limit=int(bid[1]),
minute_to_expire=1)
restrict_range[target] = bid[2]
else:
strategy.cancel(bid[0])
logger.info(
f'{delay} {buy_vol_avg:.1f}({buy_vol_std:.1f})/{sell_vol_avg:.1f}({sell_vol_std:.1f})/'
)
else:
strategy.cancel_order_all()
strategy.close_position()
if __name__ == "__main__":
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('elephant.log'))
logger = logging.getLogger("elephant")
bot = elephant()
strategy = Strategy(yourlogic=bot.loop, yoursetup=bot.setup, interval=5)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.disable_rich_ohlcv = True
strategy.settings.max_ohlcv_size = 10 * 3
strategy.risk.max_position_size = 0.1
strategy.start()
strategy.entry('doten L', side='buy', qty=qty_lot, stop=stop_price)
else:
strategy.cancel('doten L')
if __name__ == '__main__':
import argparse
from strategy import Strategy
import settings
import logging
import logging.config
strategy = Strategy(macd_cross_strategy)
strategy.settings.timeframe = '1h'
strategy.settings.interval = 60
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.testnet.use = False
strategy.testnet.apiKey = settings.testnet_apiKey
strategy.testnet.secret = settings.testnet_secret
parser = strategy.add_arguments(
argparse.ArgumentParser(description='MACD Cross Bot'))
args = parser.parse_args()
logging.config.dictConfig(
settings.loggingConf(params[args.symbol].logfilename))
logger = logging.getLogger('MACDCrossBot')
strategy.start(args)
# -*- coding: utf-8 -*-
import asyncio
from coinbots.strategy import Strategy
from coinbots.indicator import *
class Sample:
async def run(self, executions, ohlcv, strategy, **others):
C = ohlcv.close.values[-1]
await strategy.order('L', 'buy', 0.01, C * 0.8)
if __name__ == "__main__":
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('sample.log'))
logger = logging.getLogger("sample")
strategy = Strategy(yourlogic=Sample().run, interval=10)
strategy.settings.symbol = 'BTC/JPY'
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
loop = asyncio.get_event_loop()
loop.run_until_complete(asyncio.wait([strategy.start()]))
strategy.cancel('L' + str(no))
strategy.cancel('S' + str(no))
if strategy.position_size > 0:
strategy.order('L close', 'sell', qty=strategy.position_size)
elif strategy.position_size < 0:
strategy.order('S close', 'buy', qty=-strategy.position_size)
if __name__ == "__main__":
import settings
import argparse
import logging
import logging.config
import signal
def handle_pdb(sig, frame):
import pdb
pdb.Pdb().set_trace(frame)
signal.signal(signal.SIGUSR1, handle_pdb)
logging.config.dictConfig(settings.loggingConf('mmbot.log'))
logger = logging.getLogger("mmbot")
strategy = Strategy(mmbot().loop, 5)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.show_last_n_orders = 10
strategy.risk.max_position_size = 0.05
strategy.start()
stop_price = 0
if stop_price > 0 and position.currentQty < 0 and not long_entry and not short_entry:
strategy.entry('doten L', side='buy', qty=qty_lot, stop=stop_price)
else:
strategy.cancel('doten L')
if __name__ == '__main__':
import argparse
from strategy import Strategy
import settings
import logging
import logging.config
strategy = Strategy(macd_cross_strategy)
strategy.settings.timeframe = '1h'
strategy.settings.interval = 60
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.testnet.use = False
strategy.testnet.apiKey = settings.testnet_apiKey
strategy.testnet.secret = settings.testnet_secret
parser = strategy.add_arguments(argparse.ArgumentParser(description='MACD Cross Bot'))
args = parser.parse_args()
logging.config.dictConfig(settings.loggingConf(params[args.symbol].logfilename))
logger = logging.getLogger('MACDCrossBot')
strategy.start(args)
if delta_pos <= -maxsize:
sellsize = 0
elif delta_pos > maxsize:
sellsize = maxsize
else:
sellsize = (-maxsize / 4) * ((
(-delta_pos + maxsize) / maxsize)**2) + maxsize
buy = ticker.best_bid
sell = ticker.best_ask
if buysize >= 0.01 and buychg > 500:
strategy.order('L', 'buy', qty=buysize, limit=buy)
if sellsize >= 0.01 and sellchg < -500:
strategy.order('S', 'sell', qty=sellsize, limit=sell)
if __name__ == "__main__":
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('inago.log'))
logger = logging.getLogger("inago")
strategy = Strategy(inago().loop, 5)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.disable_rich_ohlcv = True
strategy.risk.max_position_size = 0.1
strategy.start()
if volimb>10:
strategy.entry('L tf', 'buy', qty=qty_lot)
elif volimb<-10:
strategy.entry('S tf', 'sell', qty=qty_lot)
else:
spr_target = 50
if spr >= spr_target or strategy.position_size < 0:
strategy.order('L', 'buy', qty=qty_lot, limit=bid+1, minute_to_expire=1)
else:
strategy.cancel('L')
if spr >= spr_target or strategy.position_size > 0:
strategy.order('S', 'sell', qty=qty_lot, limit=ask-1, minute_to_expire=1)
else:
strategy.cancel('S')
if __name__ == "__main__":
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('spcatcher.log'))
logger = logging.getLogger("spcatcher")
strategy = Strategy(spcatcher().loop, 5)
# strategy.settings.symbol = 'BTCJPY28DEC2018'
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.show_last_n_orders = 10
strategy.risk.max_position_size = 0.05
strategy.start()
strategy.order(sellid,
'sell',
qty=sellsize,
limit=int(mid + width + ofs),
seconds_to_keep_order=period,
minute_to_expire=1)
sellmax -= sellsize
else:
strategy.cancel(sellid)
else:
strategy.cancel_order_all()
strategy.close_position()
if __name__ == "__main__":
import settings
import argparse
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('simple_market_maker.log'))
logger = logging.getLogger("simple_market_maker")
strategy = Strategy(simple_market_maker().loop, 5)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.max_ohlcv_size = 12 * 10
strategy.settings.disable_rich_ohlcv = True
strategy.risk.max_position_size = 0.02
strategy.start()
strategy.cancel('L exit')
strategy.entry('S', 'sell', qty=qty_lot)
# 利確指値
if position.currentQty>0 and ohlcv.close[-1]>position.avgCostPrice+5:
strategy.order('L exit', 'sell', qty=position.currentQty, limit=ticker.ask)
elif position.currentQty<0 and ohlcv.close[-1]<position.avgCostPrice-5:
strategy.order('S exit', 'buy', qty=-position.currentQty, limit=ticker.bid)
if __name__ == "__main__":
import argparse
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('ETHMACross'))
logger = logging.getLogger('ETHMACrossBot')
strategy = Strategy(eth_macross().loop)
strategy.settings.timeframe = '5m'
strategy.settings.interval = 30
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.testnet.use = False
strategy.testnet.apiKey = settings.testnet_apiKey
strategy.testnet.secret = settings.testnet_secret
parser = strategy.add_arguments(argparse.ArgumentParser(description='ETH MA Cross Bot'))
strategy.start(parser.parse_args())
pnl = mid - price
if pnl <= loss or pnl >= profit:
strategy.order(f'C{price}', 'sell', qty=size)
else:
pnl = price - mid
if pnl <= loss or pnl >= profit:
strategy.order(f'C{price}', 'buy', qty=size)
else:
strategy.cancel_order_all()
strategy.close_position()
else:
strategy.cancel_order_all()
strategy.close_position()
if __name__ == "__main__":
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('fraction.log'))
logger = logging.getLogger("fraction")
strategy = Strategy(fraction().loop, 0.5)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.max_ohlcv_size = 30
strategy.settings.disable_rich_ohlcv = True
strategy.risk.max_position_size = 0.1
strategy.start()
vsar = int(vsar)
strategy.entry('L', 'buy', qty=qty_lot, limit=vsar, stop=vsar)
if vsar < last(ohlcv.low):
# STOP指値ささらなかったから成り行きでロング
if position.currentQty <= 0:
strategy.entry('L', 'buy', qty=qty_lot, limit=ticker.bid)
vsar = int(vsar)
strategy.entry('S', 'sell', qty=qty_lot, limit=vsar, stop=vsar)
if __name__ == '__main__':
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('sar_strategy.log'))
logger = logging.getLogger("SARBot")
strategy = Strategy(sar_strategy)
strategy.settings.timeframe = '1m'
strategy.settings.interval = 10
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.testnet.use = True
strategy.testnet.apiKey = settings.testnet_apiKey
strategy.testnet.secret = settings.testnet_secret
strategy.start()
sub_positions = []
for sym,prm in params['contracts'].items():
sub_logic(
sym,
prm.sub_symbol,
prm.sub_quanty,
prm.sub_multiplier,
strategy)
sub_positions.append(strategy.position_all[prm.sub_symbol])
# sub_total_size = fsum(p.currentQty*p.avgCostPrice for p in sub_positions)
# logger.info(f'{sub_total_size}')
if __name__ == '__main__':
import argparse
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('delta_neutral_strategy.log'))
logger = logging.getLogger('delta_neutral_strategy')
strategy = Strategy(mylogic)
strategy.settings.timeframe = '5m'
strategy.settings.interval = 60
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.risk.max_position_size = 3000
strategy.start()
strategy.cancel('Lc')
if short_size >= 0.01:
strategy.order('Sc',
'buy',
qty=short_size,
limit=buy,
minute_to_expire=1)
else:
strategy.cancel('Lc')
else:
strategy.cancel_order_all()
strategy.close_position()
if __name__ == "__main__":
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('scalping.log'))
logger = logging.getLogger("scalping")
strategy = Strategy(scalping().loop, 1)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.use_lazy_ohlcv = True
strategy.settings.timeframe = 1
strategy.settings.disable_rich_ohlcv = True
strategy.risk.max_position_size = 0.05
strategy.start()
buy = mid - pof
sell = mid + rng*3
elif z<-0:
buy = mid - rng*3
sell = mid - pof
else:
buy = mid - rng*3
sell = mid + rng*3
strategy.order('L', 'buy', qty=max(0.02 * z, 0.01), limit=int(buy), limit_mask=rng*0.5, minute_to_expire=1)
strategy.order('S', 'sell', qty=max(0.02 * -z, 0.01), limit=int(sell), limit_mask=rng*0.5, minute_to_expire=1)
else:
strategy.cancel_order_all()
strategy.close_position()
if __name__ == "__main__":
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('hft.log'))
logger = logging.getLogger("hft")
strategy = Strategy(hft().loop, 0.5)
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.settings.disable_rich_ohlcv = True
strategy.settings.max_ohlcv_size = 1000
strategy.risk.max_position_size = 0.1
strategy.start()
# 注文（ポジションがある場合ドテン）
strategy.entry('L',
'buy',
qty=qty_lot,
limit=max(long_entry_price, ticker.bid),
stop=long_entry_price + 0.5)
strategy.entry('S',
'sell',
qty=qty_lot,
limit=min(short_entry_price, ticker.ask),
stop=short_entry_price - 0.5)
if __name__ == '__main__':
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('PvtHL.log'))
logger = logging.getLogger('PvtHLBot')
strategy = Strategy(pivot_highlow_strategy)
strategy.settings.timeframe = '1m'
strategy.settings.interval = 5
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.testnet.use = True
strategy.testnet.apiKey = settings.testnet_apiKey
strategy.testnet.secret = settings.testnet_secret
strategy.start()
if __name__ == '__main__':
import argparse
from strategy import Strategy
import settings
import logging
import logging.config
strategy = Strategy(channel_breakout_strategy)
strategy.settings.timeframe = '5m'
strategy.settings.interval = 10
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.testnet.use = True
strategy.testnet.apiKey = settings.testnet_apiKey
strategy.testnet.secret = settings.testnet_secret
parser = strategy.add_arguments(argparse.ArgumentParser(description='Channel Breakout Bot'))
parser.add_argument('--parameter', nargs=3, type=int, default=[breakout_in, breakout_out])
args = parser.parse_args()
logging.config.dictConfig(
settings.loggingConf('chbrk-bot-' + args.symbol.replace('/','_').lower() + '.log'))
logger = logging.getLogger('ChbrkBot')
breakout_in = args.parameter[0]
breakout_out = args.parameter[1]
strategy.start(args)
post_only=True)
else:
strategy.cancel('SC')
if F_pct >= buy_exit_fr and long_size > 0:
qty = long_size
strategy.order('LC',
'sell',
qty=qty,
limit=ticker.ask,
post_only=True)
else:
strategy.cancel('LC')
if __name__ == '__main__':
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('xrpusd_fr_strategy.log'))
logger = logging.getLogger('XRPUSD_FR')
strategy = Strategy(mylogic)
strategy.settings.symbol = 'XRP/USD'
strategy.settings.timeframe = '5m'
strategy.settings.interval = 60
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.risk.max_position_size = 1000
strategy.start()
strategy.risk.max_position_size = qty_lot
# 注文（ポジションがある場合ドテン）
if last(buyEntry):
strategy.entry('L', 'buy', qty=qty_lot, limit=ticker.bid)
else:
strategy.cancel('L')
if last(sellEntry):
strategy.entry('S', 'sell', qty=qty_lot, limit=ticker.ask)
else:
strategy.cancel('S')
if __name__ == "__main__":
import settings
import logging
import logging.config
logging.config.dictConfig(settings.loggingConf('bband_strategy.log'))
logger = logging.getLogger("bband_strategy")
strategy = Strategy(bband_strategy)
strategy.settings.timeframe = '15m'
strategy.settings.interval = 30
strategy.settings.apiKey = settings.apiKey
strategy.settings.secret = settings.secret
strategy.testnet.use = True
strategy.testnet.apiKey = settings.testnet_apiKey
strategy.testnet.secret = settings.testnet_secret
strategy.start()
