def check_safe_stop_loss(low, open):
diff = open - low
trade_risk = (diff / low) * 100
is_safe = MAX_STOP_LOSS_RISK > trade_risk
print(
yellow.bold('\n\t⚠ Position risk is: {}%'.format(round(trade_risk,
2))))
if not is_safe:
print(
red.bold(
'\n\tTrade is too risky ({}), aborting!.'.format(trade_risk)))
exit(1)
return is_safe
from simple_chalk import chalk, yellow, red
TEXTS = {
'ducky': [
yellow.bold(' _.._'),
yellow.bold(' / ') + chalk.bold('a a') + yellow.bold('\\') +
red.bold('__,'),
yellow.bold(' \\ ') + red.bold('-.___/'),
yellow.bold(' \\ \\'),
yellow.bold('(\\__,-----,_) \\'),
yellow.bold('( (_ )'),
yellow.bold(' \\_ (__ /'),
yellow.bold(' \\___________/'), ''
],
}
def ducky():
return TEXTS.get('ducky')
def check_best_trade(interval=Intervals.DAY):
request_client = RequestClient(api_key=API_KEY, secret_key=SECRET_KEY)
# Request info of all symbols to retrieve precision
response = requests.get(BINANCE_FUTURES_BASE_URL +
BINANCE_FUTURES_EXCHANGE_INFO_ENDPOINT)
exchange_info = response.json()
price_precision = 0
best_bullish_wicks = []
best_bearish_wicks = []
print('Number of pairs to check approx: ', len(exchange_info['symbols']))
for item in exchange_info['symbols']:
if (not item['contractType'] == 'PERPETUAL'):
continue
print('\t * Checking: {}'.format(item['symbol']))
candles = get_last_binance_candles(item['symbol'], interval,
Markets.FUTURES)
if (not len(candles) > 1):
continue
current_candle = candles[1]
cc_open = float(current_candle[1])
cc_high = float(current_candle[2])
cc_low = float(current_candle[3])
cc_close = float(current_candle[4])
# Candle is green
if (cc_open < cc_close):
diff = cc_high - cc_close
cc_wick = round((diff / cc_close) * 100, 2)
best_bullish_wicks.append({
'wick': cc_wick,
'symbol': item['symbol']
})
else: # Candle is red
diff = cc_close - cc_low
cc_wick = -round((diff / cc_low) * 100, 2)
best_bearish_wicks.append({
'wick': cc_wick,
'symbol': item['symbol']
})
bullish_result = sorted(best_bullish_wicks,
key=lambda k: k['wick'],
reverse=True)
bearish_result = sorted(best_bearish_wicks,
key=lambda k: k['wick'],
reverse=False)
print(white.bold('Best bullish wicks to trade found are:'))
for item in bullish_result[0:10]:
print(
green.bold('\t{} -> {} % wick.'.format(item['symbol'],
item['wick'])))
print(white.bold('Best bearish wicks to trade found are:'))
for item in bearish_result[0:10]:
print(
red.bold('\t{} -> {} % wick.'.format(item['symbol'],
item['wick'])))
def open_position_binance_futures(pair, take_profit, stop_loss, pair_change,
quantity, leverage, side):
global STOP_LOSS
global TARGET
global STOP_LOSS_REACHED
global STOP_LOSS_ORDER_ID
global TAKE_PROFIT_ORDER_ID
request_client = RequestClient(api_key=API_KEY, secret_key=SECRET_KEY)
# Cancel previous take profit and stop loss orders
try:
if (TAKE_PROFIT_ORDER_ID):
request_client.cancel_order(symbol=pair,
orderId=TAKE_PROFIT_ORDER_ID)
except:
print(
red.bold('Take profit order id {} could not be cancelled'.format(
TAKE_PROFIT_ORDER_ID)))
try:
if (STOP_LOSS_ORDER_ID):
request_client.cancel_order(symbol=pair,
orderId=STOP_LOSS_ORDER_ID)
except:
print(
red.bold(
'Stop loss profit order id {} could not be cancelled'.format(
STOP_LOSS_ORDER_ID)))
STOP_LOSS_ORDER_ID = None
TAKE_PROFIT_ORDER_ID = None
# Change leverage
try:
request_client.change_initial_leverage(pair, leverage)
except:
print(red.bold('error changing leverage'))
try:
margin_type = request_client.change_margin_type(
symbol=pair, marginType=FuturesMarginType.ISOLATED)
except:
print(red.bold('error changing margin type'))
# Request info of all symbols to retrieve precision
exchange_info = request_client.get_exchange_information()
price_precision = 0
for item in exchange_info.symbols:
if (item.symbol == pair):
precision = item.quantityPrecision
price_precision = item.pricePrecision
# Create order
quantity_rounded = float(quantity * leverage) / float(pair_change)
quantity_with_precision = "{:0.0{}f}".format(quantity_rounded, precision)
stop_loss = "{:0.0{}f}".format(stop_loss, price_precision)
take_profit = "{:0.0{}f}".format(take_profit, price_precision)
STOP_LOSS = stop_loss
STOP_LOSS_REACHED = False
TARGET = take_profit
print(
white.bold(
'\n\tOpening future position {} at market ({}) with quantity: {} {} with take profit on: {} and stop loss: {}'
.format(side, pair_change, quantity_with_precision, pair,
take_profit, stop_loss)))
order_side = OrderSide.BUY
if (side == MarketSide.SHORT):
order_side = OrderSide.SELL
result = request_client.post_order(symbol=pair,
side=order_side,
quantity=quantity_with_precision,
ordertype=OrderType.MARKET,
positionSide="BOTH")
orderId = result.orderId
print(green.bold('\n\t\t✓ Market order created.'))
# Set take profit and stop loss orders
try:
order_side = OrderSide.SELL
if (side == MarketSide.SHORT):
order_side = OrderSide.BUY
result = request_client.post_order(symbol=pair,
side=order_side,
stopPrice=stop_loss,
closePosition=True,
ordertype=OrderType.STOP_MARKET,
positionSide="BOTH",
timeInForce="GTC")
STOP_LOSS_ORDER_ID = result.orderId
print(
green.bold(
'\n\t\t✓ Stop market order at: {} created.'.format(stop_loss)))
result = request_client.post_order(
symbol=pair,
side=order_side,
stopPrice=take_profit,
closePosition=True,
ordertype=OrderType.TAKE_PROFIT_MARKET,
positionSide="BOTH",
timeInForce="GTC")
TAKE_PROFIT_ORDER_ID = result.orderId
print(
green.bold('\n\t\t✓ Take profit market at: {} creted.'.format(
take_profit)))
except:
# Cancel order if something did not work as expected
request_client.cancel_order(symbol=pair, orderId=orderId)
print(
red.bold(
'\n\t\t x Something did not work as expected. Cancelling order'
))
from gegen import run
from simple_chalk import chalk, green, red
while True:
text = input(green.bold('gegen $ '))
result, error = run('<stdin>', text)
if error: print(red.bold(error.as_string()))
else: print(result)