67 lines
2.0 KiB
Python
67 lines
2.0 KiB
Python
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import asyncio
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class EMA_Chicken:
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def __init__(self, logger, pair, candle, lot, limit_rate):
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self._logger = logger
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self._pair = pair
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self._candle = candle
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self._remain = 0
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self._total = 0
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self._lot = lot
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self._limit_rate = limit_rate
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self._total = 0
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asyncio.create_task(self._main())
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async def _main(self):
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self._logger.info("started")
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while True:
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await self._pair.ticker.wait()
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if len(self._candle.values) == 0:
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continue
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price = self._pair.ticker.price
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ema = self._candle.EMA(200)
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if price > ema:
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if self._remain < self._lot*3:
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buy = await self._pair.buy_market(self._lot)
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await asyncio.sleep(0.5)
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await buy.update()
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outgo = buy.price * self._lot
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self._total -= outgo
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self._remain += self._lot
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self._logger.info(f"<BUY> {self._lot} / {outgo} ({self._total})")
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limit_price = buy.price*(1+self._limit_rate)
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stop_price = buy.price*(1-self._limit_rate)
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sell = await self._pair.sell_limit(self._lot, limit_price)
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while True:
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await asyncio.sleep(0.5)
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await sell.update()
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if sell.done:
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amount = sell.amount - sell.remain
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income = sell.price * amount
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self._total += income
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self._remain -= amount
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if amount > 0:
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self._logger.info(f"[WIN] <SELL> {amount} / {income} ({self._total})")
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break
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if self._pair.ticker.price < stop_price:
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await sell.cancel()
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sell = await self._pair.sell_market(self._lot)
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await asyncio.sleep(0.5)
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await sell.update()
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amount = sell.amount
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income = sell.price * sell.amount
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self._total += income
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self._remain -= amount
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if amount > 0:
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self._logger.info(f"[LOSE] <SELL> {amount} / {income} ({self._total})")
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break
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