async def entry(self,
market,
size,
ord_type,
side,
price="",
postOnly=False,
reduceOnly=False):
try:
self.ftx.place_order(ord_type=ord_type,
market=market,
side=side,
price=price,
size=size,
postOnly=postOnly,
reduceOnly=reduceOnly)
response = await self.ftx.send()
if response[0]['success']:
msg = f"BOT:{BOT_NAME}\nOrdered\n{market}\nSIDE:{side}\nSIZE:{size}"
self.logger.info(msg)
push_message(msg)
return response, True
else:
raise Exception(response[0])
except Exception as e:
msg = f"BOT:{BOT_NAME}\nERROR: {str(e)}"
self.logger.error(msg)
push_message(msg)
return {}, False
def push_message(self, data, msg_type=''):
""" ボットの基本情報＋引数のデータ型に応じたテキストを追加して送信する．
- `data`がstrなら，そのまま送信
- `position`なら，sizeとsideを送信
- `order`ならpriceとtype,sideを送信
"""
bot_info = f'{self.SUBACCOUNT}:{self.BOT_NAME}\n{self.MARKET}'
text = self._message(data, msg_type)
push_message(f'{bot_info}\n{text}')
async def run(self):
while True:
try:
await self.main(15)
await asyncio.sleep(0)
except Exception as e:
print('An exception occurred', e)
push_message(
f"ERROR\nBOT:{BOT_NAME}\nSUBACCOUNT:{SUBACCOUNT}")
exit(1)
async def run(self):
while True:
try:
await self.main(5)
await asyncio.sleep(0)
except KeyError as e:
push_message("KeyError: {}".format(e))
self.logger.error('An exception occurred', str(e))
except Exception as e:
push_message(str(e))
self.logger.error('An unhandled exception occurred' + str(e))
exit(1)
async def main(self, interval):
# main処理
"""
# account情報を取得
self.ftx.account()
response = await self.ftx.send()
print(response[0])
"""
self.ftx.positions()
response = await self.ftx.send()
# print(json.dumps(response[0], indent=2, sort_keys=False))
position = {}
for pos in response[0]["result"]:
if pos["future"] == MARKET:
position = pos
print("position :>>", position)
await asyncio.sleep(5)
if position["size"] > float(MAX_SIZE):
return
query = "query=from:elonmusk -is:retweet"
tweet_fields = "tweet.fields=author_id"
start_time_fields = self.create_time_fields(sec=10)
queries = [query, tweet_fields, start_time_fields]
keywords = ['doge', 'Doge', 'DOGE']
result = recent_research(keywords, queries)
if len(result) > 0:
push_message(f"Detect events:\nkeywords:{keywords}\n{result}")
if PYTHON_ENV == 'production':
self.ftx.place_order(type='market',
side='buy',
price='',
size=180,
postOnly=False)
else:
self.ftx.place_order(type='limit',
side='buy',
price=1111,
size=0.001,
postOnly=True)
response = await self.ftx.send()
print(response[0])
orderId = response[0]['result']['id']
push_message(f"Ordered :\norderId:{orderId}")
await asyncio.sleep(interval)
async def _entry(self, market, side, price, size, ord_type='limit', postOnly=False):
if PYTHON_ENV == 'production':
self.ftx.place_order(
type=ord_type,
market=market,
side=side,
price=price,
size=size,
postOnly=postOnly)
else:
self.ftx.place_order(
type=ord_type,
market=market,
side=side,
price=price,
size=size,
postOnly=True)
response = await self.ftx.send()
print(response[0])
msg = f"ENV: {PYTHON_ENV}\nBOT:{BOT_NAME}\nOrdered\nMARKET: {market}\nSIZE: {size}\nSIDE: {side}"
push_message(msg)
return response, True
async def main(self, interval):
# main処理
listed = []
new_listed = []
self.ftx.market()
response = await self.ftx.send()
# print(json.dumps(response[0]['result'], indent=2, sort_keys=False))
# 引数に与えた条件に当てはまる上場銘柄をリストに抽出する
listed = self.extract_markets(markets=response[0]['result'],
market_type=["spot", "future"],
future_type='-PERP',
exclude=[
'HEDGE', 'BULL', 'BEAR', 'HALF',
'BVOL', '-0326', "MOVE-"
])
VERBOSE and self.logger.debug(listed)
# 前回の上場銘柄リストがあるならば，現在の上場リストと比較して新規上場銘柄があるか調べる
if len(self.prev_markets) > 0:
# 条件に合格した新規上場銘柄を抽出する
new_listed, _ = self.extract_new_listed(self.prev_markets, listed,
RANK)
if len(new_listed) > 0:
self.logger.info(f'上場銘柄差分:{_}')
self.logger.info(f'合格した新規上場銘柄：{new_listed}')
try:
for new in new_listed:
# SNS通知
msg = f"New Listing: {new['name']}"
self.logger.info(msg)
push_message(msg)
# トレードを許可しているならば，エントリー
if TRADABLE:
ord_type = 'market'
market = new['name']
price = float(new['bid'])
key = 'underlying' if new[
'type'] == 'future' else 'baseCurrency'
usd = self.SPECIFIC_USD_SIZE if str(new[key]).upper(
) in self.SPECIFIC_NAMES else self.DEFAULT_USD_SIZE
size = usd / (float(new['bid']) +
float(new['ask'])) / 2
if PYTHON_ENV != 'production':
price = 1000
market = 'ETH-PERP'
size = 0.001
ord_type = 'limit'
responce, _ = await self.entry(market, size, ord_type,
'buy', price)
self.positions.append({
'orderTime':
time.time(),
'market':
market,
'size':
size,
'side':
'buy',
'price':
responce[0]['result']['price']
})
await self.entry(market, size, 'limit', 'sell',
price * 1.08)
except Exception as e:
self.logger.error(str(e))
# ---------共通の処理----------
# 最新の上場のリストを更新
self.prev_markets = listed
listed = []
self.logger.debug("Snapshot markets...")
if len(self.positions) > 0:
self.logger.info("Current positions :>>")
self.logger.info(self.positions)
await self.settle(market_type=["future"])
await asyncio.sleep(interval)