def putOrder(SetUp, TradeInfo, side):
apiK = open(SetUp['paths']['secure'], 'r').read().split('\n')
client = Client(apiK[0], apiK[1])
LastPrice = float(
client.get_symbol_ticker(symbol=SetUp['trade']['pair'])['price'])
if side == 'BUY':
TradeInfo['btclO'] = binFloat(TradeInfo['Free Funds'][0] *
SetUp['trade']['PercentFunds'] /
LastPrice * SetUp['trade']['Leverage'])
elif side == 'SELL':
TradeInfo['btcsO'] = binFloat(TradeInfo['Free Funds'][0] *
SetUp['trade']['PercentFunds'] /
LastPrice * SetUp['trade']['Leverage'])
# Create a Long order
# if tpBol:
# qtytp1 = binFloat(TradeInfo['btclO'][0]*SetUp['trade']['ftp']
# ) if side == 'BUY' else binFloat(TradeInfo['btcsO'][0]*SetUp['trade']['ftp'])
# qtytp2 = binFloat(TradeInfo['btclO'][0]*(1-SetUp['trade']['ftp']
# )) if side == 'BUY' else binFloat(TradeInfo['btcsO'][0]*(1-SetUp['trade']['ftp']))
# tp1stop = binFloat(LastPrice*(SetUp['trade']['tp1']+1.0)
# ) if side == 'BUY' else binFloat(LastPrice*(1.0 - SetUp['trade']['tp1']))
# tp2stop = binFloat(LastPrice*(SetUp['trade']['tp2']+1.0)
# ) if side == 'BUY' else binFloat(LastPrice*(1.0 - SetUp['trade']['tp2']))
#
# ordertp1 = client.create_order(
# symbol=SetUp['trade']['pair'],
# side=side,
# type='MARKET',
# quantity=qtytp1,
# )
# TradeInfo = checkMarketOrder(TradeInfo,SetUp,ordertp1,1)
# ordertp2 = client.create_order(
# symbol=SetUp['trade']['pair'],
# side=side,
# type='MARKET',
# quantity=qtytp2,
# )
# TradeInfo = checkMarketOrder(TradeInfo,SetUp,ordertp2,2)
# else:
qqty = binFloat(TradeInfo['btclO'][0]) if side == 'BUY' else binFloat(
TradeInfo['btcsO'][0])
order = client.create_order(
symbol=SetUp['trade']['pair'],
side=side,
type='MARKET',
quantity=qqty,
)
TradeInfo = checkMarketOrder(TradeInfo, SetUp, order, False)
TradeInfo['BlO'] = True if side == 'BUY' else False
TradeInfo['BsO'] = True if side == 'SELL' else False
acc = getBalance(SetUp)
TradeInfo['Free Funds'] = acc['USDT']['wBalance']
return TradeInfo
def getBalance(SetUp):
apiK = open(SetUp['paths']['secure'], 'r').read().split('\n')
client = Client(apiK[0], apiK[1])
acc = AutoVivification()
a = client.get_account()
acc['total']['wBalance'] = float(a['totalWalletBalance'])
acc['total']['mBalance'] = float(a['totalMarginBalance'])
acc['total']['uProfit'] = float(a['totalUnrealizedProfit'])
acc['total']['oMargin'] = float(a['totalOpenOrderInitialMargin'])
acc['total']['iMargin'] = float(a['totalInitialMargin'])
acc['total']['pMargin'] = float(a['totalPositionInitialMargin'])
for i in a['assets']:
acc[i['asset']]['wBalance'] = float(i['walletBalance'])
acc[i['asset']]['mBalance'] = float(i['marginBalance'])
acc[i['asset']]['uProfit'] = float(i['unrealizedProfit'])
acc[i['asset']]['oMargin'] = float(i['openOrderInitialMargin'])
acc[i['asset']]['iMargin'] = float(i['initialMargin'])
acc[i['asset']]['pMargin'] = float(i['positionInitialMargin'])
b = client.get_positions()
for i in b:
if float(i['positionAmt']) == 0:
continue
acc[i['symbol']]['iMarginUSDT'] = float(i['entryPrice']) * abs(
float(i['positionAmt']))
acc[i['symbol']]['iMarginPair'] = abs(float(i['positionAmt']))
acc[i['symbol']]['side'] = 'SELL' if float(
i['positionAmt']) < 0 else 'BUY'
acc[i['symbol']]['ePrice'] = float(i['entryPrice'])
acc[i['symbol']]['uProfit'] = float(i['unRealizedProfit'])
acc[i['symbol']]['leverage'] = float(i['leverage'])
acc[i['symbol']]['cPrice'] = float(i['entryPrice']) - float(
i['unRealizedProfit']) / acc[i['symbol']]['iMarginPair']
nullAssets = list(
set(list(acc.keys())) ^ set(['USDT', 'BTC', 'BNB', 'total']))
for i in nullAssets:
acc[i]['wBalance'] = 0
acc[i]['mBalance'] = 0
acc[i]['uProfit'] = 0
acc[i]['oMargin'] = 0
acc[i]['iMargin'] = 0
acc[i]['pMargin'] = 0
a = client.get_open_orders(symbol='BTCUSDT')
acc['openSellOrders'] = [i for i in a if i['side'] == 'SELL']
acc['openBuyOrders'] = [i for i in a if i['side'] == 'BUY']
return acc
def checkMarketOrder(TradeInfo, SetUp, order, tp=False):
apiK = open(SetUp['paths']['secure'], 'r').read().split('\n')
client = Client(apiK[0], apiK[1])
LastPrice = float(
client.get_symbol_ticker(symbol=SetUp['trade']['pair'])['price'])
# Check order
i = 0
while 1:
i = i + 1
try:
a = client.get_order(symbol=SetUp['trade']['pair'],
orderId=int(order['orderId']))
if a['status'] == 'FILLED':
break
except:
print('Buy has not yet been filled')
if i == 50:
print('Failed to retreive status')
if a['side'] == 'BUY':
if tp == 1:
TradeInfo['LongOrderID1'] = int(order['orderId'])
elif tp == 2:
TradeInfo['LongOrderID2'] = int(order['orderId'])
else:
TradeInfo['LongOrderID'] = int(order['orderId'])
if tp == 2:
TradeInfo['btclO'] = TradeInfo['btclO'][0] + binFloat(
a['executedQty'])
else:
TradeInfo['btclO'] = binFloat(a['executedQty'])
TradeInfo['BprlO'] = binFloat(LastPrice)
else:
if tp == 1:
TradeInfo['ShortOrderID1'] = int(order['orderId'])
elif tp == 2:
TradeInfo['ShortOrderID2'] = int(order['orderId'])
else:
TradeInfo['ShortOrderID'] = int(order['orderId'])
if tp == 2:
TradeInfo['btcsO'] = TradeInfo['btcsO'][0] + binFloat(
a['executedQty'])
else:
TradeInfo['btcsO'] = binFloat(a['executedQty'])
TradeInfo['BprsO'] = binFloat(LastPrice)
return TradeInfo
def reset_account(SetUp, TradeInfo):
apiK = open(SetUp['paths']['secure'], 'r').read().split('\n')
client = Client(apiK[0], apiK[1])
acc = getBalance(SetUp)
if len(acc['openBuyOrders']) > 0:
for i in acc['openBuyOrders']:
order = client.cancel_order(symbol=SetUp['trade']['pair'],
orderId=i['orderId'])
if len(acc['openSellOrders']) > 0:
for i in acc['openSellOrders']:
order = client.cancel_order(symbol=SetUp['trade']['pair'],
orderId=i['orderId'])
if acc['BTC']['wBalance'] > 0:
order = client.create_order(
symbol=SetUp['trade']['pair'],
side='SELL',
type='MARKET',
quantity=binFLoat(acc['BTC']['wbalance']),
)
TradeInfo = initTradeFiles(SetUp)
def getTickers(args, sdate, SetUp, exch='Exchange'):
# Get API keys and start Binance client
apiK = open(SetUp["paths"]["secure"], "r").read().split('\n')
if exch == 'Futures':
client = ClientFutures(apiK[0], apiK[1])
elif exch == 'Exchange':
client = ClientExchange(apiK[0], apiK[1])
else:
raise Exception('Invalid value for exch')
# get ticker data
klines = client.get_historical_klines(args.pair, args.tickDt, sdate)
tick = TickerStruct()
tick.OpenTimeStamp = [round(item[0] / 1000) for item in klines]
tick.OpenDate = [
datetime.fromtimestamp(date) for date in tick.OpenTimeStamp
]
tick.Open = [float(item[1]) for item in klines]
tick.High = [float(item[2]) for item in klines]
tick.Low = [float(item[3]) for item in klines]
tick.Close = [float(item[4]) for item in klines]
tick.Volume = [float(item[5]) for item in klines]
tick.CloseTimeStamp = [round(item[6] / 1000) for item in klines]
tick.CloseDate = [
datetime.fromtimestamp(date) for date in tick.CloseTimeStamp
]
# Tick data to be written
toDf = {
'Open timestmp': tick.OpenTimeStamp,
'Open': tick.Open,
'High': tick.High,
'Low': tick.Low,
'Close': tick.Close,
'Volume': tick.Volume,
'Close timestmp': tick.CloseTimeStamp,
'Open dtime': tick.OpenDate,
'Close dtime': tick.CloseDate
}
dfTicks = pd.DataFrame(toDf)
return dfTicks
def closeAllOrders(SetUp, TradeInfo):
apiK = open(SetUp['paths']['secure'], 'r').read().split('\n')
client = Client(apiK[0], apiK[1])
acc = getBalance(SetUp)
if len(acc['openBuyOrders']) > 0:
for i in acc['openBuyOrders']:
print('Closing open buy order (' + str(i['orderId']) + ')')
order = client.cancel_order(symbol=SetUp['trade']['pair'],
orderId=i['orderId'])
if len(acc['openSellOrders']) > 0:
for i in acc['openSellOrders']:
print('Closing open sell order (' + str(i['orderId']) + ')')
order = client.cancel_order(symbol=SetUp['trade']['pair'],
orderId=i['orderId'])
# Calculate Stop loss value
LastPrice = float(
client.get_symbol_ticker(symbol=SetUp['trade']['pair'])['price'])
if not TradeInfo['btclO'].isnull()[0]:
print('Closing long position (' + str(TradeInfo['btclO'][0]) + ')')
qqty = binFloat(TradeInfo['btclO'][0])
# Put in the order
order = client.create_order(
symbol=SetUp['trade']['pair'],
side='SELL',
type='MARKET',
quantity=qqty,
)
TradeInfo['btclO'] = np.nan
TradeInfo['BprlO'] = np.nan
if not TradeInfo['btcsO'].isnull()[0]:
print('Closing short position (' + str(TradeInfo['btcsO'][0]) + ')')
qqty = binFloat(TradeInfo['btcsO'][0])
# Put in the order
order = client.create_order(
symbol=SetUp['trade']['pair'],
side='BUY',
type='MARKET',
quantity=qqty,
)
TradeInfo['btcsO'] = np.nan
TradeInfo['BprsO'] = np.nan
TradeInfo = initTradeFiles(SetUp)
return TradeInfo
def updateStopLoss(SetUp, TradeInfo, side, stop):
if TradeInfo['LongStopLossId'][0] == np.nan or TradeInfo[
'ShortStopLossId'][0] == np.nan:
print('No stop loss found...')
print('--> No action taken')
return TradeInfo
orderId = TradeInfo['LongStopLossId'][0] if side == 'SELL' else TradeInfo[
'ShortStopLossId'][0]
# Open Binance client
apiK = open(SetUp['paths']['secure'], 'r').read().split('\n')
client = Client(apiK[0], apiK[1])
# Check Order status
order = client.get_order(symbol=SetUp['trade']['pair'],
orderId=int(orderId))
if order['status'] == 'FILLED':
print('Stop loss has been hit')
# Check order
a = client.get_my_trades(symbol=SetUp['trade']['pair'], limit=1)
a = a[0]
if a['commissionAsset'] == 'BNB':
TradeInfo['Commission (BNB)'] = float(a['commission'])
if side == 'SELL':
TradeInfo['Closed Buy Sell-Price'] = float(a['price'])
ExecQty = float(a['qty'])
TradeInfo['Closed Buy Profit'] = a['realizedPnl']
acc = getBalance(SetUp)
TradeInfo['Free Funds'] = acc['USDT']['wBalance']
TradeInfo['BprlO'] = np.nan
TradeInfo['btclO'] = np.nan
TradeInfo['LongStopLossId'] = np.nan
TradeInfo['Sell Stop Price'] = np.nan
TradeInfo['BlSLh'] = True
elif side == 'BUY':
TradeInfo['Closed Short Sell-Price'] = float(a['price'])
ExecQty = float(a['qty'])
TradeInfo['Closed Short Profit'] = a['realizedPnl']
acc = getBalance(SetUp)
TradeInfo['Free Funds'] = acc['USDT']['wBalance']
TradeInfo['BprsO'] = np.nan
TradeInfo['btcsO'] = np.nan
TradeInfo['ShortStopLossId'] = np.nan
TradeInfo['Sell Stop Price'] = np.nan
TradeInfo['BsSLh'] = True
print('---' + side + ': ' + str(ExecQty) + SetUp['trade']['pairTrade'])
print('---for ' + str(float(a['price']) * ExecQty) + 'USDT')
print('------------')
print('---Profit: ' + str(a['realizedPnl']))
elif order['status'] == 'PARTIALLY_FILLED':
print('Stop Loss is getting filled...')
print('--> do nothing for now...')
elif any(order['status'] == s for s in
['NEW', 'CANCELED', 'REJECTED', 'EXPIRED', 'PENDING_CANCEL']):
print('Stop loss status is ' + order['status'])
if order['status'] == 'NEW' or order['status'] == 'CANCELED':
# Check if a stop loss update is needed (new>old)
# Calculate Limit order value
LastPrice = float(
client.get_symbol_ticker(
symbol=SetUp['trade']['pair'])['price'])
tmpstop = binFloat(
(1 + float(stop)) * LastPrice) if side == 'BUY' else binFloat(
(1 - float(stop)) * LastPrice)
currstop = binFloat(
TradeInfo['Buy Stop Price'][0]) if side == 'BUY' else binFloat(
TradeInfo['Sell Stop Price'][0])
if (currstop > tmpstop and side == 'BUY') or (currstop < tmpstop
and side == 'SELL'):
print('Updating stop loss...')
# Cancel Order and accordingly update currStopLossId
if order['status'] != 'CANCELED':
cancelOut = client.cancel_order(
symbol=SetUp['trade']['pair'], orderId=int(orderId))
if side == 'SELL': TradeInfo['LongStopLossId'] = np.nan
if side == 'SELL': TradeInfo['Sell Stop Price'] = np.nan
if side == 'BUY': TradeInfo['ShortStopLossId'] = np.nan
if side == 'BUY': TradeInfo['Buy Stop Price'] = np.nan
print('Stop loss cancelled. Starting new stop loss order...')
# Set new stop loss
TradeInfo['Update-SL-Sell'] = True if side == 'SELL' else False
TradeInfo['Update-SL-Buy'] = True if side == 'BUY' else False
TradeInfo = stopLoss(SetUp, TradeInfo, side, stop)
else:
print('Keeping current Stop loss...')
else:
print('Error:could not update')
return TradeInfo
def checkTakeProfit(SetUp, TradeInfo, side):
apiK = open(SetUp['paths']['secure'], 'r').read().split('\n')
client = Client(apiK[0], apiK[1])
tp1id = TradeInfo['lTP1ID'][0] if side == "SELL" else TradeInfo['sTP1ID'][0]
tp2id = TradeInfo['lTP2ID'][0] if side == "SELL" else TradeInfo['sTP2ID'][0]
if tp1id != None:
ordertp1 = client.get_order(symbol=SetUp['trade']['pair'],
orderId=int(tp1id))
if ordertp1['status'] == 'FILLED':
print('TP1 was hit!')
if side == "BUY":
TradeInfo['BprsTP1h'] = binFloat(ordertp1['avgPrice'])
TradeInfo['BbtcsTP1h'] = binFloat(ordertp1['executedQty'])
TradeInfo['BsTP1h'] = True
TradeInfo['Bsprofit'] = SetUp['ftp'] * TradeInfo['BprsO'][
0] - TradeInfo['BprsTP1h'][0] * TradeInfo['BbtcsTP1h'][0]
TradeInfo['sTP1ID'] = np.nan
TradeInfo['CprsTP1'] = np.nan
TradeInfo['btcsO'] = TradeInfo['btcsO'] * (1 - SetUp['ftp'])
updateStopLoss(SetUp, TradeInfo, 'BUY', SetUp['trade']['Stop'])
elif side == "SELL":
TradeInfo['BprlTP1h'] = binFloat(ordertp1['avgPrice'])
TradeInfo['BbtclTP1h'] = binFloat(ordertp1['executedQty'])
TradeInfo['BlTP1h'] = True
TradeInfo['Blprofit'] = TradeInfo['BprlTP1h'] * TradeInfo[
'BbtclTP1h'][0] - SetUp['ftp'] * TradeInfo['BprlO'][0]
TradeInfo['btclO'] = TradeInfo['btclO'] * (1 - SetUp['ftp'])
TradeInfo['lTP1ID'] = np.nan
TradeInfo['CprlTP1'] = np.nan
updateStopLoss(SetUp, TradeInfo, 'SELL',
SetUp['trade']['Stop'])
if tp2id != None:
ordertp2 = client.get_order(symbol=SetUp['trade']['pair'],
orderId=int(tp2id))
if ordertp2['status'] == 'FILLED':
print('TP2 was hit!')
if side == "BUY":
TradeInfo['BprsTP2h'] = binFloat(ordertp2['avgPrice'])
TradeInfo['BbtcsTP2h'] = binFloat(ordertp2['executedQty'])
TradeInfo['BsTP2h'] = True
TradeInfo['Bsprofit'] = TradeInfo['Bsprofit'][0] + (
1 - SetUp['ftp']) * TradeInfo['BprsO'] - TradeInfo[
'BprsTP2h'][0] * TradeInfo['BbtcsTP2h'][0]
TradeInfo['sTP2ID'] = np.nan
TradeInfo['CprsTP2'] = np.nan
cancelOut = client.cancel_order(
symbol=SetUp['trade']['pair'],
orderId=int(TradeInfo['ShortStopLossId'][0]))
TradeInfo['ShortStopLossId'] = np.nan
elif side == "SELL":
TradeInfo['BprlTP2h'] = binFloat(ordertp2['avgPrice'])
TradeInfo['BbtclTP2h'] = binFloat(ordertp2['executedQty'])
TradeInfo['BlTP2h'] = True
TradeInfo['Blprofit'] = TradeInfo['Blprofit'][0] + TradeInfo[
'BprlTP2h'][0] * TradeInfo['BbtclTP2h'][0] - (
1 - SetUp['ftp']) * TradeInfo['BprlO'][0]
TradeInfo['lTP2ID'] = np.nan
TradeInfo['CprlTP2'] = np.nan
TradeInfo['BprlO'] = np.nan
TradeInfo['BbtclO'] = np.nan
cancelOut = client.cancel_order(
symbol=SetUp['trade']['pair'],
orderId=int(TradeInfo['LongStopLossId'][0]))
TradeInfo['LongStopLossId'] = np.nan
acc = getBalance(SetUp)
TradeInfo['Free Funds'] = acc['USDT']['wBalance']
print('TP1 and TP2 status is: ' + ordertp1['status'] + '/' +
ordertp2['status'])
return TradeInfo
def takeProfit(SetUp, TradeInfo, side):
# use implicit Falsness of empty lists
if side == 'SELL':
if not TradeInfo['lTP2ID'].isnull(
)[0] and not TradeInfo['lTP2ID'].isnull()[0]:
print('TP1 order (Id=' + str(TradeInfo['lTP1ID'][0]) +
') and TP2 order (Id=' + str(TradeInfo['lTP2ID'][0]) +
') exists')
print('No action taken')
return TradeInfo
elif side == 'BUY':
if not TradeInfo['sTP2ID'].isnull(
)[0] and not TradeInfo['sTP2ID'].isnull()[0]:
print('TP1 order (Id=' + str(TradeInfo['sTP1ID'][0]) +
') and TP2 order (Id=' + str(TradeInfo['sTP2ID'][0]) +
') exists')
print('No action taken')
return TradeInfo
limit1 = SetUp["trade"]["tp1"] - SetUp["trade"][
"TPlimitadd"] if side == 'BUY' else SetUp["trade"]["tp1"] + SetUp[
"trade"]["TPlimitadd"]
limit2 = SetUp["trade"]["tp2"] - SetUp["trade"][
"TPlimitadd"] if side == 'BUY' else SetUp["trade"]["tp2"] + SetUp[
"trade"]["TPlimitadd"]
stop1 = SetUp["trade"]["tp1"] if side == 'BUY' else SetUp["trade"]["tp1"]
stop2 = SetUp["trade"]["tp2"] if side == 'BUY' else SetUp["trade"]["tp2"]
# Open Binance client
apiK = open(SetUp['paths']['secure'], 'r').read().split('\n')
client = Client(apiK[0], apiK[1])
# Calculate Stop loss value
LastPrice = float(
client.get_symbol_ticker(symbol=SetUp['trade']['pair'])['price'])
if side == 'SELL':
qtytp1 = binFloat(TradeInfo['btclO'][0] * SetUp['trade']['ftp'])
qtytp2 = binFloat(TradeInfo['btclO'][0] * (1 - SetUp['trade']['ftp']))
tp1stop = binFloat(LastPrice * (1 + stop1))
tp2stop = binFloat(LastPrice * (1 + stop2))
tp1limit = binFloat(LastPrice * (1 + limit1))
tp2limit = binFloat(LastPrice * (1 + limit2))
else:
qtytp1 = binFloat(TradeInfo['btcsO'][0] * SetUp['trade']['ftp'])
qtytp2 = binFloat(TradeInfo['btcsO'][0] * (1 - SetUp['trade']['ftp']))
tp1stop = binFloat(LastPrice * (1 - stop1))
tp2stop = binFloat(LastPrice * (1 - stop2))
tp1limit = binFloat(LastPrice * (1 - limit1))
tp2limit = binFloat(LastPrice * (1 - limit2))
ordertp1 = client.create_order(symbol=SetUp['trade']['pair'],
side=side,
type='TAKE_PROFIT',
timeInForce='GTC',
reduceOnly='true',
quantity=qtytp1,
stopPrice=tp1stop,
price=tp1limit)
ordertp2 = client.create_order(symbol=SetUp['trade']['pair'],
side=side,
type='TAKE_PROFIT',
timeInForce='GTC',
reduceOnly='true',
quantity=qtytp2,
stopPrice=tp2stop,
price=tp2limit)
TradeInfo['lTP1ID'] = int(ordertp1['orderId']) if side == "SELL" else None
TradeInfo['lTP2ID'] = int(ordertp2['orderId']) if side == "SELL" else None
TradeInfo['CprlTP1'] = tp1stop if side == "SELL" else None
TradeInfo['CprlTP2'] = tp2stop if side == "SELL" else None
TradeInfo['sTP1ID'] = int(ordertp1['orderId']) if side == "BUY" else None
TradeInfo['sTP2ID'] = int(ordertp2['orderId']) if side == "BUY" else None
TradeInfo['CprsTP1'] = tp1stop if side == "SELL" else None
TradeInfo['CprsTP2'] = tp2stop if side == "SELL" else None
print('Initiated Take profit (' + side + ') at: ' +
SetUp['trade']['pairTrade'] + '=' + str(tp1stop) + '/' +
str(tp2stop))
return TradeInfo
def TakeAction(TradeInfo, sig, SetUp):
signal = float(sig[0][0])
if signal == 1:
BBstr = 'bullish'
elif signal == -1:
BBstr = 'bearish'
else:
BBstr = 'neutral'
print('-----')
print('--- Market is *' + BBstr + '*.')
print('-----')
print('')
TradeInfo = initTradeFiles(SetUp)
#-------------
#--Close Long
#-------------
if not TradeInfo['btclO'].isnull()[0] and signal == -1:
print('---Bearish!')
print('------')
print('---Closing all long position...')
TradeInfo = closeAllOrders(SetUp, TradeInfo)
#-------------
#--Close Short
#-------------
if not TradeInfo['btcsO'].isnull()[0] and signal == 1:
print('---Bullish!')
print('------')
print('---Closing all short position...')
TradeInfo = closeAllOrders(SetUp, TradeInfo)
#-------------
#--Strategy 1 - with take profits
#-------------
if SetUp['strategy'] == 1:
#-------------
#--Check if SL or TPs were hit
#-------------
if not TradeInfo['btcsO'].isnull()[0]:
TradeInfo = updateStopLoss(SetUp, TradeInfo, 'BUY', 0.1)
TradeInfo = checkTakeProfit(SetUp, TradeInfo, 'BUY')
if not TradeInfo['btclO'].isnull()[0]:
TradeInfo = updateStopLoss(SetUp, TradeInfo, 'SELL', 0.1)
TradeInfo = checkTakeProfit(SetUp, TradeInfo, 'SELL')
#-------------
#--Buy
#-------------
if TradeInfo['btclO'].isnull()[0] and signal == 1:
print('---Bullish!')
print('------')
print('---Going long...')
TradeInfo = putOrder(SetUp, TradeInfo, 'BUY', tpBol=True)
TradeInfo = stopLoss(SetUp, TradeInfo, 'SELL',
SetUp['trade']['Stop'])
TradeInfo = takeProfit(SetUp, TradeInfo, 'SELL')
#-------------
#--Short
#-------------
elif TradeInfo['btcsO'].isnull()[0] and signal == -1:
print('---Bearish!')
print('------')
print('---Selling Short...')
TradeInfo = putOrder(SetUp, TradeInfo, 'SELL', tpBol=True)
TradeInfo = stopLoss(SetUp, TradeInfo, 'BUY',
SetUp['trade']['Stop'])
TradeInfo = takeProfit(SetUp, TradeInfo, 'BUY')
else:
print('---No action taken')
#-------------
#--Strategy 2 - with dynamic SL
#-------------
elif SetUp['strategy'] == 2:
# calculate dynamics stop loss
lo = float(sig[0][1])
up = float(sig[0][2])
lsl = SetUp['trade']['lslBase'] + SetUp['trade']['slScale1'] * (
lo**SetUp['trade']['slScale2'])
lsl = min(lsl, SetUp['trade']['slMax'])
ssl = SetUp['trade']['sslBase'] + SetUp['trade']['slScale3'] * (
up**SetUp['trade']['slScale4'])
ssl = min(ssl, SetUp['trade']['slMax'])
#-------------
#--Check if SL or TPs were hit
#-------------
if not TradeInfo['btcsO'].isnull()[0]:
TradeInfo = updateStopLoss(SetUp, TradeInfo, 'BUY', ssl)
if not TradeInfo['btclO'].isnull()[0]:
TradeInfo = updateStopLoss(SetUp, TradeInfo, 'SELL', lsl)
#-------------
#--Buy
#-------------
if TradeInfo['btclO'].isnull()[0] and signal == 1:
print('---Bullish!')
print('------')
print('---Going long...')
TradeInfo = putOrder(SetUp, TradeInfo, 'BUY')
TradeInfo = stopLoss(SetUp, TradeInfo, 'SELL', lsl)
#-------------
#--Short
#-------------
elif TradeInfo['btcsO'].isnull()[0] and signal == -1:
print('---Bearish!')
print('------')
print('---Selling Short...')
TradeInfo = putOrder(SetUp, TradeInfo, 'SELL')
TradeInfo = stopLoss(SetUp, TradeInfo, 'BUY', ssl)
else:
print('---No action taken')
# Displaying last price
apiK = open(SetUp['paths']['secure'], 'r').read().split('\n')
client = Client(apiK[0], apiK[1])
LastPrice = float(
client.get_symbol_ticker(symbol=SetUp['trade']['pair'])['price'])
print('Latest price: ' + SetUp['trade']['pairTrade'] + '=' +
str(LastPrice))
# Sending email if anything happens
#sendEmail(TradeInfo)
# Write trade journal
LastInfo = load_obj(SetUp['paths']['LastInfo'])
TradeInfo['Close timestmp'] = LastInfo['LastTimeStamp']
TradeInfo['timestmp'] = int(time.time())
TradeInfo['Signal'] = signal
appendToCsv(SetUp['paths']['TradeInfo'], TradeInfo)
plotBot(SetUp)
return TradeInfo
def stopLoss(SetUp, TradeInfo, side, stop):
""" This submodule sets a stop loss order.
Args:
SetUp (dict): trading set-up set with SetUp = ini.initSetUp()
TradeInfo (dict): Current state of trades
side (str): side of transaction ('SELL' or 'BUY')
stop (float): fraction of price above or below current for the stop loss
Returns:
TradeInfo (dict): Current state of trades is updated
"""
# Check arguments and raise exceptions if needed
if side != 'SELL' and side != 'BUY':
raise Exception('Error: set side to a valid value (SELL or BUY)')
return TradeInfo
if not TradeInfo['LongStopLossId'].isnull()[0] and side == 'SELL':
print('Current stop loss (Id=' + str(TradeInfo['LongStopLossId'][0]) +
') exists')
print('No action taken')
return TradeInfo
elif not TradeInfo['ShortStopLossId'].isnull()[0] and side == 'BUY':
print('Current stop loss (Id=' + str(TradeInfo['ShortStopLossId'][0]) +
') exists')
print('No action taken')
return TradeInfo
limit = SetUp["trade"]["Stoplimitadd"]
# Open Binance client
apiK = open(SetUp['paths']['secure'], 'r').read().split('\n')
client = Client(apiK[0], apiK[1])
# Calculate Stop loss value
LastPrice = float(
client.get_symbol_ticker(symbol=SetUp['trade']['pair'])['price'])
if side == 'SELL':
stopPrice = binFloat((1 - float(stop)) * LastPrice)
limitPrice = binFloat((1 - float(stop + limit)) * LastPrice)
TradeInfo['Sell Stop Price'] = stopPrice
qqty = binFloat(TradeInfo['btclO'][0])
elif side == 'BUY':
stopPrice = binFloat((1 + float(stop)) * LastPrice)
limitPrice = binFloat((1 + float(stop - limit)) * LastPrice)
TradeInfo['Buy Stop Price'] = stopPrice
qqty = binFloat(TradeInfo['btcsO'][0])
# Put in the order
order = client.create_order(
symbol=SetUp['trade']['pair'],
side=side,
type='STOP_MARKET',
reduceOnly='true',
quantity=qqty,
stopPrice=binFloat(stopPrice),
# price=binFloat(limitPrice),
)
if side == 'SELL':
TradeInfo['LongStopLossId'] = int(order['orderId'])
elif side == 'BUY':
TradeInfo['ShortStopLossId'] = int(order['orderId'])
print('Initiated Stop loss at: ' + SetUp['trade']['pairTrade'] + '=' +
str(stopPrice))
return TradeInfo
def initTradeFiles(SetUp):
acc = getBalance(SetUp)
apiK = open(SetUp['paths']['secure'], 'r').read().split('\n')
client = Client(apiK[0], apiK[1])
if not os.path.isfile(SetUp['paths']["TradeInfo"]):
toDf = {
'Open timestmp': [np.nan],
'Open dtime': [np.nan],
'Close timestmp': [np.nan],
'Close dtime': [np.nan],
'timestmp': [int(time.time())],
'Signal': [np.nan],
'Free Funds': [acc['USDT']['mBalance']],
'Total Assets': [acc['wBalance']],
'BTC Bought': [np.nan],
'BTCUSDT Buy Price': [np.nan],
'LongOrderID': [np.nan],
'LongOrderID1': [np.nan],
'LongOrderID2': [np.nan],
'tp1': [np.nan],
'tp2': [np.nan],
'BTC Shorted': [np.nan],
'BTCUSDT Short Price': [np.nan],
'ShortOrderID': [np.nan],
'ShortOrderID1': [np.nan],
'ShortOrderID2': [np.nan],
'lTP1ID': [np.nan],
'lTP2ID': [np.nan],
'lTPuID': [np.nan],
'sTP1ID': [np.nan],
'sTP2ID': [np.nan],
'sTPuID': [np.nan],
'BTC Borrowed Id': [np.nan],
'Sell Stop Price': [np.nan],
'Sell Limit Price': [np.nan],
'ShortStopLossId': [np.nan],
'Buy Stop Price': [np.nan],
'Buy Limit Price': [np.nan],
'LongStopLossId': [np.nan],
'Closed Buy Sell-Price': [np.nan],
'CprlTP1': [np.nan],
'CprlTP2': [np.nan],
'CprlTPu': [np.nan],
'CprsTP1': [np.nan],
'CprsTP2': [np.nan],
'CprsTPu': [np.nan],
'Closed Short Buy-Price': [np.nan],
'Closed Buy Profit': [np.nan],
'Closed Short Profit': [np.nan],
'Commission (BNB)': [np.nan],
'Buy-BTC': [False],
'Close-BTC-Buy': [False],
'Short-BTC': [False],
'Close-BTC-Short': [False],
'Update-SL-Buy': [False],
'Update-SL-Sell': [False],
'BlSLh': [False],
'BsSLh': [False],
'BprlSL': [np.nan],
'BprsSL': [np.nan],
'BlO': [False],
'BsO': [False],
'BprlO': [np.nan],
'BprsO': [np.nan],
'Blprofit': [np.nan],
'btclO': [np.nan],
'btcsO': [np.nan],
'Bsprofit': [np.nan],
'BlTP1h': [False],
'BlTP2h': [False],
'BlTPuh': False,
'BprlTP1h': [np.nan],
'BprlTP2h': [np.nan],
'BprlPuh': [np.nan],
'BsTP1h': [False],
'BsTP2h': [False],
'BsTPuh': False,
'BprsTP1h': [np.nan],
'BprsTP2h': [np.nan],
'BprsPuh': [np.nan]
}
TradeInfo = pd.DataFrame(toDf)
TradeInfo.to_csv(SetUp['paths']["TradeInfo"], index=False)
else:
TradeInfo = csvreadEnd(SetUp['paths']["TradeInfo"], 1)
TradeInfo['Free Funds'] = np.float(acc['USDT']['mBalance'])
i = TradeInfo.columns.get_loc('Buy-BTC')
ii = TradeInfo.columns.get_loc('Update-SL-Sell')
TradeInfo.iloc[0, i:ii] = False
# Cancel spurious Stop-Limit Sell orders
if 0 < len(acc['openSellOrders']) < 2:
if int(acc['openSellOrders'][0]
['orderId']) != TradeInfo['LongStopLossId'][0]:
TradeInfo['LongStopLossId'] = int(
acc['openSellOrders'][0]['orderId'])
elif len(acc['openSellOrders']) > 1:
print('More than one Stop Sell Order... Keeping the latest one')
ttimes = [i["time"] for i in acc['openSellOrders']]
idx = ttimes.index(max(ttimes))
for i in range(0, len(acc['openSellOrders'])):
if i == idx:
continue
cancelOut = client.cancel_order(
symbol=SetUp["trade"]["pair"],
orderId=acc['openSellOrders'][i]["orderId"])
# Cancel spurious Stop-Limit Buy orders
if 0 < len(acc['openBuyOrders']) < 2:
if int(acc['openBuyOrders'][0]
['orderId']) != TradeInfo['ShortStopLossId'][0]:
TradeInfo['ShortStopLossId'] = int(
acc['openBuyOrders'][0]['orderId'])
elif len(acc['openBuyOrders']) > 1:
print('More than one Stop Buy Order... Keeping the latest one')
ttimes = [i["time"] for i in acc['openBuyOrders']]
idx = ttimes.index(max(ttimes))
for i in range(0, len(acc['openBuyOrders'])):
if i == idx:
continue
cancelOut = client.cancel_order(
symbol=SetUp["trade"]["pair"],
orderId=acc['openBuyOrders'][i]["orderId"])
if acc['BTCUSDT'] != {}:
if acc['BTCUSDT']['side'] == 'SELL':
TradeInfo['btcsO'] = acc['BTCUSDT']['iMarginPair']
TradeInfo['BprsO'] = acc['BTCUSDT']['ePrice']
TradeInfo['btclO'] = np.nan
TradeInfo['BprlO'] = np.nan
elif acc['BTCUSDT']['side'] == 'BUY':
TradeInfo['btclO'] = acc['BTCUSDT']['iMarginPair']
TradeInfo['BprlO'] = acc['BTCUSDT']['ePrice']
TradeInfo['btcsO'] = np.nan
TradeInfo['BprsO'] = np.nan
return TradeInfo