(time.time()) - order_book['time'])
if int(time.time()) - order_book['time'] > 30:
time.sleep(1)
continue
time.sleep(.3)
current_price = float(order_book['bids'][0][0])
# if (symbol['symbol'] == 'ETHBTC'):
# print('about to check lookback', symbol['symbol'], 'current_price', current_price, get_time())
for look_back in look_back_schedule:
if look_back_wins[look_back] + look_back_losses[
look_back] < 3 or look_back_gains[look_back] / (
look_back_wins[look_back] +
look_back_losses[look_back]) < .05:
continue
price_to_start_buy = float(
data[index - look_back][4]) * price_to_buy_factor_array[
look_back] * price_to_start_buy_factor
if current_price <= price_to_start_buy:
should_buy = False
if lower_band_buy_factor_array[look_back] < 100:
candles_for_look_back = fn.get_n_minute_candles(
look_back, data[index - 22 * look_back - 1:index])
candles_for_look_back, smart_trailing_candles = fn.add_bollinger_bands_to_candles(
candles_for_look_back)
lower_band_for_index = candles_for_look_back[-1][14]
band_ok_value = lower_band_for_index * lower_band_buy_factor_array[
look_back]
band_ok = current_price < band_ok_value
else:
band_ok = True
if band_ok:
should_buy = True
if should_buy:
lower_band_buy_factor = lower_band_buy_factor_array[
look_back]
price_to_buy_factor = price_to_buy_factor_array[
look_back]
price_to_sell_factor = price_to_sell_factor_array[
look_back]
price_increase_factor = price_increase_factor_array[
look_back]
if lower_band_buy_factor < 100:
price_to_buy = min(
lower_band_for_index * lower_band_buy_factor,
float(data[index - look_back][4]) *
price_to_buy_factor)
else:
price_to_buy = float(
data[index -
look_back][4]) * price_to_buy_factor
print('-------------------buy!', symbol['symbol'],
'look_back', look_back, 'price', price_to_buy,
'price_to_buy_factor',
price_to_buy_factor_array[look_back],
'price_to_sell_factor',
price_to_sell_factor_array[look_back],
'price_increase_factor',
price_increase_factor_array[look_back],
minutes_until_sale, 'look_back_gain',
look_back_gains[look_back], 'look_back_wins',
look_back_wins[look_back], 'look_back_losses',
look_back_losses[look_back], get_time())
if lower_band_buy_factor < 100:
price_to_buy = min(
lower_band_for_index * lower_band_buy_factor,
float(data[index - look_back][4]) *
price_to_buy_factor)
else:
price_to_buy = float(
data[index -
look_back][4]) * price_to_buy_factor
price_to_sell = float(
data[index - look_back][4]) * price_to_sell_factor
amount_to_buy = part_of_bitcoin_to_use / price_to_buy
largest_buy_segment = largest_bitcoin_order / price_to_buy
price_decimals = get_min_decimals(
symbol['filters'][0]['minPrice'])
quantity_decimals = get_min_decimals(
symbol['filters'][1]['minQty'])
# quantity_decimals = get_min_decimals_new(symbol['filters'][2]['minNotional'])
current_state = {}
current_state['state'] = 'buying'
current_state['look_back'] = look_back
current_state['a_b'] = a_b
current_state['look_back_gains'] = look_back_gains[
look_back]
current_state['look_back_wins'] = look_back_wins[
look_back]
current_state['look_back_losses'] = look_back_losses[
look_back]
current_state[
'price_to_buy_factor'] = price_to_buy_factor
current_state[
'price_to_sell_factor'] = price_to_sell_factor
current_state[
'sell_price_drop_factor'] = sell_price_drop_factor
current_state['original_amount_to_buy'] = amount_to_buy
current_state[
'largest_bitcoin_order'] = largest_bitcoin_order
current_state[
'part_of_bitcoin_to_use'] = part_of_bitcoin_to_use
current_state[
'largest_buy_segment'] = largest_buy_segment
current_state['original_buy_time'] = int(time.time())
current_state['original_buy_time_readable'] = get_time(
)
current_state['symbol'] = symbol['symbol']
current_state['orderId'] = False
current_state['executedQty'] = 0
current_state['total_revenue'] = 0
current_state[
'minutes_until_sale'] = minutes_until_sale
current_state[
'minutes_until_sale_final'] = minutes_until_sale_final
current_state['price_to_buy'] = price_to_buy
current_state['price_to_sell'] = price_to_sell
current_state['compare_price'] = price_to_buy
current_state[
'price_increase_factor'] = price_increase_factor
current_state['minimum_price_seen'] = price_to_buy
current_state['length'] = length
current_state['file_number'] = str(file_number)
current_state['client'] = client
current_state['error_cancel_order'] = False
current_state['price_decimals'] = price_decimals
current_state['quantity_decimals'] = quantity_decimals
current_state['min_price'] = float(
symbol['filters'][0]['minPrice'])
current_state['min_quantity'] = min(
float(symbol['filters'][1]['minQty']),
float(symbol['filters'][2]['minNotional']))
pickle_write(
'/home/ec2-user/environment/botfarming/Development/program_state_'
+ length + '/program_state_' + length + '_' +
str(file_number) + '_' + symbol['symbol'] +
'_3.pklz', current_state,
'******could not write state******')
time_to_give_up = int(time.time()) + 60 * 10
price_to_buy_max = price_to_buy * buy_price_increase_factor
amount_to_stop_buying = part_of_bitcoin_to_use / price_to_buy_max
print('max price for', symbol['symbol'],
price_to_buy_max)
while True:
if current_state['orderId'] != False:
buy_order_info = current_state[
'client'].get_order(
symbol=current_state['symbol'],
orderId=current_state['orderId'])
if buy_order_info['status'] == 'FILLED':
current_state[
'executedQty'] = current_state[
'executedQty'] + float(
buy_order_info['executedQty'])
current_state['original_price'] = float(
buy_order_info['price'])
current_state['state'] = 'buying'
current_state['orderId'] = False
pickle_write(
'/home/ec2-user/environment/botfarming/Development/program_state_'
+ current_state['length'] +
'/program_state_' +
current_state['length'] + '_' +
current_state['file_number'] + '_' +
current_state['symbol'] + '_3.pklz',
current_state,
'******could not write state 2nd sell******'
)
if current_state[
'executedQty'] >= amount_to_stop_buying:
break
if int(time.time()) >= time_to_give_up:
if current_state['orderId'] != False:
current_state = cancel_buy_order(
current_state)
break
first_in_line_price, first_bid, second_in_line_price, second_bid, second_price_to_check = get_first_in_line_price_buying(
current_state)
if float(first_in_line_price) > price_to_buy_max:
if current_state['orderId'] != False:
current_state = cancel_buy_order(
current_state)
if current_state[
'executedQty'] >= amount_to_stop_buying:
break
else:
if current_state['orderId'] != False:
buy_order_info = current_state[
'client'].get_order(
symbol=current_state['symbol'],
orderId=current_state['orderId'])
if first_bid != float(
buy_order_info['price']):
current_state = cancel_buy_order(
current_state)
if current_state[
'executedQty'] >= amount_to_stop_buying:
break
current_state = create_buy_order(
current_state, first_in_line_price)
else:
if second_price_to_check > second_bid:
current_state = cancel_buy_order(
current_state)
if current_state[
'executedQty'] >= amount_to_stop_buying:
break
current_state = create_buy_order(
current_state,
second_in_line_price)
else:
current_state = create_buy_order(
current_state, first_in_line_price)
if current_state['orderId'] != False:
time.sleep(5)
else:
time.sleep(.03)
if current_state['executedQty'] < current_state[
'min_quantity']:
print(
'[last line reached] no one bought cancel order - freeing coin',
current_state['symbol'], get_time())
pickle_write(
'/home/ec2-user/environment/botfarming/Development/program_state_'
+ length + '/program_state_' + length + '_' +
str(file_number) + '_' + symbol['symbol'] +
'_3.pklz', False,
'******could not write state inside buy coin - no one bought coin******'
)
return True
current_state['original_quantity'] = current_state[
'executedQty']
current_state['state'] = 'selling'
pickle_write(
'/home/ec2-user/environment/botfarming/Development/program_state_'
+ current_state['length'] + '/program_state_' +
current_state['length'] + '_' +
current_state['file_number'] + '_' +
current_state['symbol'] + '_3.pklz', current_state,
'******could not update state to selling******')
coin_sold = sell_coin_with_order_book_use_min(
current_state)
if coin_sold:
print('finished order - freeing coin',
current_state['symbol'])
print('#########################')
return True
return False
except Exception as e:
print('some error - freeing coin:', symbol['symbol'])
print(e)
print_exception()
time.sleep(60 * 4)
return False
current_look_back = 0
for look_back in look_back_schedule:
compare_price = float(data[index -
look_back][4])
buy_price = compare_price * price_to_buy_factor_array[
look_back]
if float(candle[3]) < buy_price:
# print('symbol,', symbol['symbol'])
if lower_band_buy_factor_array[
look_back] < 100:
candles_for_look_back = fn.get_n_minute_candles(
look_back,
data[index - 22 * look_back -
1:index])
candles_for_look_back, smart_trailing_candles = fn.add_bollinger_bands_to_candles(
candles_for_look_back)
lower_band_for_index = candles_for_look_back[
-1][14]
#print('lower_band_for_index', lower_band_for_index)
band_ok_value = lower_band_for_index * lower_band_buy_factor_array[
look_back]
band_ok = float(
candle[3]) < band_ok_value
else:
band_ok = True
if band_ok:
#print(symbol['symbol'])
current_gain = 0
current_movement_win = []
current_movement_loss = []
percentage_made_win = []
percentage_made_loss = []
for s in symbols_trimmed:
symbol = symbols_trimmed[s]
data = ut.pickle_read(
'/home/ec2-user/environment/botfarming/Development/binance_training_data/'
+ day + '/' + symbol['symbol'] + '_data_' + str(1) +
'm_p' + str(step_back) + '.pklz')
data = fn.get_n_minute_candles(minutes, data)
if not data:
continue
trailing_closes = []
trailing_volumes = []
trailing_movement = []
trailing_lows = []
trailing_highs = []
first = True
sale_time = 0
for index, candle in enumerate(data):
#if float(candle[0]) < float(sale_time):