def close(self):
message.info("close start")
has_position = False
while True:
try:
self.api.cancelallchildorders(
product_code=self.PRODUCT_CODE)
position = self.__get_position()
has_completed_close = \
position["side"] is None or position["size"] < 0.01
if has_completed_close:
message.info("close complete")
return has_position
else:
has_position = True
side = self.__reverse_side(side=position["side"])
size = position["size"]
price = self.__get_order_price(side=side)
assert self.is_valid_side(side=side)
assert self.is_valid_size(size=size)
assert self.is_valid_price(price=price)
self.__send_order(side=side, size=size, price=price)
time.sleep(1)
except Exception:
message.error(traceback.format_exc())
time.sleep(3)
def initialize():
sql = "select * from ticker"
ticker = repository.read_sql(database=database, sql=sql)
if ticker.empty:
message.info("initialize ticker")
sql = "insert into ticker values (now(),0,0)"
repository.execute(database=database, sql=sql, write=False)
def has_changed_side(side):
try:
sql = "select * from entry"
entry = \
repository.read_sql(database=DATABASE, sql=sql)
if entry.empty:
message.warning("entry empty")
return True
latest_side = entry.at[0, "side"]
if latest_side != side:
message.info("change side from", side, "to", latest_side)
return True
else:
return False
except Exception:
message.error(traceback.format_exc())
def order(self, side):
message.info(side, "order start")
while True:
try:
self.api.cancelallchildorders(
product_code=self.PRODUCT_CODE)
position = self.__get_position()
has_position = position["side"] is not None
should_close = has_position \
and (side != position["side"] and position["size"] >= 0.01)
if should_close:
self.close()
continue
price = self.__get_order_price(side=side)
size = self.__get_order_size(
price=price, position_size=position["size"])
has_completed_order = size < 0.01 \
or self.__has_changed_side(side=side)
if has_completed_order:
message.info(side, "order complete")
order_side = side
order_size = \
self.__get_order_size(price=price, position_size=0)
order_size = float(math.round_down(order_size, -2))
return order_side, order_size
assert self.is_valid_side(side=side)
assert self.is_valid_size(size=size)
assert self.is_valid_price(price=price)
self.__send_order(side=side, size=size, price=price)
time.sleep(1)
except Exception:
message.error(traceback.format_exc())
time.sleep(3)
def __send_order(self, side, size, price, minute_to_expire=1):
try:
side, size, price = \
self.__order_normalize(side=side, size=size, price=price)
self.api.sendchildorder(
product_code=self.PRODUCT_CODE,
child_order_type="LIMIT",
side=side,
size=size,
price=price,
minute_to_expire=minute_to_expire,
time_in_force="GTC"
)
sendchildorder_content = \
"side={side}, size={size}, price={price}"\
.format(side=side, size=size, price=price)
message.info("sendchildorder", sendchildorder_content)
except Exception:
message.error(traceback.format_exc())
time.sleep(3)
def execute(database: str, sql: str, log=True, write=True) -> tuple:
conn = MySQL(database=database).conn
cur = conn.cursor()
try:
cur.execute(sql)
sql_lower = sql.lower()
if "select" in sql_lower and "from" in sql_lower:
result = cur.fetchall()
return result
else:
conn.commit()
if write:
if log:
message.info(sql)
else:
print(sql)
except Exception:
message.error(traceback.format_exc())
finally:
conn.commit()
conn.close()
cur.close()
def save_entry(side):
message.info(side, "entry")
sql = "update entry set side='{side}'".format(side=side)
repository.execute(database=DATABASE, sql=sql, write=False)
sql = "select * from entry"
entry = repository.read_sql(database=DATABASE, sql=sql)
if entry.empty:
continue
side = entry.at[0, "side"]
except Exception:
message.error(traceback.format_exc())
continue
if latest_side is None \
or latest_side != side:
if side == "CLOSE":
bitflyer.close()
if retry_sleep(secs=120, side=side):
message.info("close retry")
bitflyer.close()
message.info("close retry complete")
latest_side = side
else: # side is BUY or SELL
bitflyer.order(side=side)
if retry_sleep(secs=120, side=side):
message.info("order retry")
bitflyer.order(side=side)
message.info("order retry complete")
latest_side = side
high_line --------- |¯|
low_line --------- |_|
| <- break
"""
invalid_trading = break_high_line and break_low_line
if invalid_trading:
candlestick_Minute = Date.minute
while True:
minute = \
datetime.datetime.now().minute
if candlestick_Minute != minute:
break
time.sleep(1)
message.info("invalid trading")
continue
else:
entry_buy = break_high_line and not has_buy
entry_sell = break_low_line and not has_sell
if entry_buy:
save_entry(side="BUY")
has_buy = True
has_sell = False
if entry_sell:
save_entry(side="SELL")
has_buy = False
has_sell = True
'RESOLUTION': '800x600',
'COMPRESSION': 'gzip',
'VRAM': '256',
'ISO': '',
'DEB': '',
'HOOK': '',
'KERNEL': 'default',
'PURGE_KERNEL': True,
}
)
if not os.path.isfile('/etc/customizer.conf'):
message.warning('Configuration file does not exist', '/etc/customizer.conf')
conf.read('/etc/customizer.conf')
message.info('Read Configuration file', '/etc/customizer.conf')
for section in ('preferences', 'saved'):
if not conf.has_section(section):
conf.add_section(section)
# Make sure these end up to be strings in both python2 and python3.
WORK_DIR = '{}'.format(conf.get('preferences', 'WORK_DIR'))
LOCALES = '{}'.format(conf.get('preferences', 'LOCALES'))
RESOLUTION = '{}'.format(conf.get('preferences', 'RESOLUTION'))
COMPRESSION = '{}'.format(conf.get('preferences', 'COMPRESSION'))
VRAM = '{}'.format(conf.get('preferences', 'VRAM'))
ISO = '{}'.format(conf.get('saved', 'ISO'))
DEB = '{}'.format(conf.get('saved', 'DEB'))
HOOK = '{}'.format(conf.get('saved', 'HOOK'))
KERNEL = '{}'.format(conf.get('saved', 'KERNEL'))
def insert_data():
message.info("initial entry")
sql = "insert into entry values('CLOSE')"
repository.execute(database=DATABASE, sql=sql, write=False)
api_secret=Bitflyer.Api.value.SECRET.value)
balance = api.getbalance()
if "error_message" in balance:
raise ConfigException()
def truncate_table():
sql = "truncate entry"
repository.execute(database=DATABASE, sql=sql)
def insert_data():
message.info("initial entry")
sql = "insert into entry values('CLOSE')"
repository.execute(database=DATABASE, sql=sql, write=False)
if __name__ == "__main__":
DATABASE = "tradingbot"
stdout.AA()
print("tradingbot amateras start !!")
message.info("initialize start")
config_test()
truncate_table()
insert_data()
message.info("initialize complete")
