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 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 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 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 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