85 lines
2.5 KiB
Python
85 lines
2.5 KiB
Python
import asyncio
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SHORT_PERIOD = 13
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LONG_PERIOD = 200
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EXPECT_CYCLE_DUR_IN_CANDLE_INTERVALS = 10
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class MA_Cross:
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def __init__(self, logger, pair, candlestick, lot, limit_rate, stop_rate):
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self._logger = logger
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self._pair = pair
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self._candlestick = candlestick
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self._lot = lot
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self._limit_rate = limit_rate
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self._stop_rate = stop_rate
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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._candlestick.wait()
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if len(self._candlestick.values) < LONG_PERIOD:
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continue
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short = self._candlestick.SMA(SHORT_PERIOD)
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long = self._candlestick.SMA(LONG_PERIOD)
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plong = self._candlestick.SMA(LONG_PERIOD, 1)
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expect_sell = self._pair.ticker.buy * (1+self._limit_rate)
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ask_volume = self._pair.depth.askVolumeUntil(expect_sell)
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interval_volume = self._pair.ticker.volume / 24 / 3600 * self._candlestick.interval
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if plong < long and short > long:
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if ask_volume < interval_volume * EXPECT_CYCLE_DUR_IN_CANDLE_INTERVALS:
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await self._buy()
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async def _buy(self):
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self._logger.info("buy signal received")
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# buy (market) and sell (limit)
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amount = self._lot/self._pair.ticker.buy
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try:
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buy = await self._pair.buy_market(amount)
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except Exception as e:
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self._logger.warn("failed to buy", e)
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return
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while not buy.done:
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await asyncio.sleep(0.1)
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await buy.update()
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self._logger.info(f"BUY confirmed (+{amount} / -{buy.price*amount})")
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limit_price = buy.price*(1+self._limit_rate)
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stop_price = buy.price*(1-self._stop_rate)
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try:
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stop = await self._pair.sell_stop(amount, stop_price)
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limit = await self._pair.sell_limit(amount, limit_price)
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except Exception as e:
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print("failed to order", e.message)
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self._logger.error("FAILED TO ORDER for STOPPING and LIMITATION!!")
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return
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self._logger.debug("waiting for STOP or LIMIT")
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while (not stop.done) and (not limit.done):
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await asyncio.sleep(2)
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try:
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await asyncio.gather(limit.update(), stop.update())
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except Exception:
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continue
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if stop.done:
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self._logger.info(f"STOP confirmed (-{amount} / +{stop.price*amount})")
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# cancel limit and cooldown
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await asyncio.gather(asycio.sleep(5), limit.cancel())
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return
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if limit.done:
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self._logger.info(f"LIMIT confirmed (-{amount} / +{limit.price*amount})")
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await stop.cancel()
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return
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