def is_close_to_stop_loss(symbol, side, entrance_point, stop_loss, percent):
if side == 'buy':
sl_trigger = entrance_point - ((entrance_point - stop_loss) * percent / 100)
# print(symbol, side, 'price', get_current_price(symbol, 'ask'), 'sl_trigger', sl_trigger)
return True if get_current_price(symbol, 'ask') <= sl_trigger else False
else:
sl_trigger = entrance_point + ((stop_loss - entrance_point) * percent / 100)
print(symbol, side, 'price', get_current_price(symbol, 'bid'), 'sl_trigger', sl_trigger)
return True if get_current_price(symbol, 'bid') >= sl_trigger else False
def is_close_to_take_profit(symbol, side, entrance_point, take_profit, percent):
if side == 'buy':
tp_trigger = entrance_point + ((take_profit - entrance_point) * percent / 100)
# print(symbol, side, 'price', get_current_price(symbol, 'ask'), 'tp_trigger', tp_trigger)
return True if get_current_price(symbol, 'ask') >= tp_trigger else False
else:
tp_trigger = entrance_point - ((entrance_point - take_profit) * percent / 100)
print(symbol, side, 'price', get_current_price(symbol, 'bid'), 'sl_trigger', tp_trigger)
return True if get_current_price(symbol, 'bid') <= tp_trigger else False
def convert(asset, quantity, market):
if quantity == 0:
return 0
if asset != market:
for symbol in SYMBOLS:
if symbol == asset + market:
price = get_current_price(symbol, 'bid')
return round(quantity * price, 8)
elif symbol == market + asset:
price = get_current_price(symbol, 'ask')
return round(quantity / price, 8)
else:
return quantity
def is_entrance(symbol, side, price):
if side == 'buy':
return True if get_current_price(symbol, 'ask') >= price else False
else:
return True if get_current_price(symbol, 'bid') <= price else False
def is_stop_loss(symbol, side, stop_loss):
if side == 'buy':
return True if get_current_price(symbol, 'bid') <= stop_loss else False
else:
return True if get_current_price(symbol, 'ask') >= stop_loss else False
def is_take_profit(symbol, side, take_profit):
if side == 'buy':
return True if get_current_price(symbol, 'bid') >= take_profit else False
else:
return True if get_current_price(symbol, 'ask') <= take_profit else False
def place_pending_order(symbol, signal_side, precision, price_precision):
try:
global signal_number
signal_id = '{}_{}'.format(symbol.lower(), signal_number)
if signal_side == 'buy':
entrance_point = get_current_price(symbol, 'ask')
stop_loss = round(entrance_point * (1 - (PERCENT_SL / 100)), price_precision)
take_profit = round(entrance_point * (1 + (PERCENT_TP / 100)), price_precision)
else:
entrance_point = get_current_price(symbol, 'bid')
stop_loss = round(entrance_point * (1 + (PERCENT_SL / 100)), price_precision)
take_profit = round(entrance_point * (1 - (PERCENT_TP / 100)), price_precision)
new_signal_report(symbol, signal_side.upper(), entrance_point, stop_loss, take_profit)
quantity = get_quantity(symbol, signal_side)
if quantity is None:
return
open_order = place_market_order(symbol, signal_side, quantity, 'Entry')
signal_number += 1
save_trade('{}_SIGNAL'.format(signal_side.upper()), signal_id, open_order, 'Entry')
cumulative_quote_qty = float(open_order['cummulativeQuoteQty'])
order_side = get_opposite_side(signal_side)
current_sl_order = 0
current_tp_order = 0
while True:
# stop loss monitoring
if is_close_to_stop_loss(symbol, signal_side, entrance_point, stop_loss, 80):
if current_sl_order == 0:
# cancel existed TP order
if current_tp_order != 0:
cancel_limit_order(symbol, order_side, current_tp_order['orderId'], 'TakeProfit')
# place SL limit order
if execute_stop_loss(symbol, signal_side):
qty = get_qty(symbol, signal_side, quantity, cumulative_quote_qty, stop_loss, precision)
to_general_log(symbol, 'get_qty: qty {}'.format(qty))
current_sl_order = place_limit_order(symbol, order_side, qty, stop_loss, 'StopLoss')
# else:
# to_general_log(symbol, 'Skip stop loss for buy signal')
elif is_order_filled('Binance', current_sl_order['orderId']):
remove_orders_info('Binance', current_sl_order['orderId'])
to_general_log(symbol, '{} Limit order filled (StopLoss)'.format(order_side))
save_trade('{}_SIGNAL'.format(signal_side.upper()), signal_id, current_sl_order, 'SL')
break
# take profit monitoring
if is_close_to_take_profit(symbol, signal_side, entrance_point, take_profit, 80):
if current_tp_order == 0:
# cancel existed SL order
if current_sl_order != 0:
cancel_limit_order(symbol, order_side, current_sl_order['orderId'], 'StopLoss')
# place TP limit order
qty = get_qty(symbol, signal_side, quantity, cumulative_quote_qty, take_profit, precision)
to_general_log(symbol, 'get_qty: qty {}'.format(qty))
current_tp_order = place_limit_order(symbol, order_side, qty, take_profit, 'TakeProfit')
elif is_order_filled('Binance', current_tp_order['orderId']):
remove_orders_info('Binance', current_tp_order['orderId'])
to_general_log(symbol, '{} Limit order filled (TakeProfit)'.format(order_side))
save_trade('{}_SIGNAL'.format(signal_side.upper()), signal_id, current_tp_order, 'TP')
break
time.sleep(0.3)
except:
to_general_log(symbol, traceback.format_exc())