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Fix autoswitch long to short default values and activation
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Carlos Wu Fei authored and Carlos Wu Fei committed Oct 9, 2023
1 parent 97fda91 commit 6089c2b
Showing 1 changed file with 72 additions and 23 deletions.
95 changes: 72 additions & 23 deletions api/deals/spot.py
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Original file line number Diff line number Diff line change
@@ -1,7 +1,9 @@
import logging

from deals.base import BaseDeal
from requests.exceptions import HTTPError
from deals.schema import DealSchema
from deals.base import BaseDeal
from deals.margin import MarginDeal
from deals.models import BinanceOrderModel
from tools.handle_error import (
NotEnoughFunds,
Expand All @@ -10,33 +12,61 @@
from tools.exceptions import (
TraillingProfitError,
)
from tools.enum_definitions import Status, Strategy
from tools.round_numbers import round_numbers, supress_notation
from tools.exceptions import TerminateStreaming
from pydantic import ValidationError
from tools.enum_definitions import Status
from deals.margin import MarginDeal
from datetime import datetime
from bots.schemas import BotSchema
from tools.exceptions import TerminateStreaming


class SpotLongDeal(BaseDeal):
"""
Spot (non-margin, no borrowing) long bot deal updates
during streaming
"""

def __init__(self, bot, db_collection_name: str) -> None:
# Inherit from parent class
super().__init__(bot, db_collection_name)
def switch_margin_short(self, close_price):

def switch_margin_short(self, new_base_order_price):
msg = "Resetting bot for margin_short strategy..."
self.update_deal_logs(msg)
self.save_bot_streaming()
base_order = next(
(
bo_deal
for bo_deal in self.active_bot.orders
if bo_deal.deal_type == "base_order"
),
None,
)
# start from current stop_loss_price which is where the bot switched to long strategy
tp_price = new_base_order_price * (
1 + (float(self.active_bot.take_profit) / 100)
)
if float(self.active_bot.stop_loss) > 0:
stop_loss_price = new_base_order_price - (
new_base_order_price * (float(self.active_bot.stop_loss) / 100)
)
else:
stop_loss_price = 0

self.active_bot.deal = DealSchema(
buy_timestamp=base_order.timestamp,
buy_price=new_base_order_price,
buy_total_qty=base_order.qty,
take_profit_price=tp_price,
stop_loss_price=stop_loss_price,
)
self.active_bot.strategy = Strategy.long
self.active_bot.status = Status.active

self.active_bot = MarginDeal(self.active_bot, db_collection_name="bots").margin_short_base_order()
self.active_bot = MarginDeal(
self.active_bot, db_collection_name="bots"
).margin_short_base_order()
self.save_bot_streaming()


def execute_stop_loss(self, price):
"""
Update stop limit after websocket
Expand Down Expand Up @@ -153,7 +183,11 @@ def trailling_profit(self) -> BotSchema | None:
# Dispatch real order
else:
try:
res = self.sell_order(symbol=self.active_bot.pair, qty=qty, price=supress_notation(price, self.price_precision))
res = self.sell_order(
symbol=self.active_bot.pair,
qty=qty,
price=supress_notation(price, self.price_precision),
)
except Exception as err:
raise TraillingProfitError(err)

Expand Down Expand Up @@ -342,25 +376,31 @@ def streaming_updates(self, close_price, open_price):
self.active_bot.deal.current_price = close_price
self.save_bot_streaming()
# Stop loss
if (float(self.active_bot.stop_loss) > 0 and float(self.active_bot.deal.stop_loss_price) > float(close_price)):
if float(self.active_bot.stop_loss) > 0 and float(
self.active_bot.deal.stop_loss_price
) > float(close_price):
self.execute_stop_loss(close_price)
if self.active_bot.margin_short_reversal:
self.switch_margin_short(close_price)
raise TerminateStreaming("Streaming update needs to restart for autoswitched bot")
raise TerminateStreaming(
"Streaming update needs to restart for autoswitched bot"
)
return

# Take profit trailling
if (self.active_bot.trailling == "true" or self.active_bot.trailling) and float(self.active_bot.deal.buy_price) > 0:
if (self.active_bot.trailling == "true" or self.active_bot.trailling) and float(
self.active_bot.deal.buy_price
) > 0:
# If current price didn't break take_profit (first time hitting take_profit or trailling_stop_loss lower than base_order buy_price)
if self.active_bot.deal.trailling_stop_loss_price == 0:
trailling_price = float(self.active_bot.deal.buy_price) * (
1 + (float(self.active_bot.take_profit) / 100)
)
else:
# Current take profit + next take_profit
trailling_price = float(self.active_bot.deal.trailling_stop_loss_price) * (
1 + (float(self.active_bot.take_profit) / 100)
)
trailling_price = float(
self.active_bot.deal.trailling_stop_loss_price
) * (1 + (float(self.active_bot.take_profit) / 100))

self.active_bot.deal.trailling_profit_price = trailling_price
# Direction 1 (upward): breaking the current trailling
Expand All @@ -385,17 +425,19 @@ def streaming_updates(self, close_price, open_price):
f"{self.active_bot.pair} Updating take_profit_price, trailling_profit and trailling_stop_loss_price! {new_take_profit}"
)
# Update trailling_stop_loss
self.active_bot.deal.trailling_stop_loss_price = new_trailling_stop_loss
self.active_bot.deal.trailling_stop_loss_price = (
new_trailling_stop_loss
)
logging.info(
f'{datetime.utcnow()} Updated {self.active_bot.pair} trailling_stop_loss_price {self.active_bot.deal.trailling_stop_loss_price}'
f"{datetime.utcnow()} Updated {self.active_bot.pair} trailling_stop_loss_price {self.active_bot.deal.trailling_stop_loss_price}"
)
else:
# Protect against drops by selling at buy price + 0.75% commission
self.active_bot.deal.trailling_stop_loss_price = (
float(self.active_bot.deal.buy_price) * 1.075
)
logging.info(
f'{datetime.utcnow()} Updated {self.active_bot.pair} trailling_stop_loss_price {self.active_bot.deal.trailling_stop_loss_price}'
f"{datetime.utcnow()} Updated {self.active_bot.pair} trailling_stop_loss_price {self.active_bot.deal.trailling_stop_loss_price}"
)

self.save_bot_streaming()
Expand All @@ -412,7 +454,7 @@ def streaming_updates(self, close_price, open_price):
and (float(open_price) > float(close_price))
):
logging.info(
f'Hit trailling_stop_loss_price {self.active_bot.deal.trailling_stop_loss_price}. Selling {self.active_bot.pair}'
f"Hit trailling_stop_loss_price {self.active_bot.deal.trailling_stop_loss_price}. Selling {self.active_bot.pair}"
)
try:
self.trailling_profit()
Expand All @@ -425,15 +467,22 @@ def streaming_updates(self, close_price, open_price):

# Open safety orders
# When bot = None, when bot doesn't exist (unclosed websocket)
if hasattr(self.active_bot, "safety_orders") and len(self.active_bot.safety_orders) > 0:
if (
hasattr(self.active_bot, "safety_orders")
and len(self.active_bot.safety_orders) > 0
):
for key, so in enumerate(self.active_bot.safety_orders):
# Index is the ID of the safety order price that matches safety_orders list
if hasattr(self.active_bot, "status") and self.active_bot.status == 0 and so.buy_price >= float(close_price):
if (
hasattr(self.active_bot, "status")
and self.active_bot.status == 0
and so.buy_price >= float(close_price)
):
self.so_update_deal(key)

# Execute dynamic_take_profit at the end,
# so that trailling_take_profit and trailling_stop_loss can execute before
# else trailling_stop_loss could be hit but then changed because of dynamic_tp
if self.active_bot.trailling and self.active_bot.dynamic_trailling:
# Returns bot, to keep modifying in subsequent checks
bot = self.dynamic_take_profit(self.active_bot, close_price)
bot = self.dynamic_take_profit(self.active_bot, close_price)

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